Quant Value Fund Overview
Category Value Fund
BMSMONEY Rank 12
Rating
Growth Option 21-02-2025
NAV ₹17.63(R) -0.34% ₹18.61(D) -0.33%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular -4.79% 21.49% -% -% -%
Direct -3.35% 23.49% -% -% -%
Nifty 500 TRI 3.79% 13.47% 16.97% 13.57% 12.47%
SIP (XIRR) Regular -21.1% 19.27% -% -% -%
Direct -19.81% 21.24% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.66 0.36 0.8 3.83% 0.11
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
20.2% -25.47% -16.24% 1.26 14.03%
Top Value Fund
Fund Name Rank Rating
Quantum Long Term Equity Value Fund 1
Axis Value Fund 2
Icici Prudential Value Discovery Fund 3
UTI Value Fund 4

NAV Date: 21-02-2025

Scheme Name NAV Rupee Change Percent Change
Quant Value Fund - Growth Option - Regular Plan 17.63
-0.0600
-0.3400%
Quant Value Fund - IDCW Option - Direct Plan 17.68
-0.0600
-0.3300%
Quant Value Fund - IDCW Option- Regular Plan 17.73
-0.0600
-0.3400%
Quant Value Fund - Growth Option - Direct Plan 18.61
-0.0600
-0.3300%

Review Date: 21-02-2025

quant Value Fund has exhibited poor performance in the Value Fund category. The fund has rank of 12 out of 16 funds in the category. The fund has delivered return of -4.79% in 1 year and 21.49% in 3 years. The category average for the same periods is 3.14% and 17.3% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 20.2, VaR of -25.47, Average Drawdown of -7.56, Semi Deviation of 14.03 and Max Drawdown of -16.24. The category average for the same parameters is 14.41, -18.02, -6.17, 10.1 and -12.49 respectively. The fund has high risk in the category.
  • standard deviation of 20.2 and based on VaR one can expect to lose more than -25.47% of current value of fund in one year.
  • Sharpe ratio of the fund is 0.66 which shows average performance of fund in the value fund category.
  • The fund has R-square of 0.77, Beta of 1.26 and Jensen's Alpha of 3.83% which exhibit average performance in the value fund category .


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    KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % -7.41 -3.35
    -4.66
    		-10.74 | -1.20 17 | 20 Poor
    3M Return % -8.31 -5.00
    -6.71
    		-9.72 | -2.34 13 | 20 Average
    6M Return % -19.32 -11.16
    -12.59
    		-19.32 | -5.87 19 | 20 Poor
    1Y Return % -4.79 3.79
    3.14
    		-4.79 | 13.10 19 | 20 Poor
    3Y Return % 21.49 13.47
    17.30
    		12.08 | 21.49 1 | 16 Very Good
    1Y SIP Return % -21.10
    -10.47
    		-21.10 | -0.50 19 | 19 Poor
    3Y SIP Return % 19.27
    17.03
    		12.83 | 20.71 5 | 16 Good
    Standard Deviation 20.20
    14.41
    		11.68 | 20.20 16 | 16 Poor
    Semi Deviation 14.03
    10.10
    		8.12 | 14.03 16 | 16 Poor
    Max Drawdown % -16.24
    -12.49
    		-16.24 | -7.96 16 | 16 Poor
    VaR 1 Y % -25.47
    -18.02
    		-25.47 | -12.98 16 | 16 Poor
    Average Drawdown % -7.56
    -6.17
    		-7.91 | -3.32 15 | 16 Poor
    Sharpe Ratio 0.66
    0.69
    		0.34 | 1.01 9 | 16 Average
    Sterling Ratio 0.80
    0.78
    		0.53 | 1.08 8 | 16 Good
    Sortino Ratio 0.36
    0.37
    		0.19 | 0.56 9 | 16 Average
    Jensen Alpha % 3.83
    3.87
    		-1.38 | 8.56 9 | 16 Average
    Treynor Ratio 0.11
    0.10
    		0.05 | 0.15 8 | 16 Good
    Modigliani Square Measure % 14.76
    16.97
    		11.90 | 23.16 14 | 16 Poor
    Alpha % 7.31
    3.63
    		-1.95 | 7.48 2 | 16 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 % -7.28 -3.35 -4.58 -10.63 | -1.12 17 | 20
    3M Return % -7.94 -5.00 -6.46 -9.45 | -2.21 13 | 20
    6M Return % -18.68 -11.16 -12.11 -18.68 | -5.45 19 | 20
    1Y Return % -3.35 3.79 4.29 -3.35 | 13.88 19 | 20
    3Y Return % 23.49 13.47 18.60 13.78 | 23.49 1 | 16
    1Y SIP Return % -19.81 -9.45 -19.81 | 0.43 19 | 19
    3Y SIP Return % 21.24 18.37 14.47 | 22.40 4 | 16
    Standard Deviation 20.20 14.41 11.68 | 20.20 16 | 16
    Semi Deviation 14.03 10.10 8.12 | 14.03 16 | 16
    Max Drawdown % -16.24 -12.49 -16.24 | -7.96 16 | 16
    VaR 1 Y % -25.47 -18.02 -25.47 | -12.98 16 | 16
    Average Drawdown % -7.56 -6.17 -7.91 | -3.32 15 | 16
    Sharpe Ratio 0.66 0.69 0.34 | 1.01 9 | 16
    Sterling Ratio 0.80 0.78 0.53 | 1.08 8 | 16
    Sortino Ratio 0.36 0.37 0.19 | 0.56 9 | 16
    Jensen Alpha % 3.83 3.87 -1.38 | 8.56 9 | 16
    Treynor Ratio 0.11 0.10 0.05 | 0.15 8 | 16
    Modigliani Square Measure % 14.76 16.97 11.90 | 23.16 14 | 16
    Alpha % 7.31 3.63 -1.95 | 7.48 2 | 16
    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 -0.34 ₹ 9,966.00 -0.33 ₹ 9,967.00
    1W 1.17 ₹ 10,117.00 1.20 ₹ 10,120.00
    1M -7.41 ₹ 9,259.00 -7.28 ₹ 9,272.00
    3M -8.31 ₹ 9,169.00 -7.94 ₹ 9,206.00
    6M -19.32 ₹ 8,068.00 -18.68 ₹ 8,132.00
    1Y -4.79 ₹ 9,521.00 -3.35 ₹ 9,665.00
    3Y 21.49 ₹ 17,933.00 23.49 ₹ 18,832.00
    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 -21.10 ₹ 10,572.44 -19.81 ₹ 10,663.14
    3Y ₹ 36000 19.27 ₹ 47,829.20 21.24 ₹ 49,163.29
    5Y ₹ 60000 ₹ ₹
    7Y ₹ 84000 ₹ ₹
    10Y ₹ 120000 ₹ ₹
    15Y ₹ 180000 ₹ ₹


    Date Quant Value Fund NAV Regular Growth Quant Value Fund NAV Direct Growth
    21-02-2025 17.6341 18.6114
    20-02-2025 17.6939 18.6737
    19-02-2025 17.538 18.5083
    18-02-2025 17.3168 18.274
    17-02-2025 17.436 18.399
    14-02-2025 17.4308 18.391
    13-02-2025 17.7978 18.7773
    12-02-2025 17.8098 18.7891
    11-02-2025 17.8519 18.8328
    10-02-2025 18.2743 19.2775
    07-02-2025 18.5431 19.5583
    06-02-2025 18.7219 19.7461
    05-02-2025 18.8228 19.8516
    04-02-2025 18.7092 19.7309
    03-02-2025 18.399 19.4029
    31-01-2025 18.6037 19.6161
    30-01-2025 18.2487 19.2409
    29-01-2025 18.2549 19.2466
    28-01-2025 18.0239 19.0021
    27-01-2025 18.1136 19.0959
    24-01-2025 18.5529 19.5563
    23-01-2025 18.8585 19.8776
    22-01-2025 18.8651 19.8837
    21-01-2025 19.0463 20.0737

    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.