Quant Fund


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

हिंदी में: क्वांट फंड

Returns (Regular Plan)

As On: 31 May 2023
Fund Name 1 Day 1 Week 1 Month 3 Months 6 Months 1 Year 3 Years 5 Years
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank
Iifl Quant Fund
0.55
1
3.36
1
6.06
1
11.69
1
5.00
2
19.63
2
DSP Quant Fund
0.15
3
1.91
3
3.94
4
7.09
6
0.10
7
8.78
7
19.39
2
Nippon India Quant Fund
-0.34
7
1.77
4
3.13
6
7.10
5
3.37
5
18.57
3
24.05
1
12.26
1
Tata Quant Fund
0.08
4
2.00
2
6.01
2
8.76
4
5.25
1
15.70
4
13.67
3
ICICI Prudential Quant Fund
0.07
5
1.55
7
3.56
5
5.74
7
1.82
6
11.76
6
Quant Quantamental Fund
-0.11
6
1.73
5
2.94
7
8.92
3
3.45
4
26.37
1
Axis Quant Fund
0.17
2
1.66
6
4.11
3
9.91
2
3.46
3
15.58
5

Returns (Direct Plan)

As On: 31 May 2023
Fund Name 1 Day 1 Week 1 Month 3 Months 6 Months 1 Year 3 Years 5 Years
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank
Iifl Quant Fund
0.55
1
3.36
1
6.06
1
11.69
1
5.00
2
19.63
2
DSP Quant Fund
0.15
3
1.91
3
3.94
4
7.09
6
0.10
7
8.78
7
19.39
2
Nippon India Quant Fund
-0.34
7
1.77
4
3.13
6
7.10
5
3.37
5
18.57
3
24.05
1
12.26
1
Tata Quant Fund
0.08
4
2.00
2
6.01
2
8.76
4
5.25
1
15.70
4
13.67
3
ICICI Prudential Quant Fund
0.07
5
1.55
7
3.56
5
5.74
7
1.82
6
11.76
6
Quant Quantamental Fund
-0.11
6
1.73
5
2.94
7
8.92
3
3.45
4
26.37
1
Axis Quant Fund
0.17
2
1.66
6
4.11
3
9.91
2
3.46
3
15.58
5
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As On: 31 May 2023
Fund Name 1 Month Median Return 3 Month Median Return 6 Month Median Return 1 Year Median Return 3 Year Median Return
% Rank % Rank % Rank % Rank % Rank

Dsp Quant Fund

0.51
6
0.04
7
-1.32
7
6.96
2

Nippon India Quant Fund

1.45
2
3.41
2
3.59
2
13.84
1
16.63
1

Tata Quant Fund

0.96
3
2.18
4
2.38
3
4.00
3

Icici Prudential Quant Fund

0.64
4
2.21
3
1.61
4

Quant Quantamental Fund

2.76
1
5.17
1
6.49
1

Axis Quant Fund

0.46
7
0.37
6
0.74
6

Iifl Quant Fund

0.57
5
0.92
5
1.13
5
As On: 31 May 2023
Fund Name 1 Month Median Return 3 Month Median Return 6 Month Median Return 1 Year Median Return 3 Year Median Return
% Rank % Rank % Rank % Rank % Rank

Dsp Quant Fund

0.58
7
0.22
7
-0.96
7
7.76
2

Nippon India Quant Fund

1.50
2
3.58
2
3.85
2
14.72
1
17.55
1

Tata Quant Fund

1.11
3
2.61
3
3.26
3
5.77
3

Icici Prudential Quant Fund

0.73
4
2.39
4
1.96
4

Quant Quantamental Fund

2.90
1
5.55
1
7.40
1

Axis Quant Fund

0.63
6
0.82
6
1.58
6

Iifl Quant Fund

0.67
5
1.21
5
1.71
5
As On: 31 March 2023
Fund Name VaR 1 Y 95% Max Drawdown Average Drawdown Standard Deviation Semi Deviation
% Rank % Rank % Rank % Rank % Rank

Dsp Quant Fund

-14.70
2
-18.37
3
-6.17
3
17.84
3
11.00
3

Nippon India Quant Fund

-12.86
1
-10.57
1
-4.25
1
15.81
2
9.82
2

Tata Quant Fund

-16.50
3
-14.86
2
-5.17
2
15.74
1
9.12
1
As On: 31 March 2023
Fund Name Sharpe Ratio Sortino Ratio Sterling ratio Hurst Index Jensen’s Alpha Beta R2 Treynor Ratio Modigliani2 Measure Active Return
% Rank % Rank % Rank % Rank Value Rank % Rank % Rank % Rank % Rank

Dsp Quant Fund

0.82
2
0.52
2
0.80
2
0.42
-5.42
2 0.94 1
0.90
2
0.16
2
1.86
2
-0.0730
2

Nippon India Quant Fund

1.23
1
0.82
1
1.36
1
0.43
2.66
1 0.84 2
0.91
1
0.23
1
2.40
1
-0.0214
1

Tata Quant Fund

0.48
3
0.32
3
0.62
3
0.45
-7.77
3 0.76 3
0.76
3
0.10
3
1.39
3
-0.1478
3




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

More Mutual Fund Analysis Article

फायदा:

  1.     विविधता
  2.     व्यावसायिक प्रबंधन
  3.     पैमाने की अर्थव्यवस्थाएं (ईकानमी ऑफ स्केल)
  4.     तरलता (लिक्विडिटी)
  5.     विभिन्न प्रकार के निवेश विकल्प
  6.     स्वत: पुनर्निवेश

नुकसान:

  1.     शुल्क और व्यय
  2.     रिटर्न की कोई गारंटी नहीं
  3.     सीमित नियंत्रण
  4.     अंडरपरफॉर्मेंस की संभावना
  5.     कर (टैक्स)

 

  • The Treynor Ratio is a performance metric for mutual funds, measuring returns earned above a risk-free investment per unit of market risk.
  • Advantages include risk-adjusted performance evaluation, simplicity, and usefulness for diversified portfolios.
  • Disadvantages involve ignoring unsystematic risk, dependence on beta accuracy, and lack of consideration for current market conditions.
  • The Treynor Ratio is a valuable tool for informed investment decisions but should not be used in isolation.

  • The Sortino Ratio is a risk-adjusted performance measure that evaluates mutual funds based on their downside volatility.
  • It emphasizes downside risk, making it useful for risk-averse investors concerned about capital preservation.
  • The Sortino Ratio helps investors choose funds aligned with their risk tolerance and investment goals.
  • It identifies consistent performers with better risk-adjusted returns.
  • However, the Sortino Ratio neglects the upside potential of investments.