Quant Quantamental Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹21.97(R) -1.63% ₹23.28(D) -1.62%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 20.24% 27.18% -% -% -%
LumpSum (D) 21.82% 29.15% -% -% -%
SIP (R) -% -% -% -% -%
SIP (D) -% -% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.12 0.6 1.32 9.12% 0.18
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
16.94% -21.63% -10.42% 1.08 11.95%

No data available

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
quant Quantamental Fund - Growth Option - Regular Plan 21.97
-0.3600
-1.6300%
quant Quantamental Fund - IDCW Option - Regular Plan 22.0
-0.3600
-1.6300%
quant Quantamental Fund - Growth Option - Direct Plan 23.28
-0.3800
-1.6200%
quant Quantamental Fund - IDCW Option - Direct Plan 23.41
-0.3900
-1.6200%

Review Date: 20-12-2024

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 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%: One return parameter of the quant Quantamental Fund is above average but below the top 25% in the category, as shown below:
      • 1Y Return %
    3. Below Average: quant Quantamental Fund has three return parameters that are below average in the category, which are listed below:
      • 1M Return %
      • 6M Return %
      • 3M Return %
  2. Risk: It is defined as the prospect of not attaining expected yields or enduring financial setbacks due to numerous causes. For quant Quantamental 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 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 16.94 %.
      • 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 11.95 %.
  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 1.12 compared to the category average of 0.67.
      • Sterling Ratio: quant Quantamental Fund has a Sterling Ratio of 1.32 compared to the category average of 0.78.
      • Sortino Ratio: quant Quantamental Fund has a Sortino Ratio of 0.6 compared to the category average of 0.35.
      • Treynor Ratio: quant Quantamental Fund has a Treynor Ratio of 0.18 compared to the category average of 0.1.
    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 % 1.47
1.86
0.65 | 2.58 7 | 9 Average
3M Return % -13.41
-8.42
-13.41 | -4.93 9 | 9 Average
6M Return % -11.17
-0.62
-11.17 | 3.32 9 | 9 Average
1Y Return % 20.24
20.12
13.36 | 27.27 5 | 8 Average
3Y Return % 27.18
18.52
8.84 | 27.18 1 | 7 Very Good
Standard Deviation 16.94
13.74
11.11 | 16.94 6 | 6 Average
Semi Deviation 11.95
9.70
8.16 | 11.95 6 | 6 Average
Max Drawdown % -10.42
-12.46
-18.22 | -9.66 2 | 6 Very Good
VaR 1 Y % -21.63
-16.40
-21.63 | -12.65 6 | 6 Average
Average Drawdown % -5.36
-5.35
-6.57 | -4.06 4 | 6 Good
Sharpe Ratio 1.12
0.67
0.11 | 1.12 1 | 6 Very Good
Sterling Ratio 1.32
0.78
0.30 | 1.32 1 | 6 Very Good
Sortino Ratio 0.60
0.35
0.08 | 0.60 1 | 6 Very Good
Jensen Alpha % 9.12
1.96
-6.63 | 9.12 1 | 6 Very Good
Treynor Ratio 0.18
0.10
0.02 | 0.18 1 | 6 Very Good
Modigliani Square Measure % 21.55
16.37
8.13 | 21.55 1 | 6 Very Good
Alpha % 10.42
1.09
-7.07 | 10.42 1 | 6 Very Good
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.58 1.93 0.71 | 2.70 7 | 9
3M Return % -13.11 -8.22 -13.11 | -4.87 9 | 9
6M Return % -10.56 -0.16 -10.56 | 3.56 9 | 9
1Y Return % 21.82 21.28 14.18 | 28.97 5 | 8
3Y Return % 29.15 19.86 9.63 | 29.15 1 | 7
Standard Deviation 16.94 13.74 11.11 | 16.94 6 | 6
Semi Deviation 11.95 9.70 8.16 | 11.95 6 | 6
Max Drawdown % -10.42 -12.46 -18.22 | -9.66 2 | 6
VaR 1 Y % -21.63 -16.40 -21.63 | -12.65 6 | 6
Average Drawdown % -5.36 -5.35 -6.57 | -4.06 4 | 6
Sharpe Ratio 1.12 0.67 0.11 | 1.12 1 | 6
Sterling Ratio 1.32 0.78 0.30 | 1.32 1 | 6
Sortino Ratio 0.60 0.35 0.08 | 0.60 1 | 6
Jensen Alpha % 9.12 1.96 -6.63 | 9.12 1 | 6
Treynor Ratio 0.18 0.10 0.02 | 0.18 1 | 6
Modigliani Square Measure % 21.55 16.37 8.13 | 21.55 1 | 6
Alpha % 10.42 1.09 -7.07 | 10.42 1 | 6
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -1.63 ₹ 9,837.00 -1.62 ₹ 9,838.00
1W -5.12 ₹ 9,488.00 -5.10 ₹ 9,490.00
1M 1.47 ₹ 10,147.00 1.58 ₹ 10,158.00
3M -13.41 ₹ 8,659.00 -13.11 ₹ 8,689.00
6M -11.17 ₹ 8,883.00 -10.56 ₹ 8,944.00
1Y 20.24 ₹ 12,024.00 21.82 ₹ 12,182.00
3Y 27.18 ₹ 20,569.00 29.15 ₹ 21,540.00
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 ₹ ₹
3Y ₹ 36000 ₹ ₹
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Quant Quantamental Fund NAV Regular Growth Quant Quantamental Fund NAV Direct Growth
20-12-2024 21.9711 23.2816
19-12-2024 22.3343 23.6655
18-12-2024 22.5873 23.9327
17-12-2024 22.8676 24.2288
16-12-2024 23.1623 24.54
13-12-2024 23.1575 24.5321
12-12-2024 23.022 24.3877
11-12-2024 23.1982 24.5734
10-12-2024 23.1348 24.5052
09-12-2024 23.2431 24.619
06-12-2024 23.3272 24.7053
05-12-2024 23.2983 24.6738
04-12-2024 23.1618 24.5283
03-12-2024 23.2021 24.57
02-12-2024 22.9996 24.3547
29-11-2024 22.9461 24.2952
28-11-2024 22.6752 24.0074
27-11-2024 22.7478 24.0834
26-11-2024 22.4682 23.7865
25-11-2024 22.4122 23.7263
22-11-2024 22.1103 23.404
21-11-2024 21.6526 22.9187

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.