Quant Quantamental Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹22.21(R) -0.3% ₹23.5(D) -0.3%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 28.43% 25.02% -% -% -%
LumpSum (D) 30.11% 26.97% -% -% -%
SIP (R) -13.52% 25.73% -% -% -%
SIP (D) -12.26% 27.66% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.21 0.64 1.39 12.6% 0.2
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
16.77% -21.63% -10.4% 1.04 11.9%

No data available

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
quant Quantamental Fund - Growth Option - Regular Plan 22.21
-0.0700
-0.3000%
quant Quantamental Fund - IDCW Option - Regular Plan 22.23
-0.0700
-0.3000%
quant Quantamental Fund - Growth Option - Direct Plan 23.5
-0.0700
-0.3000%
quant Quantamental Fund - IDCW Option - Direct Plan 23.63
-0.0700
-0.3000%

Review Date: 19-11-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It reflects the surge in the investment's value throughout the investment period, communicated as a percentage or a specific monetary sum. Our analysis encompassed five return parameters of this fund. We have organized the return parameters into three performance groups for evaluation: the top 25%, parameters that rank below the top 25% but above average, and parameters that are below average. Below, you'll find a breakdown of how each parameter has performed.
    1. Top 25%: The quant Quantamental 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 quant Quantamental Fund has one return parameter in the category, which is above average but below the top 25%, as listed below:
      • 1Y Return %
    3. Below Average: Three return parameters of the fund are below average in the category, which are listed below:
      • 1M Return %
      • 6M Return %
      • 3M Return %
  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%: quant Quantamental 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 Quantamental Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: quant Quantamental 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 16.77 %.
      • 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 11.9 %.
  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 Quantamental Fund, we have evaluated four risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: quant Quantamental Fund has four risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: quant Quantamental Fund has a Sharpe Ratio of 1.21 compared to the category average of 0.58.
      • Sterling Ratio: quant Quantamental Fund has a Sterling Ratio of 1.39 compared to the category average of 0.7.
      • Sortino Ratio: quant Quantamental Fund has a Sortino Ratio of 0.64 compared to the category average of 0.31.
      • Treynor Ratio: quant Quantamental Fund has a Treynor Ratio of 0.2 compared to the category average of 0.09.
    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 % -6.41
-5.99
-8.12 | -4.64 6 | 9 Good
3M Return % -10.92
-5.89
-10.92 | -2.80 9 | 9 Average
6M Return % -7.96
2.52
-7.96 | 7.19 8 | 8 Poor
1Y Return % 28.43
26.52
18.67 | 33.81 4 | 8 Good
3Y Return % 25.02
14.62
6.24 | 25.02 1 | 6 Very Good
1Y SIP Return % -13.52
-6.51
-13.52 | -2.07 8 | 8 Poor
3Y SIP Return % 25.73
18.67
11.48 | 25.73 1 | 6 Very Good
Standard Deviation 16.77
14.08
11.81 | 16.77 6 | 6 Average
Semi Deviation 11.90
10.00
8.77 | 11.90 6 | 6 Average
Max Drawdown % -10.40
-13.90
-18.79 | -10.40 1 | 6 Very Good
VaR 1 Y % -21.63
-17.74
-21.63 | -14.91 6 | 6 Average
Average Drawdown % -5.12
-5.54
-6.36 | -4.28 2 | 6 Very Good
Sharpe Ratio 1.21
0.58
0.04 | 1.21 1 | 6 Very Good
Sterling Ratio 1.39
0.70
0.26 | 1.39 1 | 6 Very Good
Sortino Ratio 0.64
0.31
0.05 | 0.64 1 | 6 Very Good
Jensen Alpha % 12.60
2.43
-6.02 | 12.60 1 | 6 Very Good
Treynor Ratio 0.20
0.09
0.01 | 0.20 1 | 6 Very Good
Modigliani Square Measure % 23.60
15.40
7.28 | 23.60 1 | 6 Very Good
Alpha % 13.23
1.61
-6.58 | 13.23 1 | 6 Very Good
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -6.31 -5.92 -8.11 | -4.52 6 | 9
3M Return % -10.61 -5.68 -10.61 | -2.62 9 | 9
6M Return % -7.33 3.03 -7.33 | 7.57 8 | 8
1Y Return % 30.11 27.74 19.53 | 35.57 4 | 8
3Y Return % 26.97 15.92 7.02 | 26.97 1 | 6
1Y SIP Return % -12.26 -5.54 -12.26 | -1.52 8 | 8
3Y SIP Return % 27.66 19.99 12.30 | 27.66 1 | 6
Standard Deviation 16.77 14.08 11.81 | 16.77 6 | 6
Semi Deviation 11.90 10.00 8.77 | 11.90 6 | 6
Max Drawdown % -10.40 -13.90 -18.79 | -10.40 1 | 6
VaR 1 Y % -21.63 -17.74 -21.63 | -14.91 6 | 6
Average Drawdown % -5.12 -5.54 -6.36 | -4.28 2 | 6
Sharpe Ratio 1.21 0.58 0.04 | 1.21 1 | 6
Sterling Ratio 1.39 0.70 0.26 | 1.39 1 | 6
Sortino Ratio 0.64 0.31 0.05 | 0.64 1 | 6
Jensen Alpha % 12.60 2.43 -6.02 | 12.60 1 | 6
Treynor Ratio 0.20 0.09 0.01 | 0.20 1 | 6
Modigliani Square Measure % 23.60 15.40 7.28 | 23.60 1 | 6
Alpha % 13.23 1.61 -6.58 | 13.23 1 | 6
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.30 ₹ 9,970.00 -0.30 ₹ 9,970.00
1W -1.65 ₹ 9,835.00 -1.63 ₹ 9,837.00
1M -6.41 ₹ 9,359.00 -6.31 ₹ 9,369.00
3M -10.92 ₹ 8,908.00 -10.61 ₹ 8,939.00
6M -7.96 ₹ 9,204.00 -7.33 ₹ 9,267.00
1Y 28.43 ₹ 12,843.00 30.11 ₹ 13,011.00
3Y 25.02 ₹ 19,541.00 26.97 ₹ 20,470.00
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 -13.52 ₹ 11,098.85 -12.26 ₹ 11,184.83
3Y ₹ 36000 25.73 ₹ 52,276.00 27.66 ₹ 53,664.62
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Quant Quantamental Fund NAV Regular Growth Quant Quantamental Fund NAV Direct Growth
19-11-2024 22.2067 23.5033
18-11-2024 22.2739 23.5736
14-11-2024 22.3337 23.6332
13-11-2024 22.2378 23.5308
12-11-2024 22.5803 23.8924
11-11-2024 22.9238 24.2549
08-11-2024 23.1296 24.4698
07-11-2024 23.3412 24.6928
06-11-2024 23.649 25.0175
05-11-2024 23.3597 24.7105
04-11-2024 23.2354 24.578
31-10-2024 23.4748 24.8276
30-10-2024 23.4742 24.826
29-10-2024 23.4676 24.818
28-10-2024 23.2515 24.5886
25-10-2024 23.0427 24.365
24-10-2024 23.281 24.616
23-10-2024 23.376 24.7155
22-10-2024 23.2965 24.6305
21-10-2024 23.7283 25.0862

Fund Launch Date: 03/May/2021
Fund Category: Quant Fund
Investment Objective: The investment objective of the Scheme is to deliver superior returns as compared to the underlying benchmark over the medium to long term through investing in equity and equity related securities. The portfolio of stocks will be selected, weighed and rebalanced using stock screeners, factor based scoring and an optimization formula. However, there can be no assurance that the investment objective of the scheme will be realized.
Fund Description: A Quant-based Fund
Fund Benchmark: Nifty 500 Total Return Index
Source: Fund FactSheet

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