Nippon India Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
Rating
Growth Option 21-02-2025
NAV ₹63.42(R) -0.94% ₹68.57(D) -0.94%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 5.33% 17.47% 18.72% 14.37% 11.74%
Direct 5.88% 18.15% 19.51% 15.15% 12.33%
Nifty 500 TRI 3.79% 13.47% 16.97% 13.57% 12.47%
SIP (XIRR) Regular -7.81% 17.42% 19.72% 17.85% 15.48%
Direct -7.29% 18.09% 20.48% 18.61% 16.18%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.71 0.38 0.84 3.95% 0.1
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.32% -16.09% -10.91% 0.99 9.95%

No data available

NAV Date: 21-02-2025

Scheme Name NAV Rupee Change Percent Change
NIPPON INDIA QUANT FUND - IDCW Option 33.81
-0.3200
-0.9400%
NIPPON INDIA QUANT FUND - DIRECT Plan - IDCW Option 39.34
-0.3700
-0.9400%
Nippon India Quant Fund -Growth Plan - Growth Option 63.42
-0.6000
-0.9400%
Nippon India Quant Fund -Growth Plan -Bonus Option 63.42
-0.6000
-0.9400%
Nippon India Quant Fund - Direct Plan Growth Plan - Growth Option 68.57
-0.6500
-0.9400%
Nippon India Quant Fund - Direct Plan Growth Plan - Bonus Option 68.57
-0.6500
-0.9400%

Review Date: 21-02-2025

A review of the different performance parameters of the fund is as follows:
  1. Returns: It captures the increment in the investment's value during the investment period, articulated as either a percentage or a monetary denomination. We carefully examined six return parameters of this fund to gauge its performance. The return parameters have been divided into three performance groups: the top 25%, parameters below the top 25% but exceeding the average, and parameters below the average mark. Please find the detailed analysis below.
    1. Top 25%: Five return parameters of the Nippon India Quant Fund are in the top 25% in the category, as shown below:
      • 1M Return %
      • 3M Return %
      • 6M Return %
      • 1Y Return %
      • 5Y Return %
    2. Above Average Below the Top 25%: One return parameter of the Nippon India Quant Fund is above average but below the top 25% in the category, as listed below:
      • 3Y Return %
    3. Below Average: Nippon India Quant Fund has no return parameters that are below average in the category.
  2. Risk: It refers to the chance of suffering a financial loss or not reaching the expected profits due to a variety of circumstances. Two risk parameters of the fund are divided 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 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 14.32 %.
      • 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 9.95 %.
    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: 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: Nippon India Quant Fund has four risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: Nippon India Quant Fund has a Sharpe Ratio of 0.71 compared to the category average of 0.51.
      • Sterling Ratio: Nippon India Quant Fund has a Sterling Ratio of 0.84 compared to the category average of 0.65.
      • Sortino Ratio: Nippon India Quant Fund has a Sortino Ratio of 0.38 compared to the category average of 0.27.
      • Treynor Ratio: Nippon India Quant Fund has a Treynor Ratio of 0.1 compared to the category average of 0.08.
    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 Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -2.42 -3.35
-4.48
-11.14 | -0.46 3 | 9 Very Good
3M Return % -5.54 -5.00
-6.76
-13.87 | -1.75 3 | 9 Very Good
6M Return % -10.35 -11.16
-14.12
-19.49 | -7.47 3 | 9 Very Good
1Y Return % 5.33 3.79
1.76
-5.71 | 9.93 2 | 8 Very Good
3Y Return % 17.47 13.47
14.99
7.08 | 22.61 3 | 7 Good
5Y Return % 18.72 16.97
12.66
7.48 | 18.72 1 | 3 Very Good
7Y Return % 14.37 13.57
14.37
14.37 | 14.37 1 | 1 Very Good
10Y Return % 11.74 12.47
11.74
11.74 | 11.74 1 | 1 Very Good
15Y Return % 12.34 12.65
12.34
12.34 | 12.34 1 | 1 Very Good
1Y SIP Return % -7.81
-11.97
-21.91 | -1.29 3 | 8 Good
3Y SIP Return % 17.42
13.93
7.85 | 19.86 2 | 7 Very Good
5Y SIP Return % 19.72
13.96
10.47 | 19.72 1 | 3 Very Good
7Y SIP Return % 17.85
17.85
17.85 | 17.85 1 | 1 Very Good
10Y SIP Return % 15.48
15.48
15.48 | 15.48 1 | 1 Very Good
15Y SIP Return % 13.55
13.55
13.55 | 13.55 1 | 1 Very Good
Standard Deviation 14.32
14.65
11.35 | 17.71 5 | 7 Average
Semi Deviation 9.95
10.29
8.26 | 12.50 4 | 7 Good
Max Drawdown % -10.91
-13.47
-15.14 | -9.53 2 | 7 Very Good
VaR 1 Y % -16.09
-18.46
-22.76 | -14.89 2 | 7 Very Good
Average Drawdown % -4.73
-6.17
-7.67 | -4.73 1 | 7 Very Good
Sharpe Ratio 0.71
0.51
0.02 | 0.85 3 | 7 Good
Sterling Ratio 0.84
0.65
0.28 | 0.91 3 | 7 Good
Sortino Ratio 0.38
0.27
0.04 | 0.45 3 | 7 Good
Jensen Alpha % 3.95
1.65
-5.81 | 7.66 3 | 7 Good
Treynor Ratio 0.10
0.08
0.00 | 0.14 3 | 7 Good
Modigliani Square Measure % 17.22
14.29
7.14 | 18.15 4 | 7 Good
Alpha % 3.84
1.34
-6.61 | 9.07 3 | 7 Good
Return data last Updated On : Feb. 21, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
KPIs: Key Performance Indicators

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KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -2.38 -3.35 -4.41 -11.12 | -0.33 3 | 9
3M Return % -5.41 -5.00 -6.55 -13.81 | -1.56 3 | 9
6M Return % -10.09 -11.16 -13.73 -19.25 | -7.16 3 | 9
1Y Return % 5.88 3.79 2.76 -4.42 | 10.59 3 | 8
3Y Return % 18.15 13.47 16.29 7.86 | 24.49 3 | 7
5Y Return % 19.51 16.97 13.78 9.24 | 19.51 1 | 3
7Y Return % 15.15 13.57 15.15 15.15 | 15.15 1 | 1
10Y Return % 12.33 12.47 12.33 12.33 | 12.33 1 | 1
1Y SIP Return % -7.29 -11.07 -20.78 | -0.65 4 | 8
3Y SIP Return % 18.09 15.24 8.65 | 21.45 3 | 7
5Y SIP Return % 20.48 15.10 11.30 | 20.48 1 | 3
7Y SIP Return % 18.61 18.61 18.61 | 18.61 1 | 1
10Y SIP Return % 16.18 16.18 16.18 | 16.18 1 | 1
Standard Deviation 14.32 14.65 11.35 | 17.71 5 | 7
Semi Deviation 9.95 10.29 8.26 | 12.50 4 | 7
Max Drawdown % -10.91 -13.47 -15.14 | -9.53 2 | 7
VaR 1 Y % -16.09 -18.46 -22.76 | -14.89 2 | 7
Average Drawdown % -4.73 -6.17 -7.67 | -4.73 1 | 7
Sharpe Ratio 0.71 0.51 0.02 | 0.85 3 | 7
Sterling Ratio 0.84 0.65 0.28 | 0.91 3 | 7
Sortino Ratio 0.38 0.27 0.04 | 0.45 3 | 7
Jensen Alpha % 3.95 1.65 -5.81 | 7.66 3 | 7
Treynor Ratio 0.10 0.08 0.00 | 0.14 3 | 7
Modigliani Square Measure % 17.22 14.29 7.14 | 18.15 4 | 7
Alpha % 3.84 1.34 -6.61 | 9.07 3 | 7
Return data last Updated On : Feb. 21, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.94 ₹ 9,906.00 -0.94 ₹ 9,906.00
1W -0.10 ₹ 9,990.00 -0.09 ₹ 9,991.00
1M -2.42 ₹ 9,758.00 -2.38 ₹ 9,762.00
3M -5.54 ₹ 9,446.00 -5.41 ₹ 9,459.00
6M -10.35 ₹ 8,965.00 -10.09 ₹ 8,991.00
1Y 5.33 ₹ 10,533.00 5.88 ₹ 10,588.00
3Y 17.47 ₹ 16,211.00 18.15 ₹ 16,492.00
5Y 18.72 ₹ 23,586.00 19.51 ₹ 24,378.00
7Y 14.37 ₹ 25,603.00 15.15 ₹ 26,848.00
10Y 11.74 ₹ 30,343.00 12.33 ₹ 31,994.00
15Y 12.34 ₹ 57,280.00 ₹

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 -7.81 ₹ 11,483.42 -7.29 ₹ 11,518.21
3Y ₹ 36000 17.43 ₹ 46,597.82 18.09 ₹ 47,037.42
5Y ₹ 60000 19.72 ₹ 98,128.62 20.48 ₹ 99,945.00
7Y ₹ 84000 17.85 ₹ 158,865.08 18.61 ₹ 163,218.89
10Y ₹ 120000 15.48 ₹ 270,204.48 16.18 ₹ 280,482.96
15Y ₹ 180000 13.55 ₹ 544,574.34 ₹


Date Nippon India Quant Fund NAV Regular Growth Nippon India Quant Fund NAV Direct Growth
21-02-2025 63.4172 68.57
20-02-2025 64.0188 69.2194
19-02-2025 63.6707 68.8419
18-02-2025 63.3751 68.5213
17-02-2025 63.3985 68.5455
14-02-2025 63.4801 68.6305
13-02-2025 64.222 69.4316
12-02-2025 64.1623 69.3659
11-02-2025 64.2816 69.4939
10-02-2025 65.4834 70.792
07-02-2025 66.1566 71.5165
06-02-2025 66.0556 71.4063
05-02-2025 66.4787 71.8625
04-02-2025 66.4014 71.7778
03-02-2025 65.267 70.5505
31-01-2025 65.8784 71.2081
30-01-2025 65.2944 70.5758
29-01-2025 65.2716 70.5503
28-01-2025 64.1999 69.391
27-01-2025 63.9385 69.1074
24-01-2025 65.0838 70.342
23-01-2025 65.568 70.8642
22-01-2025 65.0391 70.2915
21-01-2025 64.9924 70.24

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.