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Ranked On: 28 March 2024
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Nippon India Quant Fund | - | |
47.17% | 24.09% | 19.51% | 16.05% | 14.70% | 47.97% | 24.89% | 20.35% | 16.87% | 15.45% | 13.16% | -10.57% | -12.86% | 5.67% | 0.94 | 0.59 | 1.08 |
Icici Prudential Quant F… | - | |
33.91% | 18.92% | % | % | % | 34.71% | 19.71% | % | % | % | 10.78% | -10.28% | -12.11% | 4.03% | 0.75 | 0.46 | 0.88 |
Tata Quant Fund | - | |
31.67% | 12.03% | % | % | % | 33.66% | 13.81% | % | % | % | 11.63% | -14.86% | -15.49% | -2.48% | 0.73 | 0.14 | 0.27 |
Dsp Quant Fund | - | |
23.13% | 11.87% | % | % | % | 24.02% | 12.69% | % | % | % | 13.69% | -18.37% | -14.70% | -6.07% | 0.95 | 0.15 | 0.25 |
Return Calculated On: 25 April 2024
Ratios Calculated On: 28 March 2024
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP Quant Fund | 14775.6 | 13244.77 | 50400.0 | 42906.17 | ||||||||
ICICI Prudential Quant Fund | 16069.2 | 13996.13 | 60541.2 | 47915.68 | ||||||||
Iifl Quant Fund | 19328.4 | 15490.87 | ||||||||||
Quant Quantamental Fund | 20240.4 | 16601.42 | ||||||||||
Nippon India Quant Fund | 17660.4 | 15049.51 | 68785.2 | 54070.81 | 146286.0 | 113159.34 | 238089.6 | 175117.24 | 472824.0 | 293948.16 | 1467090.0 | 595635.12 |
Tata Quant Fund | 15800.4 | 13631.48 | 50612.4 | 46304.86 | ||||||||
Axis Quant Fund | 16888.8 | 14534.68 |
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP Quant Fund | 14882.4 | 13298.3 | 51512.4 | 43402.86 | ||||||||
ICICI Prudential Quant Fund | 16165.2 | 14038.22 | 61754.4 | 48398.8 | ||||||||
Iifl Quant Fund | 19554.0 | 15597.28 | ||||||||||
Quant Quantamental Fund | 20524.8 | 16729.48 | ||||||||||
Nippon India Quant Fund | 17756.4 | 15095.6 | 70128.0 | 54596.16 | 151494.0 | 115341.18 | 250135.2 | 179987.89 | 505008.0 | 304795.92 | ||
Tata Quant Fund | 16039.2 | 13747.6 | 53064.0 | 47514.28 | ||||||||
Axis Quant Fund | 17138.4 | 14656.73 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp Quant Fund |
-14.70 | -18.37 | -6.25 | 13.69 | 9.24 |
Icici Prudential Quant Fund |
-12.11 | -10.28 | -4.73 | 10.78 | 7.70 |
Iifl Quant Fund |
|||||
Quant Quantamental Fund |
|||||
Nippon India Quant Fund |
-12.86 | -10.57 | -4.51 | 13.16 | 9.17 |
Tata Quant Fund |
-15.49 | -14.86 | -7.02 | 11.63 | 8.21 |
Axis Quant Fund |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp Quant Fund |
0.25
|
0.15
|
0.40
|
0.43
|
-6.07
|
0.95 |
0.86
|
|
0.96
|
-6.8642
|
Icici Prudential Quant Fund |
0.88
|
0.46
|
0.88
|
0.38
|
4.03
|
0.75 |
0.86
|
|
1.61
|
-0.3607
|
Iifl Quant Fund |
|
|
|
|
|
|
|
|
|
|
Quant Quantamental Fund |
|
|
|
|
|
|
|
|
|
|
Nippon India Quant Fund |
1.08
|
0.59
|
1.10
|
0.38
|
5.67
|
0.94 |
0.90
|
|
1.80
|
4.6017
|
Tata Quant Fund |
0.27
|
0.14
|
0.44
|
0.37
|
-2.48
|
0.73 |
0.70
|
|
0.97
|
-7.1798
|
Axis Quant Fund |
|
|
|
|
|
|
|
|
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
0.18%
|
1.65%
|
0.77%
|
3.21%
|
14.95%
|
23.13%
|
11.87%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
0.05%
|
1.31%
|
1.78%
|
4.47%
|
20.43%
|
33.91%
|
18.92%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
0.53%
|
1.89%
|
2.40%
|
6.40%
|
34.37%
|
61.07%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
0.67%
|
2.61%
|
7.80%
|
12.08%
|
47.66%
|
68.67%
|
%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
1.01%
|
2.87%
|
4.02%
|
7.37%
|
32.84%
|
47.17%
|
24.09%
|
19.51%
|
16.05%
|
14.70%
|
15.01%
|
Tata Quant Fund |
0.50%
|
3.17%
|
4.24%
|
4.90%
|
14.64%
|
31.67%
|
12.03%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
0.91%
|
2.91%
|
2.97%
|
6.20%
|
28.02%
|
40.74%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
0.17%
|
1.66%
|
0.82%
|
3.39%
|
15.36%
|
24.02%
|
12.69%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
0.00%
|
1.28%
|
1.80%
|
4.53%
|
20.77%
|
34.71%
|
19.71%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
0.54%
|
1.91%
|
2.51%
|
6.71%
|
35.16%
|
62.95%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
0.67%
|
2.63%
|
7.91%
|
12.40%
|
48.58%
|
71.04%
|
%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
0.87%
|
2.90%
|
3.03%
|
6.53%
|
28.93%
|
42.82%
|
%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
1.01%
|
2.88%
|
4.05%
|
7.49%
|
33.19%
|
47.97%
|
24.89%
|
20.35%
|
16.87%
|
15.45%
|
%
|
Tata Quant Fund |
0.50%
|
3.20%
|
4.37%
|
5.28%
|
15.51%
|
33.66%
|
13.81%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
19.70%
|
11.72%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
32.08%
|
19.46%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
57.71%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
77.55%
|
%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
50.01%
|
28.26%
|
25.66%
|
20.61%
|
17.06%
|
14.60%
|
Tata Quant Fund |
26.03%
|
17.03%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
41.17%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
20.57%
|
12.52%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
32.79%
|
20.18%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
59.59%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
79.88%
|
%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
50.81%
|
28.98%
|
26.46%
|
21.38%
|
17.73%
|
%
|
Tata Quant Fund |
27.95%
|
18.86%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
43.25%
|
%
|
%
|
%
|
%
|
%
|