Use Landscape Mode

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 -
42.77% 21.92% 20.13% 15.87% 14.42% 43.54% 22.71% 20.97% 16.69% 15.18% 13.16% -10.57% -12.86% 5.67% 0.94 0.59 1.08
Icici Prudential Quant F… -
33.00% 16.50% % % % 33.84% 17.28% % % % 10.78% -10.28% -12.11% 4.03% 0.75 0.46 0.88
Tata Quant Fund -
27.46% 11.41% % % % 29.38% 13.18% % % % 11.63% -14.86% -15.49% -2.48% 0.73 0.14 0.27
Dsp Quant Fund -
19.76% 10.94% % % % 20.63% 11.75% % % % 13.69% -18.37% -14.70% -6.07% 0.95 0.15 0.25

Return Calculated On: 08 May 2024

Ratios Calculated On: 28 March 2024





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



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
LumpSum SIP LumpSum SIP LumpSum SIP LumpSum SIP LumpSum SIP LumpSum SIP
DSP Quant Fund 14371.2 13003.24 49150.8 42136.42
ICICI Prudential Quant Fund 15960.0 13925.78 56923.2 47656.48
Iifl Quant Fund 18794.4 15147.54
Quant Quantamental Fund 19345.2 15762.88 80722.8 62139.13
Nippon India Quant Fund 17132.4 14545.21 65250.0 52600.07 150090.0 110501.1 235536.0 172007.98 461652.0 289455.0 1437660.0 581924.16
Tata Quant Fund 15295.2 13401.5 49784.4 45594.68
Axis Quant Fund 16311.6 14120.08

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 14475.6 13055.72 50234.4 42624.65
ICICI Prudential Quant Fund 16060.8 13974.96 58068.0 48155.76
Iifl Quant Fund 19015.2 15252.64
Quant Quantamental Fund 19614.0 15884.33 84751.2 63798.95
Nippon India Quant Fund 17224.8 14589.36 66513.6 53108.03 155418.0 112630.26 247430.4 176800.26 493056.0 300223.56
Tata Quant Fund 15525.6 13515.12 52192.8 46782.83
Axis Quant Fund 16567.2 14241.2

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

As On: 08 May 2024
Fund Name 1D 1W 1M 3M 6M 1Y 3Y 5Y 7Y 10Y 15Y
DSP Quant Fund
-0.10%
-0.51%
-2.02%
2.61%
11.63%
19.76%
10.94%
%
%
%
%
ICICI Prudential Quant Fund
0.05%
0.31%
1.13%
4.52%
18.85%
33.00%
16.50%
%
%
%
%
Iifl Quant Fund
1.15%
-2.03%
0.42%
4.47%
28.94%
56.62%
%
%
%
%
%
Quant Quantamental Fund
0.80%
-2.61%
-0.39%
5.70%
36.17%
61.21%
30.89%
%
%
%
%
Nippon India Quant Fund
0.79%
-2.09%
-0.20%
4.55%
26.20%
42.77%
21.92%
20.13%
15.87%
14.42%
14.86%
Tata Quant Fund
0.96%
-1.26%
1.24%
5.29%
12.30%
27.46%
11.41%
%
%
%
%
Axis Quant Fund
0.71%
-1.65%
-0.26%
3.47%
21.84%
35.93%
%
%
%
%
%

As On: 08 May 2024
Fund Name 1D 1W 1M 3M 6M 1Y 3Y 5Y 7Y 10Y 15Y
DSP Quant Fund
-0.09%
-0.49%
-1.96%
2.79%
12.03%
20.63%
11.75%
%
%
%
%
ICICI Prudential Quant Fund
0.05%
0.35%
1.21%
4.68%
19.18%
33.84%
17.28%
%
%
%
%
Iifl Quant Fund
1.15%
-2.01%
0.53%
4.79%
29.71%
58.46%
%
%
%
%
%
Quant Quantamental Fund
0.80%
-2.59%
-0.28%
6.02%
37.02%
63.45%
33.03%
%
%
%
%
Nippon India Quant Fund
0.79%
-2.08%
-0.16%
4.67%
26.52%
43.54%
22.71%
20.97%
16.69%
15.18%
%
Tata Quant Fund
0.97%
-1.23%
1.36%
5.68%
13.14%
29.38%
13.18%
%
%
%
%
Axis Quant Fund
0.68%
-1.63%
-0.12%
3.90%
22.73%
38.06%
%
%
%
%
%

As On: 08 May 2024
Fund Name 1 Year 3 Year 5 Year 7 Year 10 Year 15 Year
DSP Quant Fund
15.83%
10.49%
%
%
%
%
ICICI Prudential Quant Fund
30.98%
19.09%
%
%
%
%
Iifl Quant Fund
51.85%
%
%
%
%
%
Quant Quantamental Fund
62.68%
38.86%
%
%
%
%
Nippon India Quant Fund
41.45%
26.24%
24.68%
20.11%
16.78%
14.33%
Tata Quant Fund
22.31%
15.96%
%
%
%
%
Axis Quant Fund
34.24%
%
%
%
%
%

As On: 08 May 2024
Fund Name 1 Year 3 Year 5 Year 7 Year 10 Year 15 Year
DSP Quant Fund
16.68%
11.28%
%
%
%
%
ICICI Prudential Quant Fund
31.80%
19.83%
%
%
%
%
Iifl Quant Fund
53.68%
%
%
%
%
%
Quant Quantamental Fund
64.84%
40.92%
%
%
%
%
Nippon India Quant Fund
42.21%
26.95%
25.47%
20.88%
17.45%
%
Tata Quant Fund
24.17%
17.77%
%
%
%
%
Axis Quant Fund
36.28%
%
%
%
%
%