Quant Esg Equity Fund Overview
Category ESG
BMSMONEY Rank -
Rating
Growth Option 21-02-2025
NAV ₹29.7(R) -0.7% ₹31.75(D) -0.7%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular -4.77% 17.05% -% -% -%
Direct -3.22% 19.02% -% -% -%
Nifty 100 ESG TRI 4.65% 10.24% 15.81% 14.13% 12.39%
SIP (XIRR) Regular -19.34% 12.38% -% -% -%
Direct -17.99% 14.35% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.52 0.29 0.66 6.31% 0.09
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
18.98% -25.02% -16.44% 1.08 12.91%

No data available

NAV Date: 21-02-2025

Scheme Name NAV Rupee Change Percent Change
quant ESG Equity Fund - IDCW Option - Regular Plan 29.55
-0.2100
-0.7000%
quant ESG Equity Fund - Growth Option - Regular Plan 29.7
-0.2100
-0.7000%
quant ESG Equity Fund - IDCW Option - Direct Plan 31.71
-0.2200
-0.7000%
quant ESG Equity Fund - Growth Option - Direct Plan 31.75
-0.2200
-0.7000%

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 five 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%: The quant ESG Equity Fund has one return parameter in the top 25% in the category, as shown 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: quant ESG Equity Fund has four return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 1M Return %
      • 3M Return %
      • 6M Return %
  2. Risk: The threat of not realizing projected profits or even facing financial loss due to different issues is known as risk. 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 18.98 %.
      • 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 12.91 %.
  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 quant ESG Equity Fund, we have evaluated four risk-adjusted performance parameters.
    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 0.52 compared to the category average of 0.3.
      • Sterling Ratio: quant ESG Equity Fund has a Sterling Ratio of 0.66 compared to the category average of 0.47.
      • Sortino Ratio: quant ESG Equity Fund has a Sortino Ratio of 0.29 compared to the category average of 0.18.
      • Treynor Ratio: quant ESG Equity Fund has a Treynor Ratio of 0.09 compared to the category average of 0.05.
    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 Nifty 100 ESG TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -6.53 -1.23
-3.77
-6.53 | -0.97 5 | 5 Average
3M Return % -9.88 -2.84
-6.05
-9.88 | -3.89 6 | 6 Average
6M Return % -20.47 -9.43
-10.77
-20.47 | -7.27 6 | 6 Average
1Y Return % -4.77 4.65
5.35
-4.77 | 10.20 6 | 6 Average
3Y Return % 17.05 10.24
11.69
8.59 | 17.05 1 | 6 Very Good
1Y SIP Return % -19.34
-12.06
-33.50 | -1.15 5 | 6 Average
3Y SIP Return % 12.38
12.38
8.71 | 18.29 2 | 6 Very Good
Standard Deviation 18.98
14.72
12.49 | 18.98 6 | 6 Average
Semi Deviation 12.91
10.18
8.66 | 12.91 6 | 6 Average
Max Drawdown % -16.44
-15.65
-18.77 | -10.05 4 | 6 Good
VaR 1 Y % -25.02
-19.36
-25.02 | -14.15 6 | 6 Average
Average Drawdown % -7.61
-6.85
-8.13 | -4.68 4 | 6 Good
Sharpe Ratio 0.52
0.31
0.11 | 0.74 2 | 6 Very Good
Sterling Ratio 0.66
0.47
0.30 | 0.83 2 | 6 Very Good
Sortino Ratio 0.29
0.18
0.08 | 0.40 2 | 6 Very Good
Jensen Alpha % 6.31
2.10
-1.31 | 8.24 2 | 6 Very Good
Treynor Ratio 0.09
0.05
0.02 | 0.11 2 | 6 Very Good
Modigliani Square Measure % 13.18
11.39
8.30 | 18.91 2 | 6 Very Good
Alpha % 7.10
1.45
-1.64 | 7.10 1 | 6 Very 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 100 ESG TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -6.41 -1.23 -3.67 -6.41 | -0.85 5 | 5
3M Return % -9.53 -2.84 -5.75 -9.53 | -3.63 6 | 6
6M Return % -19.83 -9.43 -10.19 -19.83 | -6.81 6 | 6
1Y Return % -3.22 4.65 6.69 -3.22 | 11.37 6 | 6
3Y Return % 19.02 10.24 13.30 10.06 | 19.02 1 | 6
1Y SIP Return % -17.99 -10.87 -32.76 | 0.01 5 | 6
3Y SIP Return % 14.35 13.96 9.92 | 19.76 2 | 6
Standard Deviation 18.98 14.72 12.49 | 18.98 6 | 6
Semi Deviation 12.91 10.18 8.66 | 12.91 6 | 6
Max Drawdown % -16.44 -15.65 -18.77 | -10.05 4 | 6
VaR 1 Y % -25.02 -19.36 -25.02 | -14.15 6 | 6
Average Drawdown % -7.61 -6.85 -8.13 | -4.68 4 | 6
Sharpe Ratio 0.52 0.31 0.11 | 0.74 2 | 6
Sterling Ratio 0.66 0.47 0.30 | 0.83 2 | 6
Sortino Ratio 0.29 0.18 0.08 | 0.40 2 | 6
Jensen Alpha % 6.31 2.10 -1.31 | 8.24 2 | 6
Treynor Ratio 0.09 0.05 0.02 | 0.11 2 | 6
Modigliani Square Measure % 13.18 11.39 8.30 | 18.91 2 | 6
Alpha % 7.10 1.45 -1.64 | 7.10 1 | 6
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 -0.70 ₹ 9,930.00 -0.70 ₹ 9,930.00
1W -0.15 ₹ 9,985.00 -0.12 ₹ 9,988.00
1M -6.53 ₹ 9,347.00 -6.41 ₹ 9,359.00
3M -9.88 ₹ 9,012.00 -9.53 ₹ 9,047.00
6M -20.47 ₹ 7,953.00 -19.83 ₹ 8,017.00
1Y -4.77 ₹ 9,523.00 -3.22 ₹ 9,678.00
3Y 17.05 ₹ 16,035.00 19.02 ₹ 16,861.00
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 -19.34 ₹ 10,695.61 -17.99 ₹ 10,790.08
3Y ₹ 36000 12.38 ₹ 43,341.37 14.35 ₹ 44,593.96
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Quant Esg Equity Fund NAV Regular Growth Quant Esg Equity Fund NAV Direct Growth
21-02-2025 29.6981 31.7471
20-02-2025 29.9075 31.9696
19-02-2025 29.7631 31.814
18-02-2025 29.6408 31.682
17-02-2025 29.9437 32.0044
14-02-2025 29.7417 31.7846
13-02-2025 30.277 32.3553
12-02-2025 30.1421 32.2097
11-02-2025 30.3099 32.3877
10-02-2025 30.8657 32.9803
07-02-2025 31.3563 33.5003
06-02-2025 31.5347 33.6895
05-02-2025 31.6832 33.8467
04-02-2025 31.6946 33.8575
03-02-2025 31.5093 33.6582
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

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.