Nippon India Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹68.66(R) -1.99% ₹74.17(D) -1.99%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 23.95% 22.19% 21.5% 15.4% 13.2%
LumpSum (D) 24.6% 22.9% 22.32% 16.2% 13.8%
SIP (R) -35.48% 20.51% 22.81% 20.02% 17.01%
SIP (D) -35.09% 21.22% 23.6% 20.79% 17.71%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.02 0.55 1.05 6.28% 0.14
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.62% -13.14% -10.57% 0.98 9.52%

No data available

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
NIPPON INDIA QUANT FUND - IDCW Option 36.6
-0.7400
-1.9900%
NIPPON INDIA QUANT FUND - DIRECT Plan - IDCW Option 42.55
-0.8600
-1.9900%
Nippon India Quant Fund -Growth Plan - Growth Option 68.66
-1.3900
-1.9900%
Nippon India Quant Fund -Growth Plan -Bonus Option 68.66
-1.3900
-1.9900%
Nippon India Quant Fund - Direct Plan Growth Plan - Growth Option 74.17
-1.5000
-1.9900%
Nippon India Quant Fund - Direct Plan Growth Plan - Bonus Option 74.17
-1.5000
-1.9900%

Review Date: 20-12-2024

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 six 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 Nippon India Quant Fund are in the top 25% in the category, as listed below:
      • 3M Return %
      • 6M Return %
      • 1Y Return %
      • 5Y Return %
    2. Above Average Below the Top 25%: The Nippon India Quant Fund has two return parameters in the category, which are above average but below the top 25%, as listed below:
      • 1M Return %
      • 3Y Return %
    3. Below Average: Nippon India Quant Fund has no return parameters that are below average in the category.
  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 Nippon India 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%: 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 has two risk parameters that are below average but above the lowest 25% in the category. These are:
      • 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 13.62 %.
      • 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 9.52 %.
    3. Above Average: Nippon India 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 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 1.02 compared to the category average of 0.67.
      • Sterling Ratio: Nippon India Quant Fund has a Sterling Ratio of 1.05 compared to the category average of 0.78.
      • Sortino Ratio: Nippon India Quant Fund has a Sortino Ratio of 0.55 compared to the category average of 0.35.
      • Treynor Ratio: Nippon India Quant Fund has a Treynor Ratio of 0.14 compared to the category average of 0.1.
    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 % 2.26
1.86
0.65 | 2.58 4 | 9 Good
3M Return % -5.64
-8.42
-13.41 | -4.93 2 | 9 Very Good
6M Return % 3.28
-0.62
-11.17 | 3.32 2 | 9 Very Good
1Y Return % 23.95
20.12
13.36 | 27.27 2 | 8 Very Good
3Y Return % 22.19
18.52
8.84 | 27.18 3 | 7 Good
5Y Return % 21.50
17.88
14.26 | 21.50 1 | 2 Very Good
7Y Return % 15.40
15.40
15.40 | 15.40 1 | 1 Very Good
10Y Return % 13.20
13.20
13.20 | 13.20 1 | 1 Very Good
15Y Return % 12.82
12.82
12.82 | 12.82 1 | 1 Very Good
1Y SIP Return % -35.48
-37.20
-39.21 | -35.43 2 | 5 Very Good
3Y SIP Return % 20.51
16.20
7.84 | 24.81 2 | 5 Very Good
5Y SIP Return % 22.81
17.51
12.21 | 22.81 1 | 2 Very Good
7Y SIP Return % 20.02
20.02
20.02 | 20.02 1 | 1 Very Good
10Y SIP Return % 17.01
17.01
17.01 | 17.01 1 | 1 Very Good
15Y SIP Return % 14.59
14.59
14.59 | 14.59 1 | 1 Very Good
Standard Deviation 13.62
13.74
11.11 | 16.94 4 | 6 Good
Semi Deviation 9.52
9.70
8.16 | 11.95 3 | 6 Good
Max Drawdown % -10.57
-12.46
-18.22 | -9.66 3 | 6 Good
VaR 1 Y % -13.14
-16.40
-21.63 | -12.65 2 | 6 Very Good
Average Drawdown % -4.06
-5.35
-6.57 | -4.06 1 | 6 Very Good
Sharpe Ratio 1.02
0.67
0.11 | 1.12 2 | 6 Very Good
Sterling Ratio 1.05
0.78
0.30 | 1.32 2 | 6 Very Good
Sortino Ratio 0.55
0.35
0.08 | 0.60 2 | 6 Very Good
Jensen Alpha % 6.28
1.96
-6.63 | 9.12 2 | 6 Very Good
Treynor Ratio 0.14
0.10
0.02 | 0.18 2 | 6 Very Good
Modigliani Square Measure % 21.29
16.37
8.13 | 21.55 2 | 6 Very Good
Alpha % 6.01
1.09
-7.07 | 10.42 2 | 6 Very Good
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 2.31 1.93 0.71 | 2.70 4 | 9
3M Return % -5.50 -8.22 -13.11 | -4.87 2 | 9
6M Return % 3.56 -0.16 -10.56 | 3.56 1 | 9
1Y Return % 24.60 21.28 14.18 | 28.97 2 | 8
3Y Return % 22.90 19.86 9.63 | 29.15 3 | 7
5Y Return % 22.32 18.70 15.09 | 22.32 1 | 2
7Y Return % 16.20 16.20 16.20 | 16.20 1 | 1
10Y Return % 13.80 13.80 13.80 | 13.80 1 | 1
1Y SIP Return % -35.09 -36.52 -38.71 | -34.98 2 | 5
3Y SIP Return % 21.22 17.37 8.68 | 26.46 2 | 5
5Y SIP Return % 23.60 18.34 13.07 | 23.60 1 | 2
7Y SIP Return % 20.79 20.79 20.79 | 20.79 1 | 1
10Y SIP Return % 17.71 17.71 17.71 | 17.71 1 | 1
Standard Deviation 13.62 13.74 11.11 | 16.94 4 | 6
Semi Deviation 9.52 9.70 8.16 | 11.95 3 | 6
Max Drawdown % -10.57 -12.46 -18.22 | -9.66 3 | 6
VaR 1 Y % -13.14 -16.40 -21.63 | -12.65 2 | 6
Average Drawdown % -4.06 -5.35 -6.57 | -4.06 1 | 6
Sharpe Ratio 1.02 0.67 0.11 | 1.12 2 | 6
Sterling Ratio 1.05 0.78 0.30 | 1.32 2 | 6
Sortino Ratio 0.55 0.35 0.08 | 0.60 2 | 6
Jensen Alpha % 6.28 1.96 -6.63 | 9.12 2 | 6
Treynor Ratio 0.14 0.10 0.02 | 0.18 2 | 6
Modigliani Square Measure % 21.29 16.37 8.13 | 21.55 2 | 6
Alpha % 6.01 1.09 -7.07 | 10.42 2 | 6
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -1.99 ₹ 9,801.00 -1.99 ₹ 9,801.00
1W -4.51 ₹ 9,549.00 -4.50 ₹ 9,550.00
1M 2.26 ₹ 10,226.00 2.31 ₹ 10,231.00
3M -5.64 ₹ 9,436.00 -5.50 ₹ 9,450.00
6M 3.28 ₹ 10,328.00 3.56 ₹ 10,356.00
1Y 23.95 ₹ 12,395.00 24.60 ₹ 12,460.00
3Y 22.19 ₹ 18,242.00 22.90 ₹ 18,566.00
5Y 21.50 ₹ 26,481.00 22.32 ₹ 27,379.00
7Y 15.40 ₹ 27,254.00 16.20 ₹ 28,597.00
10Y 13.20 ₹ 34,557.00 13.80 ₹ 36,443.00
15Y 12.82 ₹ 61,057.00 ₹

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 -35.48 ₹ 9,541.27 -35.09 ₹ 9,570.32
3Y ₹ 36000 20.51 ₹ 48,643.09 21.22 ₹ 49,123.48
5Y ₹ 60000 22.81 ₹ 105,708.90 23.60 ₹ 107,725.68
7Y ₹ 84000 20.02 ₹ 171,544.38 20.79 ₹ 176,328.10
10Y ₹ 120000 17.01 ₹ 293,259.72 17.71 ₹ 304,432.20
15Y ₹ 180000 14.59 ₹ 595,481.22 ₹


Date Nippon India Quant Fund NAV Regular Growth Nippon India Quant Fund NAV Direct Growth
20-12-2024 68.6608 74.1682
19-12-2024 70.0551 75.6732
18-12-2024 70.6807 76.3478
17-12-2024 71.2441 76.9552
16-12-2024 71.9898 77.7595
13-12-2024 71.9038 77.663
12-12-2024 71.5664 77.2973
11-12-2024 71.7805 77.5274
10-12-2024 71.6224 77.3555
09-12-2024 71.4509 77.169
06-12-2024 71.5177 77.2376
05-12-2024 71.4573 77.1712
04-12-2024 70.9521 76.6244
03-12-2024 70.6378 76.2838
02-12-2024 70.1605 75.7672
29-11-2024 69.6259 75.1864
28-11-2024 69.068 74.5828
27-11-2024 69.7479 75.3159
26-11-2024 69.5926 75.147
25-11-2024 69.5238 75.0715
22-11-2024 68.4321 73.8893
21-11-2024 67.1401 72.4931

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.