Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
| 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 |
-0.22
|
4 |
0.03
|
6 |
-3.00
|
6 |
-3.84
|
6 |
0.08
|
6 |
3.25
|
3 |
|
|
||
| DSP Quant Fund |
-0.04
|
2 |
0.62
|
4 |
-1.91
|
4 |
-3.31
|
5 |
-1.94
|
7 |
-3.99
|
7 |
12.00
|
2 |
|
|
| Nippon India Quant Fund |
-0.21
|
3 |
1.05
|
2 |
-0.54
|
1 |
-0.17
|
2 |
5.24
|
2 |
6.68
|
2 |
16.94
|
1 |
10.70
|
1 |
| Tata Quant Fund |
0.00
|
1 |
1.50
|
1 |
-1.96
|
5 |
-1.03
|
4 |
4.73
|
3 |
2.79
|
4 |
2.15
|
3 |
|
|
| ICICI Prudential Quant Fund |
-0.34
|
6 |
0.70
|
3 |
-0.62
|
2 |
-0.28
|
3 |
2.92
|
4 |
1.83
|
5 |
|
|
||
| Quant Quantamental Fund |
-0.34
|
5 |
-1.32
|
7 |
-4.15
|
7 |
1.80
|
1 |
11.85
|
1 |
15.29
|
1 |
|
|
||
| Axis Quant Fund |
-0.37
|
7 |
0.28
|
5 |
-0.65
|
3 |
-4.37
|
7 |
1.23
|
5 |
-0.83
|
6 |
|
|
||
| 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 |
-0.22
|
4 |
0.03
|
6 |
-3.00
|
6 |
-3.84
|
6 |
0.08
|
6 |
3.25
|
3 |
|
|
||
| DSP Quant Fund |
-0.04
|
2 |
0.62
|
4 |
-1.91
|
4 |
-3.31
|
5 |
-1.94
|
7 |
-3.99
|
7 |
12.00
|
2 |
|
|
| Nippon India Quant Fund |
-0.21
|
3 |
1.05
|
2 |
-0.54
|
1 |
-0.17
|
2 |
5.24
|
2 |
6.68
|
2 |
16.94
|
1 |
10.70
|
1 |
| Tata Quant Fund |
0.00
|
1 |
1.50
|
1 |
-1.96
|
5 |
-1.03
|
4 |
4.73
|
3 |
2.79
|
4 |
2.15
|
3 |
|
|
| ICICI Prudential Quant Fund |
-0.34
|
6 |
0.70
|
3 |
-0.62
|
2 |
-0.28
|
3 |
2.92
|
4 |
1.83
|
5 |
|
|
||
| Quant Quantamental Fund |
-0.34
|
5 |
-1.32
|
7 |
-4.15
|
7 |
1.80
|
1 |
11.85
|
1 |
15.29
|
1 |
|
|
||
| Axis Quant Fund |
-0.37
|
7 |
0.28
|
5 |
-0.65
|
3 |
-4.37
|
7 |
1.23
|
5 |
-0.83
|
6 |
|
|
||
| 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 |
-0.81
|
7 |
-2.23
|
6 |
-2.31
|
6 |
16.88
|
2 |
|
|
| Nippon India Quant Fund |
0.00
|
4 |
2.48
|
2 |
1.98
|
2 |
23.44
|
1 |
15.77
|
1 |
| Tata Quant Fund |
0.29
|
2 |
0.10
|
4 |
-2.22
|
5 |
5.31
|
3 |
|
|
| Icici Prudential Quant Fund |
0.07
|
3 |
0.60
|
3 |
-0.27
|
4 |
|
|
||
| Quant Quantamental Fund |
1.62
|
1 |
7.11
|
1 |
8.12
|
1 |
|
|
||
| Axis Quant Fund |
-0.44
|
6 |
-1.97
|
5 |
0.28
|
3 |
|
|
||
| Iifl Quant Fund |
-0.33
|
5 |
|
|
|
|
||||
| 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 |
-0.75
|
7 |
-2.05
|
6 |
-1.96
|
6 |
17.72
|
2 |
|
|
| Nippon India Quant Fund |
0.04
|
4 |
2.65
|
2 |
2.38
|
2 |
24.41
|
1 |
16.70
|
1 |
| Tata Quant Fund |
0.40
|
2 |
0.55
|
4 |
-1.35
|
5 |
6.96
|
3 |
|
|
| Icici Prudential Quant Fund |
0.13
|
3 |
0.71
|
3 |
0.07
|
4 |
|
|
||
| Quant Quantamental Fund |
1.76
|
1 |
7.59
|
1 |
9.07
|
1 |
|
|
||
| Axis Quant Fund |
-0.30
|
6 |
-1.57
|
5 |
1.10
|
3 |
|
|
||
| Iifl Quant Fund |
-0.23
|
5 |
|
|
|
|
||||
| Fund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Dsp Quant Fund |
-19.03
|
2 |
-22.82
|
2 |
-11.08
|
2 |
21.15
|
2 |
15.63
|
2 |
| Nippon India Quant Fund |
-14.91
|
1 |
-22.25
|
1 |
-7.38
|
1 |
19.46
|
1 |
14.78
|
1 |
| 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 |
0.29
|
2 |
0.16
|
2 |
0.40
|
2 |
0.47
|
-2.67
|
2 | 0.90 | 1 |
0.92
|
2 |
0.07
|
2 |
1.26
|
2 |
-0.0432
|
2 |
| Nippon India Quant Fund |
0.52
|
1 |
0.25
|
1 |
0.54
|
1 |
0.49
|
2.68
|
1 | 0.84 | 2 |
0.95
|
1 |
0.12
|
1 |
1.66
|
1 |
-0.0002
|
1 |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
More Mutual Fund Analysis ArticleA mutual fund is a pool of funds collected from individuals/ companies/ other entities to invest in financial securities like equity and bond, gold/silver, and commodities. Each mutual fund is managed by one or more fund manager.
This post will describe the methodology used for different calculations on this website.