Icici Prudential Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 31-01-2025
NAV ₹21.49(R) +1.13% ₹22.09(D) +1.14%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 15.04% 14.73% -% -% -%
LumpSum (D) 15.72% 15.46% -% -% -%
SIP (R) 5.16% 18.34% -% -% -%
SIP (D) 5.83% 19.09% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.61 0.3 0.69 2.95% 0.09
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
11.31% -12.65% -10.41% 0.8 8.18%

No data available

NAV Date: 31-01-2025

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Quant Fund IDCW 14.99
0.1600
1.0800%
ICICI Prudential Quant Fund Direct Plan IDCW 15.52
0.1700
1.1100%
ICICI Prudential Quant Fund Growth 21.49
0.2400
1.1300%
ICICI Prudential Quant Fund Direct Plan Growth 22.09
0.2500
1.1400%

Review Date: 31-01-2025

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 five 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%: 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: The threat of not realizing projected profits or even facing financial loss due to different issues is known as risk. For ICICI Prudential 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%: 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 11.31 %.
      • 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 8.18 %.
    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: 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: ICICI Prudential Quant Fund has two 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 0.61 compared to the category average of 0.58.
      • Treynor Ratio: ICICI Prudential Quant Fund has a Treynor Ratio of 0.09 compared to the category average of 0.09.
    3. Below Average Risk Adjusted Performance Parameters: ICICI Prudential Quant Fund has two risk-adjusted performance parameters of the fund that are below average in the category.
      • Sterling Ratio: ICICI Prudential Quant Fund has a Sterling Ratio of 0.69 compared to the category average of 0.7.
      • Sortino Ratio: ICICI Prudential Quant Fund has a Sortino Ratio of 0.3 compared to the category average of 0.31.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -0.51 -3.47
-4.08
-7.12 | -0.51 1 | 9 Very Good
3M Return % -2.01 -4.74
-6.42
-9.47 | -2.01 1 | 9 Very Good
6M Return % -4.32 -7.92
-10.28
-15.14 | -4.32 1 | 9 Very Good
1Y Return % 15.04 10.06
8.59
2.39 | 15.04 1 | 8 Very Good
3Y Return % 14.73 14.26
15.65
7.68 | 23.75 4 | 7 Good
1Y SIP Return % 5.16
-5.37
-13.16 | 5.16 1 | 8 Very Good
3Y SIP Return % 18.34
17.18
10.36 | 24.58 4 | 7 Good
Standard Deviation 11.31
14.37
11.31 | 17.20 1 | 7 Very Good
Semi Deviation 8.18
10.03
8.18 | 12.07 1 | 7 Very Good
Max Drawdown % -10.41
-13.77
-19.19 | -10.41 1 | 7 Very Good
VaR 1 Y % -12.65
-17.27
-21.93 | -12.65 1 | 7 Very Good
Average Drawdown % -5.34
-5.88
-6.86 | -4.11 3 | 7 Good
Sharpe Ratio 0.61
0.58
-0.03 | 0.99 4 | 7 Good
Sterling Ratio 0.69
0.70
0.22 | 1.06 4 | 7 Good
Sortino Ratio 0.30
0.31
0.02 | 0.53 4 | 7 Good
Jensen Alpha % 2.95
2.24
-7.28 | 8.87 4 | 7 Good
Treynor Ratio 0.09
0.09
0.00 | 0.16 4 | 7 Good
Modigliani Square Measure % 16.97
15.11
6.14 | 20.01 4 | 7 Good
Alpha % 0.10
1.86
-8.12 | 10.06 4 | 7 Good
Return data last Updated On : Jan. 31, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -0.45 -3.47 -4.00 -6.97 | -0.45 1 | 9
3M Return % -1.87 -4.74 -6.21 -9.41 | -1.87 1 | 9
6M Return % -4.00 -7.92 -9.87 -14.55 | -4.00 1 | 9
1Y Return % 15.72 10.06 9.66 3.92 | 15.72 1 | 8
3Y Return % 15.46 14.26 16.96 8.47 | 25.65 4 | 7
1Y SIP Return % 5.83 -4.40 -11.92 | 5.83 1 | 8
3Y SIP Return % 19.09 18.51 11.17 | 26.19 4 | 7
Standard Deviation 11.31 14.37 11.31 | 17.20 1 | 7
Semi Deviation 8.18 10.03 8.18 | 12.07 1 | 7
Max Drawdown % -10.41 -13.77 -19.19 | -10.41 1 | 7
VaR 1 Y % -12.65 -17.27 -21.93 | -12.65 1 | 7
Average Drawdown % -5.34 -5.88 -6.86 | -4.11 3 | 7
Sharpe Ratio 0.61 0.58 -0.03 | 0.99 4 | 7
Sterling Ratio 0.69 0.70 0.22 | 1.06 4 | 7
Sortino Ratio 0.30 0.31 0.02 | 0.53 4 | 7
Jensen Alpha % 2.95 2.24 -7.28 | 8.87 4 | 7
Treynor Ratio 0.09 0.09 0.00 | 0.16 4 | 7
Modigliani Square Measure % 16.97 15.11 6.14 | 20.01 4 | 7
Alpha % 0.10 1.86 -8.12 | 10.06 4 | 7
Return data last Updated On : Jan. 31, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 1.13 ₹ 10,113.00 1.14 ₹ 10,114.00
1W 0.66 ₹ 10,066.00 0.68 ₹ 10,068.00
1M -0.51 ₹ 9,949.00 -0.45 ₹ 9,955.00
3M -2.01 ₹ 9,799.00 -1.87 ₹ 9,813.00
6M -4.32 ₹ 9,568.00 -4.00 ₹ 9,600.00
1Y 15.04 ₹ 11,504.00 15.72 ₹ 11,572.00
3Y 14.73 ₹ 15,102.00 15.46 ₹ 15,394.00
5Y ₹ ₹
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 5.16 ₹ 12,334.37 5.83 ₹ 12,377.36
3Y ₹ 36000 18.34 ₹ 47,209.00 19.09 ₹ 47,707.78
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Icici Prudential Quant Fund NAV Regular Growth Icici Prudential Quant Fund NAV Direct Growth
31-01-2025 21.49 22.09
30-01-2025 21.25 21.84
29-01-2025 21.16 21.76
28-01-2025 20.87 21.45
27-01-2025 20.98 21.57
24-01-2025 21.35 21.94
23-01-2025 21.46 22.06
22-01-2025 21.37 21.97
21-01-2025 21.31 21.91
20-01-2025 21.5 22.1
17-01-2025 21.37 21.96
16-01-2025 21.34 21.93
15-01-2025 21.24 21.83
14-01-2025 21.23 21.82
13-01-2025 21.09 21.67
10-01-2025 21.44 22.03
09-01-2025 21.62 22.22
08-01-2025 21.72 22.31
07-01-2025 21.74 22.33
06-01-2025 21.62 22.21
03-01-2025 22.0 22.61
02-01-2025 22.04 22.64
01-01-2025 21.69 22.28
31-12-2024 21.6 22.19

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.