Quant Quantamental Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 17-01-2025
NAV ₹21.93(R) +0.76% ₹23.26(D) +0.76%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 10.66% 22.15% -% -% -%
LumpSum (D) 12.14% 24.03% -% -% -%
SIP (R) -9.21% 22.87% -% -% -%
SIP (D) -7.92% 24.74% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.99 0.53 1.06 8.87% 0.16
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
17.2% -21.63% -13.65% 1.09 12.07%

No data available

NAV Date: 17-01-2025

Scheme Name NAV Rupee Change Percent Change
quant Quantamental Fund - Growth Option - Regular Plan 21.93
0.1600
0.7600%
quant Quantamental Fund - IDCW Option - Regular Plan 21.96
0.1700
0.7600%
quant Quantamental Fund - Growth Option - Direct Plan 23.26
0.1800
0.7600%
quant Quantamental Fund - IDCW Option - Direct Plan 23.39
0.1800
0.7600%

Review Date: 17-01-2025

A review of the different performance parameters of the fund is as follows:
  1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on five return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
    1. Top 25%: Two return parameters of the quant Quantamental Fund are in the top 25% in the category, as shown below:
      • 1M Return %
      • 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 listed below:
      • 3M Return %
    3. Below Average: quant Quantamental Fund has two return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 6M 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 17.2 %.
      • 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 12.07 %.
  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 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 0.99 compared to the category average of 0.58.
      • Sterling Ratio: quant Quantamental Fund has a Sterling Ratio of 1.06 compared to the category average of 0.7.
      • Sortino Ratio: quant Quantamental Fund has a Sortino Ratio of 0.53 compared to the category average of 0.31.
      • Treynor Ratio: quant Quantamental Fund has a Treynor Ratio of 0.16 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 % -4.10
-6.17
-8.61 | -3.56 2 | 9 Very Good
3M Return % -8.57
-8.97
-11.75 | -5.73 4 | 9 Good
6M Return % -13.62
-7.75
-13.62 | -2.95 9 | 9 Average
1Y Return % 10.66
11.48
6.40 | 16.93 5 | 8 Average
3Y Return % 22.15
13.57
4.80 | 22.15 1 | 7 Very Good
1Y SIP Return % -9.21
-2.75
-9.21 | 6.02 8 | 8 Poor
3Y SIP Return % 22.87
17.76
10.46 | 25.42 2 | 7 Very Good
Standard Deviation 17.20
14.37
11.31 | 17.20 7 | 7 Poor
Semi Deviation 12.07
10.03
8.18 | 12.07 7 | 7 Poor
Max Drawdown % -13.65
-13.77
-19.19 | -10.41 4 | 7 Good
VaR 1 Y % -21.63
-17.27
-21.93 | -12.65 6 | 7 Average
Average Drawdown % -6.70
-5.88
-6.86 | -4.11 5 | 7 Average
Sharpe Ratio 0.99
0.58
-0.03 | 0.99 1 | 7 Very Good
Sterling Ratio 1.06
0.70
0.22 | 1.06 1 | 7 Very Good
Sortino Ratio 0.53
0.31
0.02 | 0.53 1 | 7 Very Good
Jensen Alpha % 8.87
2.24
-7.28 | 8.87 1 | 7 Very Good
Treynor Ratio 0.16
0.09
0.00 | 0.16 1 | 7 Very Good
Modigliani Square Measure % 20.01
15.11
6.14 | 20.01 1 | 7 Very Good
Alpha % 10.06
1.86
-8.12 | 10.06 1 | 7 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 % -3.99 -6.09 -8.50 | -3.51 2 | 9
3M Return % -8.25 -8.75 -11.71 | -5.59 4 | 9
6M Return % -13.02 -7.32 -13.02 | -2.62 9 | 9
1Y Return % 12.14 12.57 8.03 | 18.52 4 | 8
3Y Return % 24.03 14.86 5.56 | 24.03 1 | 7
1Y SIP Return % -7.92 -1.75 -7.92 | 6.70 8 | 8
3Y SIP Return % 24.74 19.09 11.27 | 27.03 2 | 7
Standard Deviation 17.20 14.37 11.31 | 17.20 7 | 7
Semi Deviation 12.07 10.03 8.18 | 12.07 7 | 7
Max Drawdown % -13.65 -13.77 -19.19 | -10.41 4 | 7
VaR 1 Y % -21.63 -17.27 -21.93 | -12.65 6 | 7
Average Drawdown % -6.70 -5.88 -6.86 | -4.11 5 | 7
Sharpe Ratio 0.99 0.58 -0.03 | 0.99 1 | 7
Sterling Ratio 1.06 0.70 0.22 | 1.06 1 | 7
Sortino Ratio 0.53 0.31 0.02 | 0.53 1 | 7
Jensen Alpha % 8.87 2.24 -7.28 | 8.87 1 | 7
Treynor Ratio 0.16 0.09 0.00 | 0.16 1 | 7
Modigliani Square Measure % 20.01 15.11 6.14 | 20.01 1 | 7
Alpha % 10.06 1.86 -8.12 | 10.06 1 | 7
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 0.76 ₹ 10,076.00 0.76 ₹ 10,076.00
1W 1.55 ₹ 10,155.00 1.58 ₹ 10,158.00
1M -4.10 ₹ 9,590.00 -3.99 ₹ 9,601.00
3M -8.57 ₹ 9,143.00 -8.25 ₹ 9,175.00
6M -13.62 ₹ 8,638.00 -13.02 ₹ 8,698.00
1Y 10.66 ₹ 11,066.00 12.14 ₹ 11,214.00
3Y 22.15 ₹ 18,225.00 24.03 ₹ 19,080.00
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 -9.21 ₹ 11,391.78 -7.92 ₹ 11,478.14
3Y ₹ 36000 22.87 ₹ 50,277.10 24.74 ₹ 51,580.80
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Quant Quantamental Fund NAV Regular Growth Quant Quantamental Fund NAV Direct Growth
17-01-2025 21.9297 23.2628
16-01-2025 21.7648 23.087
15-01-2025 21.5681 22.8775
14-01-2025 21.5186 22.8241
13-01-2025 21.0444 22.3203
10-01-2025 21.5948 22.9014
09-01-2025 21.8666 23.1887
08-01-2025 22.1093 23.4452
07-01-2025 22.134 23.4705
06-01-2025 21.9433 23.2674
03-01-2025 22.5 23.8548
02-01-2025 22.5728 23.9311
01-01-2025 22.2338 23.5708
31-12-2024 22.1186 23.4477
30-12-2024 22.1583 23.489
27-12-2024 22.0913 23.4153
26-12-2024 22.0757 23.3978
24-12-2024 22.067 23.3868
23-12-2024 22.1109 23.4323
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

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.