Best Quant Mutual Fund (April 2024 )

Ranked On: 30 April 2024

Fund Name	BMSMONEY Rank	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
Quant Quantamental Fund	-	57.68%	33.99%	%	%	%	59.78%	36.13%	%	%	%	15.67%	-10.40%	-17.17%	13.67%	0.94	0.88	1.54
Nippon India Quant Fund	-	45.30%	24.31%	23.75%	16.53%	14.23%	46.07%	25.08%	24.60%	17.34%	14.84%	13.16%	-10.57%	-12.86%	5.02%	0.95	0.64	1.16
Icici Prudential Quant Fund	-	36.57%	18.99%	%	%	%	37.36%	19.76%	%	%	%	10.72%	-10.28%	-12.11%	3.37%	0.75	0.49	0.96
Tata Quant Fund	-	36.22%	14.67%	%	%	%	38.28%	16.56%	%	%	%	11.69%	-14.86%	-15.49%	-2.60%	0.74	0.19	0.38
Dsp Quant Fund	-	23.77%	11.86%	18.15%	%	%	24.66%	12.68%	19.03%	%	%	13.60%	-18.37%	-14.70%	-7.02%	0.95	0.17	0.29

Return Calculated On: 26 July 2024

Ratios Calculated On: 30 April 2024

Performance Indicators

Select Parameter:

LumpSum Investment Value Chart

SIP vs Lumpsum Investment (R) Chart

Monthly SIP of Rs. 1,000 for 1Y.
LumpSum Investment 1,000 * 1Y * 12 Months.

SIP vs Lumpsum Investment (D) Chart

Monthly SIP of Rs. 1,000 for 1Y.
LumpSum Investment 1,000 * 1Y * 12 Months.

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}
Fund Name	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP
DSP Quant Fund	14,852.40	14,067.46	50,392.80	46,767.20	138,168.00	91,218.30
ICICI Prudential Quant Fund	16,388.40	14,841.40	60,645.60	52,786.91
Iifl Quant Fund	19,360.80	16,134.90
Quant Quantamental Fund	18,921.60	15,915.71	86,605.20	66,436.13
Nippon India Quant Fund	17,436.00	15,254.28	69,148.80	57,523.97	174,114.00	118,484.76	245,070.00	186,486.22	453,840.00	316,329.24	1,226,538.00	636,099.66
Tata Quant Fund	16,346.40	14,624.58	54,280.80	51,738.62
Axis Quant Fund	16,162.80	14,507.45	59,436.00	52,369.38

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}
Fund Name	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP
DSP Quant Fund	14,959.20	14,123.92	51,505.20	47,309.65	143,340.00	93,104.82
ICICI Prudential Quant Fund	16,483.20	14,886.34	61,837.20	53,315.93
Iifl Quant Fund	19,599.60	16,254.71
Quant Quantamental Fund	19,173.60	16,037.47	90,820.80	68,193.61
Nippon India Quant Fund	17,528.40	15,298.75	70,444.80	58,064.44	180,174.00	120,686.76	257,308.80	191,594.17	478,932.00	328,015.20
Tata Quant Fund	16,593.60	14,749.10	57,016.80	53,099.42
Axis Quant Fund	16,419.60	14,637.48	62,438.40	53,755.85

Fund Name	VaR 1 Y _95%	Max Drawdown %	Average Drawdown %	Standard Deviation %	Semi Deviation %
Dsp Quant Fund	-14.70	-18.37	-5.97	13.60	9.20
Icici Prudential Quant Fund	-12.11	-10.28	-4.73	10.72	7.74
Iifl Quant Fund
Quant Quantamental Fund	-17.17	-10.40	-4.08	15.67	10.86
Nippon India Quant Fund	-12.86	-10.57	-4.51	13.16	9.28
Tata Quant Fund	-15.49	-14.86	-7.02	11.69	8.37
Axis Quant Fund

Fund Name	Sharpe Ratio	Sortino Ratio	Sterling ratio	Hurst Index	Jensen’s Alpha	Beta	R²	Modigliani² Measure	Active Return
Dsp Quant Fund	0.29	0.17	0.41	0.43	-7.02	0.95	0.85	0.98	-8.0194
Icici Prudential Quant Fund	0.96	0.49	0.90	0.37	3.37	0.75	0.86	1.65	-1.3483
Iifl Quant Fund
Quant Quantamental Fund	1.54	0.88	1.62	0.41	13.67	0.94	0.63	2.20	12.5623
Nippon India Quant Fund	1.16	0.64	1.15	0.38	5.02	0.95	0.91	1.86	4.0229
Tata Quant Fund	0.38	0.19	0.49	0.36	-2.60	0.74	0.70	1.06	-7.5055
Axis Quant Fund

Fund Name	1D	1W	1M	3M	6M	1Y	3Y	5Y	7Y	10Y	15Y
DSP Quant Fund	1.98%	1.68%	4.26%	11.66%	15.43%	23.77%	11.86%	18.15%	%	%	%
ICICI Prudential Quant Fund	1.46%	1.60%	5.06%	13.89%	19.72%	36.57%	18.99%	%	%	%	%
Iifl Quant Fund	2.18%	2.41%	6.75%	16.30%	25.25%	61.34%	%	%	%	%	%
Quant Quantamental Fund	1.51%	1.84%	4.01%	8.12%	22.40%	57.68%	33.99%	%	%	%	%
Nippon India Quant Fund	1.88%	2.17%	5.90%	10.91%	19.92%	45.30%	24.31%	23.75%	16.53%	14.23%	13.65%
Tata Quant Fund	1.41%	2.58%	5.33%	14.51%	20.38%	36.22%	14.67%	%	%	%	%
Axis Quant Fund	1.32%	1.56%	3.37%	7.99%	15.13%	34.69%	18.19%	%	%	%	%

Fund Name	1D	1W	1M	3M	6M	1Y	3Y	5Y	7Y	10Y	15Y
DSP Quant Fund	1.98%	1.69%	4.32%	11.85%	15.84%	24.66%	12.68%	19.03%	%	%	%
ICICI Prudential Quant Fund	1.47%	1.61%	5.08%	14.03%	19.98%	37.36%	19.76%	%	%	%	%
Iifl Quant Fund	2.18%	2.43%	6.87%	16.69%	26.05%	63.33%	%	%	%	%	%
Quant Quantamental Fund	1.52%	1.86%	4.12%	8.47%	23.16%	59.78%	36.13%	%	%	%	%
Nippon India Quant Fund	1.88%	2.18%	5.94%	11.04%	20.20%	46.07%	25.08%	24.60%	17.34%	14.84%	%
Tata Quant Fund	1.42%	2.60%	5.46%	14.93%	21.28%	38.28%	16.56%	%	%	%	%
Axis Quant Fund	1.37%	1.66%	3.50%	8.42%	16.00%	36.83%	20.15%	%	%	%	%

Fund Name	1 Year	3 Year	5 Year	7 Year	10 Year	15 Year
DSP Quant Fund	33.39%	17.75%	16.77%	%	%	%
ICICI Prudential Quant Fund	46.60%	26.50%	%	%	%	%
Iifl Quant Fund	69.43%	%	%	%	%	%
Quant Quantamental Fund	65.49%	44.13%	%	%	%	%
Nippon India Quant Fund	53.78%	32.93%	27.59%	22.39%	18.42%	15.36%
Tata Quant Fund	42.86%	25.02%	%	%	%	%
Axis Quant Fund	40.86%	25.91%	%	%	%	%

Fund Name	1 Year	3 Year	5 Year	7 Year	10 Year	15 Year
DSP Quant Fund	34.35%	18.57%	17.61%	%	%	%
ICICI Prudential Quant Fund	47.37%	27.24%	%	%	%	%
Iifl Quant Fund	71.59%	%	%	%	%	%
Quant Quantamental Fund	67.68%	46.22%	%	%	%	%
Nippon India Quant Fund	54.56%	33.64%	28.37%	23.15%	19.10%	%
Tata Quant Fund	45.00%	26.93%	%	%	%	%
Axis Quant Fund	43.08%	27.84%	%	%	%	%

Quant Mutual Fund