Dsp Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
Rating
Growth Option 21-02-2025
NAV ₹19.67(R) -0.83% ₹20.52(D) -0.83%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 3.55% 7.08% 11.77% -% -%
Direct 4.3% 7.86% 12.58% -% -%
Nifty 500 TRI 3.79% 13.47% 16.97% 13.57% 12.47%
SIP (XIRR) Regular -7.96% 7.85% 10.47% -% -%
Direct -7.27% 8.65% 11.3% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.02 0.04 0.28 -5.81% 0.0
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.01% -19.07% -15.14% 0.94 9.43%

No data available

NAV Date: 21-02-2025

Scheme Name NAV Rupee Change Percent Change
DSP Quant Fund - Regular Plan - IDCW 17.73
-0.1500
-0.8300%
DSP Quant Fund - Direct Plan - IDCW 18.56
-0.1600
-0.8300%
DSP Quant Fund - Regular Plan - Growth 19.67
-0.1600
-0.8300%
DSP Quant Fund - Direct Plan - Growth 20.52
-0.1700
-0.8300%

Review Date: 21-02-2025

A review of the different performance parameters of the fund is as follows:
  1. Returns: It reflects the surge in the investment's value throughout the investment period, communicated as a percentage or a specific monetary sum. Our analysis encompassed six return parameters of this fund. We have organized the return parameters into three performance groups for evaluation: the top 25%, parameters that rank below the top 25% but above average, and parameters that are below average. Below, you'll find a breakdown of how each parameter has performed.
    1. Top 25%: The Dsp Quant Fund has one return parameter in the top 25% in the category, as shown below:
      • 6M Return %
    2. Above Average Below the Top 25%: Three return parameters of the Dsp Quant Fund are above average but below the top 25% in the category, as shown below:
      • 1M Return %
      • 3M Return %
      • 1Y Return %
    3. Below Average: Two return parameters of the fund are below average in the category, which are listed below:
      • 5Y Return %
      • 3Y Return %
  2. Risk: Various factors can lead to the risk of either not meeting expected returns or encountering a monetary loss. For Dsp Quant Fund, we have analyzed two risk parameters and divided them into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: one risk parameter in the lowest 25% in the category, which is listed below.
      • Semi-Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. The semi-deviation of the fund is 9.43 %.
    2. Below Average but Above the Lowest 25%: Dsp Quant Fund has one risk parameter that is below average but above the lowest 25% in the category. These are:
      • Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The standard deviation of the fund is 14.01 %.
    3. Above Average: Dsp Quant Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated four risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.
    3. Below Average Risk Adjusted Performance Parameters: Dsp Quant Fund has four risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: Dsp Quant Fund has a Sharpe Ratio of 0.02 compared to the category average of 0.51.
      • Sterling Ratio: Dsp Quant Fund has a Sterling Ratio of 0.28 compared to the category average of 0.65.
      • Sortino Ratio: Dsp Quant Fund has a Sortino Ratio of 0.04 compared to the category average of 0.27.
      • Treynor Ratio: Dsp Quant Fund has a Treynor Ratio of 0.0 compared to the category average of 0.08.


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KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -2.86 -3.35
-4.48
-11.14 | -0.46 4 | 9 Good
3M Return % -5.59 -5.00
-6.76
-13.87 | -1.75 4 | 9 Good
6M Return % -9.62 -11.16
-14.12
-19.49 | -7.47 2 | 9 Very Good
1Y Return % 3.55 3.79
1.76
-5.71 | 9.93 5 | 8 Average
3Y Return % 7.08 13.47
14.99
7.08 | 22.61 7 | 7 Poor
5Y Return % 11.77 16.97
12.66
7.48 | 18.72 2 | 3 Good
1Y SIP Return % -7.96
-11.97
-21.91 | -1.29 4 | 8 Good
3Y SIP Return % 7.85
13.93
7.85 | 19.86 7 | 7 Poor
5Y SIP Return % 10.47
13.96
10.47 | 19.72 3 | 3 Average
Standard Deviation 14.01
14.65
11.35 | 17.71 3 | 7 Good
Semi Deviation 9.43
10.29
8.26 | 12.50 2 | 7 Very Good
Max Drawdown % -15.14
-13.47
-15.14 | -9.53 7 | 7 Poor
VaR 1 Y % -19.07
-18.46
-22.76 | -14.89 4 | 7 Good
Average Drawdown % -6.51
-6.17
-7.67 | -4.73 5 | 7 Average
Sharpe Ratio 0.02
0.51
0.02 | 0.85 7 | 7 Poor
Sterling Ratio 0.28
0.65
0.28 | 0.91 7 | 7 Poor
Sortino Ratio 0.04
0.27
0.04 | 0.45 7 | 7 Poor
Jensen Alpha % -5.81
1.65
-5.81 | 7.66 7 | 7 Poor
Treynor Ratio 0.00
0.08
0.00 | 0.14 7 | 7 Poor
Modigliani Square Measure % 7.14
14.29
7.14 | 18.15 7 | 7 Poor
Alpha % -6.61
1.34
-6.61 | 9.07 7 | 7 Poor
Return data last Updated On : Feb. 21, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
KPIs: Key Performance Indicators

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KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -2.79 -3.35 -4.41 -11.12 | -0.33 4 | 9
3M Return % -5.42 -5.00 -6.55 -13.81 | -1.56 4 | 9
6M Return % -9.29 -11.16 -13.73 -19.25 | -7.16 2 | 9
1Y Return % 4.30 3.79 2.76 -4.42 | 10.59 5 | 8
3Y Return % 7.86 13.47 16.29 7.86 | 24.49 7 | 7
5Y Return % 12.58 16.97 13.78 9.24 | 19.51 2 | 3
1Y SIP Return % -7.27 -11.07 -20.78 | -0.65 3 | 8
3Y SIP Return % 8.65 15.24 8.65 | 21.45 7 | 7
5Y SIP Return % 11.30 15.10 11.30 | 20.48 3 | 3
Standard Deviation 14.01 14.65 11.35 | 17.71 3 | 7
Semi Deviation 9.43 10.29 8.26 | 12.50 2 | 7
Max Drawdown % -15.14 -13.47 -15.14 | -9.53 7 | 7
VaR 1 Y % -19.07 -18.46 -22.76 | -14.89 4 | 7
Average Drawdown % -6.51 -6.17 -7.67 | -4.73 5 | 7
Sharpe Ratio 0.02 0.51 0.02 | 0.85 7 | 7
Sterling Ratio 0.28 0.65 0.28 | 0.91 7 | 7
Sortino Ratio 0.04 0.27 0.04 | 0.45 7 | 7
Jensen Alpha % -5.81 1.65 -5.81 | 7.66 7 | 7
Treynor Ratio 0.00 0.08 0.00 | 0.14 7 | 7
Modigliani Square Measure % 7.14 14.29 7.14 | 18.15 7 | 7
Alpha % -6.61 1.34 -6.61 | 9.07 7 | 7
Return data last Updated On : Feb. 21, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.83 ₹ 9,917.00 -0.83 ₹ 9,917.00
1W -0.19 ₹ 9,981.00 -0.18 ₹ 9,982.00
1M -2.86 ₹ 9,714.00 -2.79 ₹ 9,721.00
3M -5.59 ₹ 9,441.00 -5.42 ₹ 9,458.00
6M -9.62 ₹ 9,038.00 -9.29 ₹ 9,071.00
1Y 3.55 ₹ 10,355.00 4.30 ₹ 10,430.00
3Y 7.08 ₹ 12,276.00 7.86 ₹ 12,547.00
5Y 11.77 ₹ 17,440.00 12.58 ₹ 18,084.00
7Y ₹ ₹
10Y ₹ ₹
15Y ₹ ₹

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 -7.96 ₹ 11,473.32 -7.27 ₹ 11,519.59
3Y ₹ 36000 7.85 ₹ 40,546.22 8.65 ₹ 41,032.62
5Y ₹ 60000 10.47 ₹ 78,110.28 11.30 ₹ 79,755.48
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Dsp Quant Fund NAV Regular Growth Dsp Quant Fund NAV Direct Growth
21-02-2025 19.674 20.52
20-02-2025 19.839 20.691
19-02-2025 19.785 20.635
18-02-2025 19.765 20.613
17-02-2025 19.751 20.598
14-02-2025 19.711 20.556
13-02-2025 19.909 20.762
12-02-2025 19.921 20.773
11-02-2025 19.974 20.828
10-02-2025 20.388 21.259
07-02-2025 20.554 21.431
06-02-2025 20.601 21.48
05-02-2025 20.688 21.57
04-02-2025 20.608 21.486
03-02-2025 20.392 21.261
31-01-2025 20.415 21.284
30-01-2025 20.17 21.028
29-01-2025 20.211 21.07
28-01-2025 19.914 20.76
27-01-2025 19.939 20.786
24-01-2025 20.361 21.225
23-01-2025 20.505 21.374
22-01-2025 20.328 21.189
21-01-2025 20.253 21.11

Fund Launch Date: 20/May/2019
Fund Category: Quant Fund
Investment Objective: The investment objective of the Scheme is to deliver superior returns as compared to the underlying benchmark over the medium to long term through investing in equity and equity related securities. The portfolio of stocks will be selected, weighed and rebalanced using stock screeners, factor based scoring and an optimization formula which aims to enhance portfolio exposures to factors representing good investing principles ™ such as growth, value and quality within risk constraints.
Fund Description: An Open ended equity Scheme investing based on a quant model theme
Fund Benchmark: S&P BSE 200 Total Return Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.