Icici Prudential Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
Rating
Growth Option 07-03-2025
NAV ₹20.7(R) -0.24% ₹21.3(D) -0.23%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 8.32% 15.8% -% -% -%
Direct 9.01% 16.53% -% -% -%
Benchmark
SIP (XIRR) Regular -4.74% 14.68% -% -% -%
Direct -4.04% 15.45% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.56 0.27 0.57 3.71% 0.08
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
11.77% -16.54% -14.06% 0.78 8.7%
Top Quant Fund
Fund Name Rank Rating
ICICI Prudential Quant Fund -

NAV Date: 07-03-2025

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Quant Fund IDCW 14.45
-0.0300
-0.2100%
ICICI Prudential Quant Fund Direct Plan IDCW 14.97
-0.0300
-0.2000%
ICICI Prudential Quant Fund Growth 20.7
-0.0500
-0.2400%
ICICI Prudential Quant Fund Direct Plan Growth 21.3
-0.0500
-0.2300%

Review Date: 07-03-2025

A review of the different performance parameters of the fund is as follows:
  1. Returns: It indicates the appreciation in the investment's value within the investment period, represented as a percentage or a specific amount of money. We conducted an analysis of the five return parameters of this fund to assess their performance. To assess performance, we have segmented the return parameters into three groups: the top 25%, parameters below the top 25% but still above average, and parameters below average. The results are provided below.
    1. Top 25%: Four return parameters of the ICICI Prudential Quant Fund are in the top 25% in the category, as listed below:
      • 1M Return %
      • 3M Return %
      • 6M Return %
      • 1Y Return %
    2. Above Average Below the Top 25%: The fund does not have any return parameter which is above average but below the top 25%.
    3. Below Average: ICICI Prudential Quant Fund has one return parameter that is below average in the category, which is listed below:
      • 3Y Return %
  2. Risk: It signifies the potential for financial loss or the failure to achieve anticipated returns due to diverse elements. We have analyzed two risk parameters of ICICI Prudential Quant Fund, and divided it into three groups the lowest 25%, below average but above the lowest 25%, and above average. More details are provided below.
    1. Lowest 25%: two risk parameters in the lowest 25% in the category, which are listed below.
      • 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 11.77 %.
      • 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 8.7 %.
    2. Below Average but Above the Lowest 25%: ICICI Prudential Quant Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: ICICI Prudential Quant Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For ICICI Prudential Quant Fund, we have evaluated four risk-adjusted performance parameters.
    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: ICICI Prudential Quant Fund has four risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: ICICI Prudential Quant Fund has a Sharpe Ratio of 0.56 compared to the category average of 0.45.
      • Sterling Ratio: ICICI Prudential Quant Fund has a Sterling Ratio of 0.57 compared to the category average of 0.49.
      • Sortino Ratio: ICICI Prudential Quant Fund has a Sortino Ratio of 0.27 compared to the category average of 0.24.
      • Treynor Ratio: ICICI Prudential Quant Fund has a Treynor Ratio of 0.08 compared to the category average of 0.07.
    3. Below Average 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.


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.


Date Icici Prudential Quant Fund NAV Regular Growth Icici Prudential Quant Fund NAV Direct Growth
07-03-2025 20.7 21.3
06-03-2025 20.75 21.35
05-03-2025 20.54 21.13
04-03-2025 20.21 20.79
03-03-2025 20.2 20.78
28-02-2025 20.11 20.69
27-02-2025 20.51 21.09
25-02-2025 20.59 21.18
24-02-2025 20.67 21.26
21-02-2025 20.82 21.41
20-02-2025 20.97 21.56
19-02-2025 20.86 21.46
18-02-2025 20.8 21.39
17-02-2025 20.79 21.38
14-02-2025 20.66 21.24
13-02-2025 20.86 21.45
12-02-2025 20.87 21.46
11-02-2025 20.92 21.51
10-02-2025 21.27 21.87
07-02-2025 21.48 22.09

Fund Launch Date: 11/Dec/2020
Fund Category: Quant Fund
Investment Objective: To generate long-term capital appreciation by predominantly investing in equity and equity related instruments selected based on a quantitative model. However there can be no assurance or guarantee that the investment objective of the schemewould be achieved.
Fund Description: An open ended equity scheme following Quant based investing theme
Fund Benchmark: S&P BSE 200 Total Return Index
Source: Fund FactSheet

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