Quant Esg Equity Fund Overview
Category ESG
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 31-01-2025
NAV ₹31.53(R) +1.13% ₹33.67(D) +1.14%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 6.79% 17.93% -% -% -%
LumpSum (D) 8.52% 19.92% -% -% -%
SIP (R) -10.91% 16.78% -% -% -%
SIP (D) -9.4% 18.8% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.62 0.35 0.82 8.52% 0.11
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
18.55% -24.48% -13.14% 1.05 12.53%

No data available

NAV Date: 31-01-2025

Scheme Name NAV Rupee Change Percent Change
quant ESG Equity Fund - IDCW Option - Regular Plan 31.37
0.3500
1.1300%
quant ESG Equity Fund - Growth Option - Regular Plan 31.53
0.3500
1.1300%
quant ESG Equity Fund - IDCW Option - Direct Plan 33.63
0.3800
1.1300%
quant ESG Equity Fund - Growth Option - Direct Plan 33.67
0.3800
1.1400%

Review Date: 31-01-2025

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 five 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%: One return parameter of the quant ESG Equity Fund is in the top 25% in the category, as listed below:
      • 3Y Return %
    2. Above Average Below the Top 25%: The fund does not have any return parameter which is above average but below the top 25%.
    3. Below Average: Four return parameters of the fund are below average in the category, which are listed below:
      • 1Y Return %
      • 1M Return %
      • 3M Return %
      • 6M Return %
  2. Risk: Various factors can lead to the risk of either not meeting expected returns or encountering a monetary loss. For quant ESG Equity 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%: quant ESG Equity 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%: quant ESG Equity Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: quant ESG Equity 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 18.55 %.
      • 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 12.53 %.
  3. Risk Adjusted Performance Parameters: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated four risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: quant ESG Equity Fund has four risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: quant ESG Equity Fund has a Sharpe Ratio of 0.62 compared to the category average of 0.3.
      • Sterling Ratio: quant ESG Equity Fund has a Sterling Ratio of 0.82 compared to the category average of 0.44.
      • Sortino Ratio: quant ESG Equity Fund has a Sortino Ratio of 0.35 compared to the category average of 0.17.
      • Treynor Ratio: quant ESG Equity Fund has a Treynor Ratio of 0.11 compared to the category average of 0.06.
    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 % -3.80 -1.74
-3.50
-4.57 | -1.82 4 | 6 Good
3M Return % -9.10 -3.70
-5.06
-9.10 | -3.59 6 | 6 Average
6M Return % -15.87 -7.43
-6.73
-15.87 | -2.19 6 | 6 Average
1Y Return % 6.79 9.95
12.19
6.79 | 16.04 6 | 6 Average
3Y Return % 17.93 10.78
12.16
8.98 | 17.93 1 | 6 Very Good
1Y SIP Return % -10.91
-10.44
-29.32 | 5.58 4 | 6 Good
3Y SIP Return % 16.78
14.77
10.76 | 17.84 2 | 6 Very Good
Standard Deviation 18.55
14.74
12.88 | 18.55 6 | 6 Average
Semi Deviation 12.53
10.23
9.09 | 12.53 6 | 6 Average
Max Drawdown % -13.14
-18.04
-23.30 | -13.14 1 | 6 Very Good
VaR 1 Y % -24.48
-20.04
-24.48 | -15.37 6 | 6 Average
Average Drawdown % -7.08
-7.89
-10.18 | -5.10 2 | 6 Very Good
Sharpe Ratio 0.62
0.30
0.07 | 0.62 2 | 6 Very Good
Sterling Ratio 0.82
0.44
0.25 | 0.82 1 | 6 Very Good
Sortino Ratio 0.35
0.17
0.06 | 0.35 1 | 6 Very Good
Jensen Alpha % 8.52
3.50
-1.65 | 8.52 1 | 4 Very Good
Treynor Ratio 0.11
0.06
0.01 | 0.11 1 | 4 Very Good
Modigliani Square Measure % 14.78
12.36
7.86 | 16.93 2 | 4 Good
Alpha % 10.61
3.79
-1.21 | 10.61 1 | 4 Very Good
Return data last Updated On : Jan. 31, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -3.68 -1.74 -3.41 -4.51 | -1.72 4 | 6
3M Return % -8.74 -3.70 -4.77 -8.74 | -3.38 6 | 6
6M Return % -15.19 -7.43 -6.15 -15.19 | -1.59 6 | 6
1Y Return % 8.52 9.95 13.60 8.52 | 17.26 6 | 6
3Y Return % 19.92 10.78 13.78 10.47 | 19.92 1 | 6
1Y SIP Return % -9.40 -9.26 -28.68 | 6.66 4 | 6
3Y SIP Return % 18.80 16.38 11.94 | 19.35 2 | 6
Standard Deviation 18.55 14.74 12.88 | 18.55 6 | 6
Semi Deviation 12.53 10.23 9.09 | 12.53 6 | 6
Max Drawdown % -13.14 -18.04 -23.30 | -13.14 1 | 6
VaR 1 Y % -24.48 -20.04 -24.48 | -15.37 6 | 6
Average Drawdown % -7.08 -7.89 -10.18 | -5.10 2 | 6
Sharpe Ratio 0.62 0.30 0.07 | 0.62 2 | 6
Sterling Ratio 0.82 0.44 0.25 | 0.82 1 | 6
Sortino Ratio 0.35 0.17 0.06 | 0.35 1 | 6
Jensen Alpha % 8.52 3.50 -1.65 | 8.52 1 | 4
Treynor Ratio 0.11 0.06 0.01 | 0.11 1 | 4
Modigliani Square Measure % 14.78 12.36 7.86 | 16.93 2 | 4
Alpha % 10.61 3.79 -1.21 | 10.61 1 | 4
Return data last Updated On : Jan. 31, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 1.13 ₹ 10,113.00 1.14 ₹ 10,114.00
1W 0.66 ₹ 10,066.00 0.69 ₹ 10,069.00
1M -3.80 ₹ 9,620.00 -3.68 ₹ 9,632.00
3M -9.10 ₹ 9,090.00 -8.74 ₹ 9,126.00
6M -15.87 ₹ 8,413.00 -15.19 ₹ 8,481.00
1Y 6.79 ₹ 10,679.00 8.52 ₹ 10,852.00
3Y 17.93 ₹ 16,401.00 19.92 ₹ 17,244.00
5Y ₹ ₹
7Y ₹ ₹
10Y ₹ ₹
15Y ₹ ₹

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 -10.91 ₹ 11,275.30 -9.40 ₹ 11,376.89
3Y ₹ 36000 16.78 ₹ 46,171.15 18.80 ₹ 47,512.58
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Quant Esg Equity Fund NAV Regular Growth Quant Esg Equity Fund NAV Direct Growth
31-01-2025 31.5261 33.6719
30-01-2025 31.1736 33.294
29-01-2025 31.0308 33.1401
28-01-2025 30.5847 32.6623
27-01-2025 30.7445 32.8316
24-01-2025 31.3195 33.4414
23-01-2025 31.7585 33.9088
22-01-2025 31.6653 33.8079
21-01-2025 31.7716 33.9199
20-01-2025 32.2932 34.4754
17-01-2025 32.1688 34.3383
16-01-2025 31.9702 34.1249
15-01-2025 31.5427 33.6672
14-01-2025 31.6877 33.8205
13-01-2025 31.4173 33.5305
10-01-2025 32.195 34.3561
09-01-2025 32.6146 34.8024
08-01-2025 32.7094 34.902
07-01-2025 32.7505 34.9444
06-01-2025 32.3802 34.5478
03-01-2025 33.2039 35.4221
02-01-2025 33.2044 35.4212
01-01-2025 32.93 35.1269
31-12-2024 32.7719 34.9569

Fund Launch Date: 06/Nov/2020
Fund Category: ESG
Investment Objective: To generate long term capital appreciation by investing in a diversified portfolio of companies demonstrating sustainable practices across Environmental, Social and Governance (ESG) parameters. However, there can be no assurance that the investment objective of the Scheme will be achieved.
Fund Description: An ESG Fund
Fund Benchmark: Nifty 100 ESG Total Return Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.