Iifl Quant Fund

Review Date: 11-04-2025

Beginning of Analysis

The 4 star rating shows a very good past performance of the iifl quant fund in Sectoral/ Thematic Fund. The iifl quant fund has a Jensen Alpha of 3.6% which is higher than the category average of 1.16%. Here the iifl quant fund has shown good performance in terms of risk adjusted returns. The iifl quant fund has a Sharpe Ratio of 0.69 which is higher than the category average of 0.49. Here the iifl quant fund has shown very 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

iifl quant fund Return Analysis

• The fund has given a return of 4.46%, 0.54 and -12.51 in last one, three and six months respectively. In the same period the category average return was 2.18%, -3.42% and -14.53% respectively.
• iifl quant fund has given a return of 4.69% in last one year. In the same period the Nifty 500 TRI return was 0.18%. The fund has given 4.51% more return than the benchmark return.
• The fund has given a return of 20.0% in last three years and rank 1st out of six funds in the category. In the same period the Nifty 500 TRI return was 11.74%. The fund has given 8.26% more return than the benchmark return.
• The fund has given a SIP return of -22.86% in last one year whereas category average SIP return is -25.59%. The fund one year return rank in the category is 3rd in 7 funds
• The fund has SIP return of 20.34% in last three years and ranks 1st in 6 funds. The fund has given the highest SIP return in the category in last three years.

iifl quant fund Risk Analysis

• The fund has a standard deviation of 18.66 and semi deviation of 13.2. The category average standard deviation is 15.47 and semi deviation is 11.02.
• The fund has a Value at Risk (VaR) of -26.27 and a maximum drawdown of -21.75. The category average VaR is -21.56 and the maximum drawdown is -19.22. The fund has a beta of 1.21 which shows that fund is more 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