Quant Value Fund Overview
Category Value Fund
BMSMONEY Rank 9
BMSMONEY Rating
Gro. Opt. As On: 17-01-2025
NAV ₹19.4(R) +0.75% ₹20.44(D) +0.75%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 19.97% 21.71% -% -% -%
LumpSum (D) 21.74% 23.72% -% -% -%
SIP (R) -3.21% 26.98% -% -% -%
SIP (D) -1.67% 29.02% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.85 0.47 0.98 -5.1% 0.19
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
19.46% -24.41% -14.97% 0.89 13.45%
Top Value Fund
Fund Name Rank Rating
Axis Value Fund 1
Jm Value Fund 2
- 3
Tata Equity P/E Fund 4

NAV Date: 17-01-2025

Scheme Name NAV Rupee Change Percent Change
Quant Value Fund - Growth Option - Regular Plan 19.4
0.1400
0.7500%
Quant Value Fund - IDCW Option - Direct Plan 19.42
0.1400
0.7500%
Quant Value Fund - IDCW Option- Regular Plan 19.5
0.1400
0.7500%
Quant Value Fund - Growth Option - Direct Plan 20.44
0.1500
0.7500%

Review Date: 17-01-2025

quant Value Fund has exhibited average performance in the Value Fund category. The fund has rank of 9 out of 17 funds in the category. The fund has delivered return of 19.97% in 1 year and 21.71% in 3 years. The category average for the same periods is 15.12% and 16.47% respectively, which shows very good return performance of fund in the category. The fund has exhibited standard deviation of 19.46, VaR of -24.41, Average Drawdown of -6.61, Semi Deviation of 13.45 and Max Drawdown of -14.97. The category average for the same parameters is 13.74, -16.42, -5.44, 9.52 and -11.54 respectively. The fund has high risk in the category.
  • standard deviation of 19.46 and based on VaR one can expect to lose more than -24.41% of current value of fund in one year.
  • Sharpe ratio of the fund is 0.85 which shows good performance of fund in the value fund category.
  • The fund has R-square of 0.82, Beta of 0.89 and Jensen's Alpha of -5.1% which exhibit poor performance in the value fund category .


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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % -5.06
    -6.27
    		-8.54 | -4.20 4 | 19 Very Good
    3M Return % -6.69
    -7.36
    		-10.06 | -3.02 4 | 19 Very Good
    6M Return % -10.70
    -6.39
    		-10.70 | -0.19 18 | 19 Poor
    1Y Return % 19.97
    15.12
    		7.44 | 22.93 4 | 19 Very Good
    3Y Return % 21.71
    16.47
    		10.97 | 21.71 1 | 15 Very Good
    1Y SIP Return % -3.21
    1.77
    		-5.07 | 12.60 16 | 18 Poor
    3Y SIP Return % 26.98
    21.66
    		15.38 | 26.98 1 | 15 Very Good
    Standard Deviation 19.46
    13.74
    		11.54 | 19.46 17 | 17 Poor
    Semi Deviation 13.45
    9.52
    		8.15 | 13.45 17 | 17 Poor
    Max Drawdown % -14.97
    -11.54
    		-14.97 | -7.51 17 | 17 Poor
    VaR 1 Y % -24.41
    -16.42
    		-24.41 | -10.88 17 | 17 Poor
    Average Drawdown % -6.61
    -5.44
    		-6.90 | -3.08 15 | 17 Average
    Sharpe Ratio 0.85
    0.85
    		0.49 | 1.20 9 | 17 Good
    Sterling Ratio 0.98
    0.90
    		0.64 | 1.23 7 | 17 Good
    Sortino Ratio 0.47
    0.46
    		0.27 | 0.67 9 | 17 Good
    Jensen Alpha % -5.10
    3.10
    		-5.10 | 11.30 17 | 17 Poor
    Treynor Ratio 0.19
    0.15
    		0.07 | 0.27 4 | 17 Very Good
    Modigliani Square Measure % 24.88
    22.23
    		14.10 | 36.57 4 | 17 Very Good
    Alpha % -8.46
    -1.83
    		-18.93 | 12.10 12 | 17 Average
    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 % -4.93 -6.18 -8.46 | -4.10 3 | 19
    3M Return % -6.32 -7.09 -9.78 | -2.75 4 | 19
    6M Return % -10.00 -5.86 -10.00 | 0.31 18 | 19
    1Y Return % 21.74 16.46 8.89 | 24.58 4 | 19
    3Y Return % 23.72 17.81 12.67 | 23.72 1 | 15
    1Y SIP Return % -1.67 2.97 -3.77 | 13.75 16 | 18
    3Y SIP Return % 29.02 23.07 17.05 | 29.02 1 | 15
    Standard Deviation 19.46 13.74 11.54 | 19.46 17 | 17
    Semi Deviation 13.45 9.52 8.15 | 13.45 17 | 17
    Max Drawdown % -14.97 -11.54 -14.97 | -7.51 17 | 17
    VaR 1 Y % -24.41 -16.42 -24.41 | -10.88 17 | 17
    Average Drawdown % -6.61 -5.44 -6.90 | -3.08 15 | 17
    Sharpe Ratio 0.85 0.85 0.49 | 1.20 9 | 17
    Sterling Ratio 0.98 0.90 0.64 | 1.23 7 | 17
    Sortino Ratio 0.47 0.46 0.27 | 0.67 9 | 17
    Jensen Alpha % -5.10 3.10 -5.10 | 11.30 17 | 17
    Treynor Ratio 0.19 0.15 0.07 | 0.27 4 | 17
    Modigliani Square Measure % 24.88 22.23 14.10 | 36.57 4 | 17
    Alpha % -8.46 -1.83 -18.93 | 12.10 12 | 17
    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 0.75 ₹ 10,075.00 0.75 ₹ 10,075.00
    1W 1.29 ₹ 10,129.00 1.32 ₹ 10,132.00
    1M -5.06 ₹ 9,494.00 -4.93 ₹ 9,507.00
    3M -6.69 ₹ 9,331.00 -6.32 ₹ 9,368.00
    6M -10.70 ₹ 8,930.00 -10.00 ₹ 9,000.00
    1Y 19.97 ₹ 11,997.00 21.74 ₹ 12,174.00
    3Y 21.71 ₹ 18,029.00 23.72 ₹ 18,938.00
    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 -3.21 ₹ 11,789.94 -1.67 ₹ 11,890.98
    3Y ₹ 36000 26.98 ₹ 53,187.30 29.02 ₹ 54,665.93
    5Y ₹ 60000 ₹ ₹
    7Y ₹ 84000 ₹ ₹
    10Y ₹ 120000 ₹ ₹
    15Y ₹ 180000 ₹ ₹


    Date Quant Value Fund NAV Regular Growth Quant Value Fund NAV Direct Growth
    17-01-2025 19.3954 20.438
    16-01-2025 19.2516 20.2856
    15-01-2025 19.0321 20.0533
    14-01-2025 18.9988 20.0173
    13-01-2025 18.6376 19.6359
    10-01-2025 19.1482 20.1713
    09-01-2025 19.4482 20.4863
    08-01-2025 19.6145 20.6606
    07-01-2025 19.619 20.6645
    06-01-2025 19.4668 20.5033
    03-01-2025 20.0871 21.1537
    02-01-2025 20.1102 21.1772
    01-01-2025 19.9333 20.99
    31-12-2024 19.8085 20.8576
    30-12-2024 19.8204 20.8693
    27-12-2024 19.8395 20.8867
    26-12-2024 19.8063 20.8507
    24-12-2024 19.7488 20.7884
    23-12-2024 19.7237 20.761
    20-12-2024 19.6342 20.6642
    19-12-2024 19.9481 20.9936
    18-12-2024 20.1474 21.2024
    17-12-2024 20.4287 21.4975

    Fund Launch Date: 01/Dec/2021
    Fund Category: Value Fund
    Investment Objective: The primary investment objective of the scheme is to seek to achieve capital appreciation in the long-term by primarily investing in a welldiversified portfolio of value stocks. The AMC will have the discretion to completely or partially invest in any of the type of securities stated above with a view to maximize the returns or on defensive considerations. However, there can be no assurance that the investment objective of the Scheme will be realized, as actual market movements may be at variance with anticipated trends.
    Fund Description: An open ended equity scheme investing in a well-diversified portfolio of value stocks
    Fund Benchmark: NIFTY 500 Value 50 Total Returns Index
    Source: Fund FactSheet

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