Quant Quantamental Fund Overview
Category Quant Fund
BMSMONEY Rank -
Rating
Growth Option 21-02-2025
NAV ₹20.35(R) -0.5% ₹21.62(D) -0.5%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular -5.71% 22.61% -% -% -%
Direct -4.42% 24.49% -% -% -%
Nifty 500 TRI 3.79% 13.47% 16.97% 13.57% 12.47%
SIP (XIRR) Regular -21.91% 16.52% -% -% -%
Direct -20.78% 18.31% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.85 0.45 0.91 7.66% 0.14
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
17.71% -22.76% -15.14% 1.11 12.5%

No data available

NAV Date: 21-02-2025

Scheme Name NAV Rupee Change Percent Change
quant Quantamental Fund - Growth Option - Regular Plan 20.35
-0.1000
-0.5000%
quant Quantamental Fund - IDCW Option - Regular Plan 20.38
-0.1000
-0.5000%
quant Quantamental Fund - Growth Option - Direct Plan 21.62
-0.1100
-0.5000%
quant Quantamental Fund - IDCW Option - Direct Plan 21.74
-0.1100
-0.5000%

Review Date: 21-02-2025

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:
      • 3M Return %
    3. Below Average: quant Quantamental Fund has three return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 1M 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 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 17.71 %.
      • 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 12.5 %.
  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 0.85 compared to the category average of 0.51.
      • Sterling Ratio: quant Quantamental Fund has a Sterling Ratio of 0.91 compared to the category average of 0.65.
      • Sortino Ratio: quant Quantamental Fund has a Sortino Ratio of 0.45 compared to the category average of 0.27.
      • Treynor Ratio: quant Quantamental Fund has a Treynor Ratio of 0.14 compared to the category average of 0.08.
    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 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -5.83 -3.35
-4.48
-11.14 | -0.46 7 | 9 Average
3M Return % -6.00 -5.00
-6.76
-13.87 | -1.75 5 | 9 Good
6M Return % -19.49 -11.16
-14.12
-19.49 | -7.47 9 | 9 Average
1Y Return % -5.71 3.79
1.76
-5.71 | 9.93 8 | 8 Poor
3Y Return % 22.61 13.47
14.99
7.08 | 22.61 1 | 7 Very Good
1Y SIP Return % -21.91
-11.97
-21.91 | -1.29 8 | 8 Poor
3Y SIP Return % 16.52
13.93
7.85 | 19.86 3 | 7 Good
Standard Deviation 17.71
14.65
11.35 | 17.71 7 | 7 Poor
Semi Deviation 12.50
10.29
8.26 | 12.50 7 | 7 Poor
Max Drawdown % -15.14
-13.47
-15.14 | -9.53 6 | 7 Average
VaR 1 Y % -22.76
-18.46
-22.76 | -14.89 7 | 7 Poor
Average Drawdown % -7.29
-6.17
-7.67 | -4.73 6 | 7 Average
Sharpe Ratio 0.85
0.51
0.02 | 0.85 1 | 7 Very Good
Sterling Ratio 0.91
0.65
0.28 | 0.91 1 | 7 Very Good
Sortino Ratio 0.45
0.27
0.04 | 0.45 1 | 7 Very Good
Jensen Alpha % 7.66
1.65
-5.81 | 7.66 1 | 7 Very Good
Treynor Ratio 0.14
0.08
0.00 | 0.14 1 | 7 Very Good
Modigliani Square Measure % 18.15
14.29
7.14 | 18.15 1 | 7 Very Good
Alpha % 9.07
1.34
-6.61 | 9.07 1 | 7 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 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -5.71 -3.35 -4.41 -11.12 | -0.33 7 | 9
3M Return % -5.66 -5.00 -6.55 -13.81 | -1.56 5 | 9
6M Return % -18.93 -11.16 -13.73 -19.25 | -7.16 8 | 9
1Y Return % -4.42 3.79 2.76 -4.42 | 10.59 8 | 8
3Y Return % 24.49 13.47 16.29 7.86 | 24.49 1 | 7
1Y SIP Return % -20.78 -11.07 -20.78 | -0.65 8 | 8
3Y SIP Return % 18.31 15.24 8.65 | 21.45 2 | 7
Standard Deviation 17.71 14.65 11.35 | 17.71 7 | 7
Semi Deviation 12.50 10.29 8.26 | 12.50 7 | 7
Max Drawdown % -15.14 -13.47 -15.14 | -9.53 6 | 7
VaR 1 Y % -22.76 -18.46 -22.76 | -14.89 7 | 7
Average Drawdown % -7.29 -6.17 -7.67 | -4.73 6 | 7
Sharpe Ratio 0.85 0.51 0.02 | 0.85 1 | 7
Sterling Ratio 0.91 0.65 0.28 | 0.91 1 | 7
Sortino Ratio 0.45 0.27 0.04 | 0.45 1 | 7
Jensen Alpha % 7.66 1.65 -5.81 | 7.66 1 | 7
Treynor Ratio 0.14 0.08 0.00 | 0.14 1 | 7
Modigliani Square Measure % 18.15 14.29 7.14 | 18.15 1 | 7
Alpha % 9.07 1.34 -6.61 | 9.07 1 | 7
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 -0.50 ₹ 9,950.00 -0.50 ₹ 9,950.00
1W 0.28 ₹ 10,028.00 0.31 ₹ 10,031.00
1M -5.83 ₹ 9,417.00 -5.71 ₹ 9,429.00
3M -6.00 ₹ 9,400.00 -5.66 ₹ 9,434.00
6M -19.49 ₹ 8,051.00 -18.93 ₹ 8,107.00
1Y -5.71 ₹ 9,429.00 -4.42 ₹ 9,558.00
3Y 22.61 ₹ 18,433.00 24.49 ₹ 19,291.00
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 -21.91 ₹ 10,515.67 -20.78 ₹ 10,594.98
3Y ₹ 36000 16.52 ₹ 45,999.43 18.31 ₹ 47,187.25
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Quant Quantamental Fund NAV Regular Growth Quant Quantamental Fund NAV Direct Growth
21-02-2025 20.3541 21.6211
20-02-2025 20.4571 21.7296
19-02-2025 20.3634 21.6293
18-02-2025 20.3016 21.5628
17-02-2025 20.4014 21.6679
14-02-2025 20.297 21.5544
13-02-2025 20.6192 21.8958
12-02-2025 20.6645 21.943
11-02-2025 20.7162 21.9971
10-02-2025 21.1034 22.4073
07-02-2025 21.3327 22.6481
06-02-2025 21.4846 22.8085
05-02-2025 21.6036 22.9339
04-02-2025 21.6536 22.9861
03-02-2025 21.2934 22.6028
31-01-2025 21.7351 23.069
30-01-2025 21.3601 22.6702
29-01-2025 21.2967 22.6019
28-01-2025 21.0715 22.3621
27-01-2025 21.0207 22.3073
24-01-2025 21.4164 22.7246
23-01-2025 21.6391 22.96
22-01-2025 21.5727 22.8886
21-01-2025 21.6131 22.9305

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.