Quant Esg Equity Fund Overview
Category ESG
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 17-01-2025
NAV ₹32.17(R) +0.62% ₹34.34(D) +0.63%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 12.13% 16.04% -% -% -%
LumpSum (D) 13.96% 17.99% -% -% -%
SIP (R) -5.19% 18.51% -% -% -%
SIP (D) -3.59% 20.55% -% -% -%
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: 17-01-2025

Scheme Name NAV Rupee Change Percent Change
quant ESG Equity Fund - IDCW Option - Regular Plan 32.01
0.2000
0.6200%
quant ESG Equity Fund - Growth Option - Regular Plan 32.17
0.2000
0.6200%
quant ESG Equity Fund - IDCW Option - Direct Plan 34.3
0.2100
0.6300%
quant ESG Equity Fund - Growth Option - Direct Plan 34.34
0.2100
0.6300%

Review Date: 17-01-2025

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 five 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%: The quant ESG Equity Fund has two return parameters in the top 25% in the category, as shown below:
      • 1M Return %
      • 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 three return parameters that are below average in the category, which are listed below:
      • 1Y 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 18.55 %.
      • 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: 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 0.62 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 % -4.10
-6.19
-7.14 | -4.10 1 | 4 Very Good
3M Return % -10.44
-7.98
-10.44 | -5.34 4 | 4 Poor
6M Return % -10.55
-5.28
-10.55 | -0.91 4 | 4 Poor
1Y Return % 12.13
13.50
8.67 | 16.75 3 | 4 Average
3Y Return % 16.04
9.38
6.33 | 16.04 1 | 4 Very Good
1Y SIP Return % -5.19
1.85
-5.19 | 8.64 4 | 4 Poor
3Y SIP Return % 18.51
15.87
12.08 | 18.51 1 | 4 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. 17, 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 % -3.97 -6.09 -7.03 | -3.97 1 | 4
3M Return % -10.08 -7.66 -10.08 | -4.99 4 | 4
6M Return % -9.83 -4.63 -9.83 | -0.22 4 | 4
1Y Return % 13.96 15.09 10.30 | 18.40 3 | 4
3Y Return % 17.99 11.09 7.80 | 17.99 1 | 4
1Y SIP Return % -3.59 3.31 -3.59 | 9.83 4 | 4
3Y SIP Return % 20.55 17.62 13.87 | 20.55 1 | 4
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. 17, 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 0.62 ₹ 10,062.00 0.63 ₹ 10,063.00
1W -0.08 ₹ 9,992.00 -0.05 ₹ 9,995.00
1M -4.10 ₹ 9,590.00 -3.97 ₹ 9,603.00
3M -10.44 ₹ 8,956.00 -10.08 ₹ 8,992.00
6M -10.55 ₹ 8,945.00 -9.83 ₹ 9,017.00
1Y 12.13 ₹ 11,213.00 13.96 ₹ 11,396.00
3Y 16.04 ₹ 15,624.00 17.99 ₹ 16,425.00
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 -5.19 ₹ 11,659.28 -3.59 ₹ 11,764.81
3Y ₹ 36000 18.51 ₹ 47,304.22 20.55 ₹ 48,676.68
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Quant Esg Equity Fund NAV Regular Growth Quant Esg Equity Fund NAV Direct Growth
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
30-12-2024 32.7316 34.9123
27-12-2024 32.5379 34.7013
26-12-2024 32.547 34.7095
24-12-2024 32.5053 34.662
23-12-2024 32.4637 34.6162
20-12-2024 32.355 34.4959
19-12-2024 33.0302 35.2142
18-12-2024 33.3281 35.5303
17-12-2024 33.5438 35.7587

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.