Icici Prudential Quant Fund Overview | ||||||
---|---|---|---|---|---|---|
Category | Quant Fund | |||||
BMSMONEY Rank | None | |||||
BMSMONEY Rating | ||||||
Growth Option | As On: | 24-04-2024 | ||||
NAV | ₹19.38 (R) | +0.41% | ₹19.83 (D) | +0.46% | ||
Returns Gro. Opt. | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum Reg. P | 34.49% | 18.9% | -% | -% | -% | |
LumpSum Dir. P | 35.36% | 19.71% | -% | -% | -% | |
SIP Reg. P | 32.07% | 17.48% | -% | -% | -% | |
SIP Dir. P | 32.91% | 18.24% | -% | -% | -% | |
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
0.88 | 0.46 | 0.88 | 4.03% | 0.13 | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
10.78% | -12.11% | -10.28% | 0.75 | 7.7% |
NAV Date: 24-04-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
ICICI Prudential Quant Fund IDCW | 14.75 |
0.0700
|
0.4800%
|
ICICI Prudential Quant Fund Direct Plan IDCW | 15.15 |
0.0700
|
0.4600%
|
ICICI Prudential Quant Fund Growth | 19.38 |
0.0800
|
0.4100%
|
ICICI Prudential Quant Fund Direct Plan Growth | 19.83 |
0.0900
|
0.4600%
|
Review Date: March 28, 2024
A review of the different performance parameters of the fund is as follows:KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
1M Return % | 1.73 |
2.86
|
0.59 | 7.08 | 6 | 7 |
No
|
No
|
Yes
|
|
3M Return % | 5.56 |
7.32
|
3.67 | 13.97 | 5 | 7 |
No
|
No
|
No
|
|
6M Return % | 18.60 |
25.33
|
12.27 | 46.21 | 5 | 7 |
No
|
No
|
No
|
|
1Y Return % | 34.49 |
43.67
|
23.72 | 68.74 | 5 | 7 |
No
|
No
|
No
|
|
3Y Return % | 18.90 |
16.55
|
11.80 | 23.68 | 2 | 4 |
Yes
|
No
|
No
|
|
1Y SIP Return % | 32.07 |
42.20
|
19.17 | 76.08 | 5 | 7 |
No
|
No
|
No
|
|
3Y SIP Return % | 17.48 |
16.83
|
9.61 | 25.52 | 2 | 4 |
Yes
|
No
|
No
|
|
Standard Deviation | 10.78 |
12.32
|
10.78 | 13.69 | 1 | 4 |
Yes
|
Yes
|
No
|
|
Semi Deviation | 7.70 |
8.58
|
7.70 | 9.24 | 1 | 4 |
Yes
|
Yes
|
No
|
|
Max Drawdown % | -10.28 |
-13.52
|
-18.37 | -10.28 | 1 | 4 |
Yes
|
Yes
|
No
|
|
VaR 1 Y % | -12.11 |
-13.79
|
-15.49 | -12.11 | 1 | 4 |
Yes
|
Yes
|
No
|
|
Average Drawdown % | -4.73 |
-5.63
|
-7.02 | -4.51 | 2 | 4 |
Yes
|
No
|
No
|
|
Sharpe Ratio | 0.88 |
0.62
|
0.25 | 1.08 | 2 | 4 |
Yes
|
No
|
No
|
|
Sterling Ratio | 0.88 |
0.70
|
0.40 | 1.10 | 2 | 4 |
Yes
|
No
|
No
|
|
Sortino Ratio | 0.46 |
0.33
|
0.14 | 0.59 | 2 | 4 |
Yes
|
No
|
No
|
|
Jensen Alpha % | 4.03 |
0.29
|
-6.07 | 5.67 | 2 | 4 |
Yes
|
No
|
No
|
|
Treynor Ratio | 0.13 |
0.09
|
0.04 | 0.15 | 2 | 4 |
Yes
|
No
|
No
|
|
Modigliani Square Measure % | 21.77 |
17.03
|
10.95 | 22.97 | 2 | 4 |
Yes
|
No
|
No
|
|
Alpha % | -0.36 |
-2.45
|
-7.18 | 4.60 | 2 | 4 |
Yes
|
No
|
No
|
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
1M Return % | 1.80 | 2.94 | 0.65 | 7.18 | 6 | 7 |
No
|
No
|
Yes
|
|
3M Return % | 5.70 | 7.59 | 3.86 | 14.31 | 5 | 7 |
No
|
No
|
No
|
|
6M Return % | 18.96 | 25.99 | 13.11 | 47.12 | 5 | 7 |
No
|
No
|
No
|
|
1Y Return % | 35.36 | 45.24 | 24.61 | 71.11 | 5 | 7 |
No
|
No
|
No
|
|
3Y Return % | 19.71 | 17.60 | 12.62 | 24.47 | 2 | 4 |
Yes
|
No
|
No
|
|
1Y SIP Return % | 32.91 | 43.73 | 20.04 | 78.39 | 5 | 7 |
No
|
No
|
No
|
|
3Y SIP Return % | 18.24 | 17.85 | 10.40 | 26.23 | 2 | 4 |
Yes
|
No
|
No
|
|
Standard Deviation | 10.78 | 12.32 | 10.78 | 13.69 | 1 | 4 |
Yes
|
Yes
|
No
|
|
Semi Deviation | 7.70 | 8.58 | 7.70 | 9.24 | 1 | 4 |
Yes
|
Yes
|
No
|
|
Max Drawdown % | -10.28 | -13.52 | -18.37 | -10.28 | 1 | 4 |
Yes
|
Yes
|
No
|
|
VaR 1 Y % | -12.11 | -13.79 | -15.49 | -12.11 | 1 | 4 |
Yes
|
Yes
|
No
|
|
Average Drawdown % | -4.73 | -5.63 | -7.02 | -4.51 | 2 | 4 |
Yes
|
No
|
No
|
|
Sharpe Ratio | 0.88 | 0.62 | 0.25 | 1.08 | 2 | 4 |
Yes
|
No
|
No
|
|
Sterling Ratio | 0.88 | 0.70 | 0.40 | 1.10 | 2 | 4 |
Yes
|
No
|
No
|
|
Sortino Ratio | 0.46 | 0.33 | 0.14 | 0.59 | 2 | 4 |
Yes
|
No
|
No
|
|
Jensen Alpha % | 4.03 | 0.29 | -6.07 | 5.67 | 2 | 4 |
Yes
|
No
|
No
|
|
Treynor Ratio | 0.13 | 0.09 | 0.04 | 0.15 | 2 | 4 |
Yes
|
No
|
No
|
|
Modigliani Square Measure % | 21.77 | 17.03 | 10.95 | 22.97 | 2 | 4 |
Yes
|
No
|
No
|
|
Alpha % | -0.36 | -2.45 | -7.18 | 4.60 | 2 | 4 |
Yes
|
No
|
No
|
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.41 | ₹ 10041.0 | 0.46 | ₹ 10046.0 |
1W | 1.41 | ₹ 10141.0 | 1.48 | ₹ 10148.0 |
1M | 1.73 | ₹ 10173.0 | 1.8 | ₹ 10180.0 |
3M | 5.56 | ₹ 10556.0 | 5.7 | ₹ 10570.0 |
6M | 18.6 | ₹ 11860.0 | 18.96 | ₹ 11896.0 |
1Y | 34.49 | ₹ 13449.0 | 35.36 | ₹ 13536.0 |
3Y | 18.9 | ₹ 16808.0 | 19.71 | ₹ 17154.0 |
5Y | - | ₹ - | - | ₹ - |
7Y | - | ₹ - | - | ₹ - |
10Y | - | ₹ - | - | ₹ - |
15Y | - | ₹ - | - | ₹ - |
Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.
Investment Period | Invested Amount | Regular | Direct | ||
---|---|---|---|---|---|
XIRR % | Current Value of Invested Amount | XIRR % | Current Value of Invested Amount | ||
1Y | ₹ 12000 | 32.0678 | ₹ 13992.72 | 32.9072 | ₹ 14042.832 |
3Y | ₹ 36000 | 17.4828 | ₹ 46600.524 | 18.2376 | ₹ 47099.844 |
5Y | ₹ 60000 | - | ₹ - | - | ₹ - |
7Y | ₹ 84000 | - | ₹ - | - | ₹ - |
10Y | ₹ 120000 | - | ₹ - | - | ₹ - |
15Y | ₹ 180000 | - | ₹ - | - | ₹ - |
Date | NAV Regular Growth | NAV Direct Growth |
---|---|---|
24-04-2024 | 19.38 | 19.83 |
23-04-2024 | 19.3 | 19.74 |
22-04-2024 | 19.28 | 19.72 |
19-04-2024 | 19.14 | 19.58 |
18-04-2024 | 19.11 | 19.54 |
16-04-2024 | 19.19 | 19.62 |
15-04-2024 | 19.21 | 19.65 |
12-04-2024 | 19.4 | 19.84 |
09-04-2024 | 19.45 | 19.89 |
08-04-2024 | 19.45 | 19.89 |
05-04-2024 | 19.4 | 19.84 |
04-04-2024 | 19.38 | 19.81 |
03-04-2024 | 19.38 | 19.81 |
02-04-2024 | 19.36 | 19.8 |
01-04-2024 | 19.33 | 19.77 |
28-03-2024 | 19.17 | 19.6 |
27-03-2024 | 19.04 | 19.47 |
26-03-2024 | 19.05 | 19.48 |
22-03-2024 | 18.98 | 19.41 |
21-03-2024 | 18.88 | 19.31 |
20-03-2024 | 18.61 | 19.03 |
19-03-2024 | 18.64 | 19.06 |
18-03-2024 | 18.83 | 19.25 |
15-03-2024 | 18.79 | 19.21 |
14-03-2024 | 18.85 | 19.27 |
13-03-2024 | 18.62 | 19.05 |
12-03-2024 | 18.95 | 19.37 |
11-03-2024 | 19.07 | 19.5 |
07-03-2024 | 19.11 | 19.54 |
06-03-2024 | 19.05 | 19.48 |
05-03-2024 | 19.04 | 19.46 |
04-03-2024 | 19.08 | 19.51 |
01-03-2024 | 19.05 | 19.48 |
29-02-2024 | 18.84 | 19.26 |
28-02-2024 | 18.79 | 19.21 |
27-02-2024 | 18.97 | 19.4 |
26-02-2024 | 18.93 | 19.35 |
23-02-2024 | 19.04 | 19.46 |
22-02-2024 | 19.03 | 19.45 |
21-02-2024 | 18.94 | 19.36 |
20-02-2024 | 19.03 | 19.45 |
19-02-2024 | 18.98 | 19.4 |
16-02-2024 | 18.92 | 19.34 |
15-02-2024 | 18.84 | 19.25 |
14-02-2024 | 18.77 | 19.19 |
13-02-2024 | 18.66 | 19.07 |
12-02-2024 | 18.59 | 19.0 |
09-02-2024 | 18.8 | 19.21 |
08-02-2024 | 18.82 | 19.23 |
07-02-2024 | 18.97 | 19.38 |
06-02-2024 | 18.91 | 19.32 |
05-02-2024 | 18.76 | 19.17 |
02-02-2024 | 18.77 | 19.18 |
01-02-2024 | 18.61 | 19.02 |
31-01-2024 | 18.68 | 19.09 |
30-01-2024 | 18.49 | 18.89 |
29-01-2024 | 18.56 | 18.97 |
25-01-2024 | 18.36 | 18.76 |
24-01-2024 | 18.44 | 18.84 |
23-01-2024 | 18.26 | 18.66 |
19-01-2024 | 18.46 | 18.86 |
18-01-2024 | 18.3 | 18.7 |
17-01-2024 | 18.32 | 18.71 |
16-01-2024 | 18.53 | 18.93 |
15-01-2024 | 18.56 | 18.96 |
12-01-2024 | 18.47 | 18.87 |
11-01-2024 | 18.37 | 18.76 |
10-01-2024 | 18.31 | 18.7 |
09-01-2024 | 18.3 | 18.7 |
08-01-2024 | 18.26 | 18.65 |
05-01-2024 | 18.41 | 18.8 |
04-01-2024 | 18.44 | 18.83 |
03-01-2024 | 18.3 | 18.7 |
02-01-2024 | 18.35 | 18.74 |
01-01-2024 | 18.32 | 18.71 |
29-12-2023 | 18.26 | 18.65 |
28-12-2023 | 18.24 | 18.63 |
27-12-2023 | 18.11 | 18.49 |
26-12-2023 | 18.0 | 18.38 |
22-12-2023 | 17.93 | 18.31 |
21-12-2023 | 17.8 | 18.18 |
20-12-2023 | 17.68 | 18.06 |
19-12-2023 | 18.02 | 18.4 |
18-12-2023 | 17.95 | 18.32 |
15-12-2023 | 17.96 | 18.34 |
14-12-2023 | 17.89 | 18.26 |
13-12-2023 | 17.78 | 18.15 |
12-12-2023 | 17.7 | 18.08 |
11-12-2023 | 17.71 | 18.08 |
08-12-2023 | 17.61 | 17.98 |
07-12-2023 | 17.61 | 17.97 |
06-12-2023 | 17.63 | 18.0 |
05-12-2023 | 17.56 | 17.93 |
04-12-2023 | 17.52 | 17.88 |
01-12-2023 | 17.32 | 17.68 |
30-11-2023 | 17.15 | 17.51 |
29-11-2023 | 17.04 | 17.39 |
28-11-2023 | 16.9 | 17.25 |
24-11-2023 | 16.85 | 17.19 |
23-11-2023 | 16.89 | 17.24 |
22-11-2023 | 16.9 | 17.25 |
21-11-2023 | 16.9 | 17.24 |
20-11-2023 | 16.88 | 17.23 |
17-11-2023 | 16.86 | 17.21 |
16-11-2023 | 16.82 | 17.17 |
15-11-2023 | 16.75 | 17.09 |
13-11-2023 | 16.62 | 16.96 |
10-11-2023 | 16.54 | 16.88 |
09-11-2023 | 16.52 | 16.86 |
08-11-2023 | 16.55 | 16.89 |
07-11-2023 | 16.52 | 16.85 |
06-11-2023 | 16.5 | 16.83 |
03-11-2023 | 16.31 | 16.64 |
02-11-2023 | 16.21 | 16.54 |
01-11-2023 | 16.07 | 16.4 |
31-10-2023 | 16.22 | 16.55 |
30-10-2023 | 16.25 | 16.58 |
27-10-2023 | 16.24 | 16.57 |
26-10-2023 | 16.1 | 16.42 |
25-10-2023 | 16.34 | 16.67 |
23-10-2023 | 16.4 | 16.73 |
20-10-2023 | 16.66 | 17.0 |
19-10-2023 | 16.74 | 17.08 |
18-10-2023 | 16.78 | 17.11 |
17-10-2023 | 16.87 | 17.2 |
16-10-2023 | 16.79 | 17.12 |
13-10-2023 | 16.75 | 17.08 |
12-10-2023 | 16.75 | 17.08 |
11-10-2023 | 16.76 | 17.09 |
10-10-2023 | 16.71 | 17.04 |
09-10-2023 | 16.52 | 16.84 |
06-10-2023 | 16.61 | 16.94 |
05-10-2023 | 16.51 | 16.83 |
04-10-2023 | 16.5 | 16.83 |
03-10-2023 | 16.63 | 16.96 |
29-09-2023 | 16.66 | 16.99 |
27-09-2023 | 16.69 | 17.02 |
26-09-2023 | 16.62 | 16.94 |
25-09-2023 | 16.63 | 16.95 |
22-09-2023 | 16.59 | 16.91 |
21-09-2023 | 16.63 | 16.95 |
20-09-2023 | 16.74 | 17.07 |
18-09-2023 | 16.83 | 17.16 |
15-09-2023 | 16.86 | 17.18 |
14-09-2023 | 16.77 | 17.09 |
13-09-2023 | 16.73 | 17.05 |
12-09-2023 | 16.64 | 16.96 |
11-09-2023 | 16.77 | 17.09 |
08-09-2023 | 16.67 | 16.99 |
07-09-2023 | 16.57 | 16.89 |
06-09-2023 | 16.48 | 16.8 |
05-09-2023 | 16.44 | 16.76 |
04-09-2023 | 16.36 | 16.67 |
01-09-2023 | 16.23 | 16.54 |
31-08-2023 | 16.14 | 16.45 |
30-08-2023 | 16.22 | 16.53 |
29-08-2023 | 16.2 | 16.51 |
28-08-2023 | 16.16 | 16.47 |
25-08-2023 | 16.09 | 16.4 |
24-08-2023 | 16.18 | 16.49 |
23-08-2023 | 16.18 | 16.49 |
22-08-2023 | 16.15 | 16.46 |
21-08-2023 | 16.09 | 16.4 |
18-08-2023 | 16.0 | 16.3 |
17-08-2023 | 16.1 | 16.4 |
16-08-2023 | 16.15 | 16.45 |
14-08-2023 | 16.13 | 16.44 |
11-08-2023 | 16.24 | 16.55 |
10-08-2023 | 16.25 | 16.55 |
09-08-2023 | 16.33 | 16.64 |
08-08-2023 | 16.27 | 16.57 |
07-08-2023 | 16.27 | 16.57 |
04-08-2023 | 16.21 | 16.51 |
03-08-2023 | 16.12 | 16.42 |
02-08-2023 | 16.18 | 16.48 |
01-08-2023 | 16.36 | 16.66 |
31-07-2023 | 16.35 | 16.65 |
28-07-2023 | 16.27 | 16.57 |
27-07-2023 | 16.21 | 16.51 |
26-07-2023 | 16.17 | 16.47 |
25-07-2023 | 16.11 | 16.4 |
24-07-2023 | 16.04 | 16.34 |
21-07-2023 | 16.0 | 16.3 |
20-07-2023 | 16.08 | 16.38 |
19-07-2023 | 16.02 | 16.31 |
18-07-2023 | 15.97 | 16.26 |
17-07-2023 | 16.0 | 16.29 |
14-07-2023 | 15.95 | 16.24 |
13-07-2023 | 15.8 | 16.09 |
12-07-2023 | 15.8 | 16.09 |
11-07-2023 | 15.81 | 16.09 |
10-07-2023 | 15.74 | 16.02 |
07-07-2023 | 15.74 | 16.02 |
06-07-2023 | 15.85 | 16.14 |
05-07-2023 | 15.8 | 16.08 |
04-07-2023 | 15.75 | 16.04 |
03-07-2023 | 15.75 | 16.03 |
30-06-2023 | 15.69 | 15.97 |
28-06-2023 | 15.51 | 15.79 |
27-06-2023 | 15.42 | 15.69 |
26-06-2023 | 15.35 | 15.63 |
23-06-2023 | 15.29 | 15.57 |
22-06-2023 | 15.41 | 15.68 |
21-06-2023 | 15.49 | 15.77 |
20-06-2023 | 15.5 | 15.77 |
19-06-2023 | 15.42 | 15.69 |
16-06-2023 | 15.44 | 15.71 |
15-06-2023 | 15.33 | 15.6 |
14-06-2023 | 15.37 | 15.64 |
13-06-2023 | 15.33 | 15.6 |
12-06-2023 | 15.21 | 15.48 |
09-06-2023 | 15.12 | 15.38 |
08-06-2023 | 15.2 | 15.47 |
07-06-2023 | 15.31 | 15.58 |
06-06-2023 | 15.2 | 15.47 |
05-06-2023 | 15.19 | 15.46 |
02-06-2023 | 15.16 | 15.42 |
01-06-2023 | 15.1 | 15.36 |
31-05-2023 | 15.11 | 15.37 |
30-05-2023 | 15.1 | 15.36 |
29-05-2023 | 15.06 | 15.32 |
26-05-2023 | 15.01 | 15.27 |
25-05-2023 | 14.9 | 15.16 |
24-05-2023 | 14.88 | 15.13 |
23-05-2023 | 14.87 | 15.13 |
22-05-2023 | 14.86 | 15.11 |
19-05-2023 | 14.73 | 14.99 |
18-05-2023 | 14.72 | 14.98 |
17-05-2023 | 14.8 | 15.05 |
16-05-2023 | 14.85 | 15.1 |
15-05-2023 | 14.89 | 15.15 |
12-05-2023 | 14.81 | 15.07 |
11-05-2023 | 14.85 | 15.11 |
10-05-2023 | 14.79 | 15.04 |
09-05-2023 | 14.77 | 15.02 |
08-05-2023 | 14.77 | 15.02 |
05-05-2023 | 14.63 | 14.88 |
04-05-2023 | 14.7 | 14.95 |
03-05-2023 | 14.6 | 14.85 |
02-05-2023 | 14.61 | 14.86 |
28-04-2023 | 14.59 | 14.83 |
27-04-2023 | 14.48 | 14.72 |
26-04-2023 | 14.41 | 14.65 |
25-04-2023 | 14.39 | 14.63 |
24-04-2023 | 14.34 | 14.58 |
Fund Launch Date: 11/Dec/2020 |
Fund Category: Quant Fund |
Investment Objective: To generate long-term capital appreciation by predominantly investing in equity and equity related instruments selected based on a quantitative model. However there can be no assurance or guarantee that the investment objective of the schemewould be achieved. |
Fund Description: An open ended equity scheme following Quant based investing theme |
Fund Benchmark: S&P BSE 200 Total Return Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.