Icici Prudential Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
Rating
Growth Option 03-04-2025
NAV ₹21.31(R) -0.19% ₹21.92(D) -0.18%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 9.96% 13.62% -% -% -%
Direct 10.65% 14.32% -% -% -%
Nifty 500 TRI 4.09% 12.47% 27.45% 14.14% 12.89%
SIP (XIRR) Regular 0.09% 16.07% -% -% -%
Direct 0.67% 16.79% -% -% -%
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: 03-04-2025

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Quant Fund IDCW 14.87
-0.0300
-0.2000%
ICICI Prudential Quant Fund Direct Plan IDCW 15.4
-0.0300
-0.1900%
ICICI Prudential Quant Fund Growth 21.31
-0.0400
-0.1900%
ICICI Prudential Quant Fund Direct Plan Growth 21.92
-0.0400
-0.1800%

Review Date: 03-04-2025

Beginning of Analysis

The 5 star rating shows an excellent past performance of the ICICI Prudential Quant Fund in Quant Fund. The ICICI Prudential Quant Fund has a Jensen Alpha of 3.71% which is higher than the category average of 1.77%. Here the ICICI Prudential Quant Fund has shown good performance in terms of risk adjusted returns. The ICICI Prudential Quant Fund has a Sharpe Ratio of 0.56 which is higher than the category average of 0.45. Here the ICICI Prudential Quant Fund has shown good performance in terms of risk adjusted returns.
The past performance of the {fund_name_eng} may or may not be sustained in the future. The review is not investment advice nor is it a recommendation to buy or sell funds.
Quant Mutual Funds

ICICI Prudential Quant Fund Return Analysis

  • The fund has given a return of 5.49%, -3.05 and -7.16 in last one, three and six months respectively. In the same period the category average return was 7.02%, -7.29% and -12.71% respectively.
  • ICICI Prudential Quant Fund has given a return of 10.65% in last one year. In the same period the Nifty 500 TRI return was 4.09%. The fund has given 6.56% more return than the benchmark return.
  • The fund has given a return of 14.32% in last three years and rank 4th out of six funds in the category. In the same period the Nifty 500 TRI return was 12.47%. The fund has given 1.85% more return than the benchmark return.
  • The fund has given a SIP return of 0.67% in last one year whereas category average SIP return is -8.13%. The fund one year return rank in the category is 1st in 7 funds
  • The fund has SIP return of 16.79% in last three years and ranks 4th in 6 funds. iifl quant fund has given the highest SIP return (23.77%) in the category in last three years.

ICICI Prudential Quant Fund Risk Analysis

The fund has a standard deviation of 11.77 and semi deviation of 8.7. The category average standard deviation is 15.15 and semi deviation is 10.8. The fund has a Value at Risk (VaR) of -16.54 and a maximum drawdown of -14.06. The category average VaR is -21.21 and the maximum drawdown is -19.29. The fund has a beta of 0.78 which shows that fund is less volatile than the benchmark.

Standard deviation measures the fund's return volatility and Semi deviation focuses on downside volatility. Value at Risk (VaR) is a measure of the risk of investments. Maximum Drawdown is the maximum loss from a peak to a trough of a portfolio. Beta measures the volatility of the fund compared to the benchmark. A beta of 1 indicates that the fund will move in line with the benchmark. A beta of more than 1 indicates that the fund will be more volatile than the benchmark and vice versa.


  • Very Good Performance in Quant Fund Category
  • Good Performance in Quant Fund Category
  • Poor Performance in Quant Fund Category
  • Very Poor Performance in Quant Fund 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
    03-04-2025 21.31 21.92
    02-04-2025 21.35 21.96
    01-04-2025 21.2 21.81
    28-03-2025 21.45 22.06
    27-03-2025 21.49 22.1
    26-03-2025 21.42 22.03
    25-03-2025 21.51 22.13
    24-03-2025 21.62 22.23
    21-03-2025 21.38 22.0
    20-03-2025 21.23 21.84
    19-03-2025 21.07 21.67
    18-03-2025 20.91 21.51
    17-03-2025 20.6 21.19
    13-03-2025 20.47 21.06
    12-03-2025 20.55 21.14
    11-03-2025 20.61 21.2
    10-03-2025 20.51 21.1
    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

    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.