Nippon India Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹67.5(R) +0.33% ₹72.87(D) +0.33%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 31.64% 18.7% 21.4% 15.49% 12.85%
LumpSum (D) 32.33% 19.41% 22.22% 16.29% 13.45%
SIP (R) -2.07% 23.53% 23.68% 20.23% 16.82%
SIP (D) -1.52% 24.23% 24.45% 21.0% 17.5%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.8 0.42 0.88 4.83% 0.11
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.34% -16.95% -11.63% 1.0 10.13%

No data available

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
NIPPON INDIA QUANT FUND - IDCW Option 35.98
0.1200
0.3300%
NIPPON INDIA QUANT FUND - DIRECT Plan - IDCW Option 41.8
0.1400
0.3300%
Nippon India Quant Fund -Growth Plan - Growth Option 67.5
0.2200
0.3300%
Nippon India Quant Fund -Growth Plan -Bonus Option 67.5
0.2200
0.3300%
Nippon India Quant Fund - Direct Plan Growth Plan - Growth Option 72.87
0.2400
0.3300%
Nippon India Quant Fund - Direct Plan Growth Plan - Bonus Option 72.87
0.2400
0.3300%

Review Date: 19-11-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It denotes the rise in the investment's worth during the investment period, expressed as a percentage or a monetary value. As part of our analysis, we evaluated six return parameters of this fund. We have classified the return parameters into three performance groups: the top 25%, parameters that fall below the top 25% but remain above average, and parameters that are below average. The performance of each parameter is outlined below.
    1. Top 25%: The Nippon India Quant Fund has three return parameters in the top 25% in the category, as shown below:
      • 3M Return %
      • 3Y Return %
      • 5Y Return %
    2. Above Average Below the Top 25%: Three return parameters of the Nippon India Quant Fund are above average but below the top 25% in the category, as shown below:
      • 1M Return %
      • 6M Return %
      • 1Y Return %
    3. Below Average: Nippon India Quant Fund has no return parameters that are below average in the category.
  2. Risk: It is defined as the prospect of not attaining expected yields or enduring financial setbacks due to numerous causes. For Nippon India 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%: Nippon India Quant Fund does not have any risk parameters in the lowest 25% of the category. It means high risk compared to other funds in the category.
    2. Below Average but Above the Lowest 25%: Nippon India Quant Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: Nippon India Quant Fund has two parameters that are above average 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 14.34 %.
      • 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 10.13 %.
  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 Nippon India Quant Fund, we have evaluated four risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: Nippon India Quant Fund has four risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: Nippon India Quant Fund has a Sharpe Ratio of 0.8 compared to the category average of 0.58.
      • Sterling Ratio: Nippon India Quant Fund has a Sterling Ratio of 0.88 compared to the category average of 0.7.
      • Sortino Ratio: Nippon India Quant Fund has a Sortino Ratio of 0.42 compared to the category average of 0.31.
      • Treynor Ratio: Nippon India Quant Fund has a Treynor Ratio of 0.11 compared to the category average of 0.09.
    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: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -5.15
-5.99
-8.12 | -4.64 4 | 9 Good
3M Return % -3.71
-5.89
-10.92 | -2.80 2 | 9 Very Good
6M Return % 5.56
2.52
-7.96 | 7.19 4 | 8 Good
1Y Return % 31.64
26.52
18.67 | 33.81 3 | 8 Good
3Y Return % 18.70
14.62
6.24 | 25.02 2 | 6 Very Good
5Y Return % 21.40
17.96
14.52 | 21.40 1 | 2 Very Good
7Y Return % 15.49
15.49
15.49 | 15.49 1 | 1 Very Good
10Y Return % 12.85
12.85
12.85 | 12.85 1 | 1 Very Good
15Y Return % 12.62
12.62
12.62 | 12.62 1 | 1 Very Good
1Y SIP Return % -2.07
-6.51
-13.52 | -2.07 1 | 8 Very Good
3Y SIP Return % 23.53
18.67
11.48 | 25.73 2 | 6 Very Good
5Y SIP Return % 23.68
18.67
13.67 | 23.68 1 | 2 Very Good
7Y SIP Return % 20.23
20.23
20.23 | 20.23 1 | 1 Very Good
10Y SIP Return % 16.82
16.82
16.82 | 16.82 1 | 1 Very Good
15Y SIP Return % 14.48
14.48
14.48 | 14.48 1 | 1 Very Good
Standard Deviation 14.34
14.08
11.81 | 16.77 5 | 6 Average
Semi Deviation 10.13
10.00
8.77 | 11.90 5 | 6 Average
Max Drawdown % -11.63
-13.90
-18.79 | -10.40 2 | 6 Very Good
VaR 1 Y % -16.95
-17.74
-21.63 | -14.91 3 | 6 Good
Average Drawdown % -4.28
-5.54
-6.36 | -4.28 1 | 6 Very Good
Sharpe Ratio 0.80
0.58
0.04 | 1.21 2 | 6 Very Good
Sterling Ratio 0.88
0.70
0.26 | 1.39 2 | 6 Very Good
Sortino Ratio 0.42
0.31
0.05 | 0.64 2 | 6 Very Good
Jensen Alpha % 4.83
2.43
-6.02 | 12.60 2 | 6 Very Good
Treynor Ratio 0.11
0.09
0.01 | 0.20 2 | 6 Very Good
Modigliani Square Measure % 18.35
15.40
7.28 | 23.60 2 | 6 Very Good
Alpha % 4.88
1.61
-6.58 | 13.23 2 | 6 Very Good
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -5.11 -5.92 -8.11 | -4.52 4 | 9
3M Return % -3.58 -5.68 -10.61 | -2.62 2 | 9
6M Return % 5.84 3.03 -7.33 | 7.57 4 | 8
1Y Return % 32.33 27.74 19.53 | 35.57 3 | 8
3Y Return % 19.41 15.92 7.02 | 26.97 2 | 6
5Y Return % 22.22 18.79 15.36 | 22.22 1 | 2
7Y Return % 16.29 16.29 16.29 | 16.29 1 | 1
10Y Return % 13.45 13.45 13.45 | 13.45 1 | 1
1Y SIP Return % -1.52 -5.54 -12.26 | -1.52 1 | 8
3Y SIP Return % 24.23 19.99 12.30 | 27.66 2 | 6
5Y SIP Return % 24.45 19.48 14.52 | 24.45 1 | 2
7Y SIP Return % 21.00 21.00 21.00 | 21.00 1 | 1
10Y SIP Return % 17.50 17.50 17.50 | 17.50 1 | 1
Standard Deviation 14.34 14.08 11.81 | 16.77 5 | 6
Semi Deviation 10.13 10.00 8.77 | 11.90 5 | 6
Max Drawdown % -11.63 -13.90 -18.79 | -10.40 2 | 6
VaR 1 Y % -16.95 -17.74 -21.63 | -14.91 3 | 6
Average Drawdown % -4.28 -5.54 -6.36 | -4.28 1 | 6
Sharpe Ratio 0.80 0.58 0.04 | 1.21 2 | 6
Sterling Ratio 0.88 0.70 0.26 | 1.39 2 | 6
Sortino Ratio 0.42 0.31 0.05 | 0.64 2 | 6
Jensen Alpha % 4.83 2.43 -6.02 | 12.60 2 | 6
Treynor Ratio 0.11 0.09 0.01 | 0.20 2 | 6
Modigliani Square Measure % 18.35 15.40 7.28 | 23.60 2 | 6
Alpha % 4.88 1.61 -6.58 | 13.23 2 | 6
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.33 ₹ 10,033.00 0.33 ₹ 10,033.00
1W -1.24 ₹ 9,876.00 -1.23 ₹ 9,877.00
1M -5.15 ₹ 9,485.00 -5.11 ₹ 9,489.00
3M -3.71 ₹ 9,629.00 -3.58 ₹ 9,642.00
6M 5.56 ₹ 10,556.00 5.84 ₹ 10,584.00
1Y 31.64 ₹ 13,164.00 32.33 ₹ 13,233.00
3Y 18.70 ₹ 16,726.00 19.41 ₹ 17,027.00
5Y 21.40 ₹ 26,368.00 22.22 ₹ 27,269.00
7Y 15.49 ₹ 27,406.00 16.29 ₹ 28,757.00
10Y 12.85 ₹ 33,489.00 13.45 ₹ 35,334.00
15Y 12.62 ₹ 59,470.00 ₹

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 -2.07 ₹ 11,864.64 -1.52 ₹ 11,900.72
3Y ₹ 36000 23.53 ₹ 50,729.76 24.23 ₹ 51,215.58
5Y ₹ 60000 23.68 ₹ 107,949.12 24.45 ₹ 109,985.16
7Y ₹ 84000 20.23 ₹ 172,858.98 21.00 ₹ 177,632.95
10Y ₹ 120000 16.82 ₹ 290,292.36 17.50 ₹ 301,199.16
15Y ₹ 180000 14.48 ₹ 589,876.02 ₹


Date Nippon India Quant Fund NAV Regular Growth Nippon India Quant Fund NAV Direct Growth
19-11-2024 67.495 72.8742
18-11-2024 67.2725 72.6328
14-11-2024 67.328 72.6885
13-11-2024 67.1831 72.531
12-11-2024 68.3408 73.7796
11-11-2024 69.3477 74.8655
08-11-2024 69.1667 74.6667
07-11-2024 69.5142 75.0406
06-11-2024 70.1273 75.7013
05-11-2024 68.8867 74.3609
04-11-2024 68.39 73.8236
31-10-2024 68.6945 74.1478
30-10-2024 69.1082 74.5932
29-10-2024 69.8047 75.3438
28-10-2024 69.0385 74.5157
25-10-2024 68.747 74.1976
24-10-2024 69.6786 75.202
23-10-2024 69.7775 75.3075
22-10-2024 69.9576 75.5005
21-10-2024 71.1632 76.8004

Fund Launch Date: 18/Apr/2008
Fund Category: Quant Fund
Investment Objective: Actively managed fund + Scientific approach + Expertise + Back test = Nippon India Quant Fund. Nippon India Quant Fund is an actively managed investment fund that approaches stock selection process based on a proprietary system-based model. The model would shortlist 30-35 S&P BSE 200 stocks through a screening mechanism at pre-determined intervals, i.e. on quarterly basis. Stocks are selected on basis of parameters like valuation, earnings, price, momentum & quality.
Fund Description: An open ended equity scheme investing in 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.