Nippon India Quant Fund


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Fund Name NAV Date NAV Rupee Change Percent Change
NIPPON INDIA QUANT FUND - IDCW Option 30/Nov/2022 23.3195
0.2099
0.9083%
NIPPON INDIA QUANT FUND - DIRECT Plan - IDCW Option 30/Nov/2022 26.8158
0.2417
0.9095%
Nippon India Quant Fund -Growth Plan - Growth Option 30/Nov/2022 43.7442
0.3937
0.9082%
Nippon India Quant Fund -Growth Plan -Bonus Option 30/Nov/2022 43.7442
0.3937
0.9082%
Nippon India Quant Fund - Direct Plan Growth Plan - Growth Option 30/Nov/2022 46.7451
0.4213
0.9095%
Nippon India Quant Fund - Direct Plan Growth Plan - Bonus Option 30/Nov/2022 46.7451
0.4213
0.9095%

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

Fund Performance Analysis

Nippon India Quant Fund Performance Snapshot (Regular Plan)

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KPIs* Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
3.15
2.60
Yes
Yes
No
2/7 0.71 / 5.30
1M Rolling Return %
-0.18
-0.05
No
No
No
4/6 -1.13 / 1.51
3M Return %
5.76
4.46
Yes
Yes
No
2/7 2.25 / 10.16
3M Rolling Return %
-0.22
-0.56
Yes
Yes
No
2/6 -3.25 / 4.42
6M Return %
15.73
13.48
Yes
Yes
No
2/7 9.28 / 21.99
6M Rolling Return %
1.99
0.43
Yes
Yes
No
2/5 -2.98 / 5.41
1Y Return %
13.89
9.29
Yes
Yes
No
2/7 -0.77 / 27.51
1Y Rolling Return %
23.97
24.66
No
No
Yes
2/2 23.97 / 25.35
3Y Return %
19.52
17.81
Yes
Yes
No
1/2 16.11 / 19.52
3Y Rolling Return %
14.27
14.27
None
Yes
Yes
1/1 14.27 / 14.27
5Y Return %
12.25
12.25
None
Yes
Yes
1/1 12.25 / 12.25
Standard Deviation
17.62
19.05
Yes
Yes
No
1/2 17.62 / 20.47
Semi Deviation
13.13
14.15
Yes
Yes
No
1/2 13.13 / 15.17
Max Drawdown
-22.40
-22.61
Yes
Yes
No
1/2 -22.82 / -22.40
VaR 1 Y
-15.47
-16.64
Yes
Yes
No
1/2 -17.81 / -15.47
Average Drawdown
-6.94
-7.72
Yes
Yes
No
1/2 -8.50 / -6.94
Sharpe Ratio
0.50
0.49
Yes
Yes
No
1/2 0.48 / 0.50
Sterling Ratio
0.42
0.44
No
No
Yes
2/2 0.42 / 0.45
Sortino Ratio
0.24
0.25
No
No
Yes
2/2 0.24 / 0.25
Jensen Alpha
1.65
0.58
Yes
Yes
No
1/2 -0.48 / 1.65
Treynor Ratio
0.14
0.13
Yes
Yes
No
1/2 0.12 / 0.14
Modigliani Square measure
19.03
17.75
Yes
Yes
No
1/2 16.47 / 19.03
Active Return
-0.01
-0.02
Yes
Yes
No
1/2 -0.02 / -0.01
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : Nov. 30, 2022.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2022 KPIs: Key Performance Indicators

Nippon India Quant Fund Performance Analysis

Nippon India Quant Fund Performance vs Category Average

All parametrs are in percentage

Nippon India Quant Fund Performance Snapshot (Direct Plan)

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KPIs Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
3.20
2.68
Yes
Yes
No
2/7 0.78 / 5.41
1M Rolling Return %
-0.12
0.05
No
No
No
4/6 -1.07 / 1.67
3M Return %
5.93
4.77
Yes
Yes
No
2/7 2.44 / 10.59
3M Rolling Return %
-0.02
-0.26
Yes
Yes
No
2/6 -3.08 / 4.88
6M Return %
16.11
14.14
Yes
Yes
No
2/7 9.61 / 23.00
6M Rolling Return %
2.39
1.00
Yes
Yes
No
2/5 -2.17 / 6.34
1Y Return %
14.72
10.61
Yes
Yes
No
2/7 -0.04 / 29.72
1Y Rolling Return %
24.94
25.60
No
No
Yes
2/2 24.94 / 26.26
3Y Return %
20.43
18.69
Yes
Yes
No
1/2 16.96 / 20.43
3Y Rolling Return %
15.17
15.17
None
Yes
Yes
1/1 15.17 / 15.17
5Y Return %
13.10
13.10
None
Yes
Yes
1/1 13.10 / 13.10
Standard Deviation
17.62
19.05
Yes
Yes
No
1/2 17.62 / 20.47
Semi Deviation
13.13
14.15
Yes
Yes
No
1/2 13.13 / 15.17
Max Drawdown
-22.40
-22.61
Yes
Yes
No
1/2 -22.82 / -22.40
VaR 1 Y
-15.47
-16.64
Yes
Yes
No
1/2 -17.81 / -15.47
Average Drawdown
-6.94
-7.72
Yes
Yes
No
1/2 -8.50 / -6.94
Sharpe Ratio
0.50
0.49
Yes
Yes
No
1/2 0.48 / 0.50
Sterling Ratio
0.42
0.44
No
No
Yes
2/2 0.42 / 0.45
Sortino Ratio
0.24
0.25
No
No
Yes
2/2 0.24 / 0.25
Jensen Alpha
1.65
0.58
Yes
Yes
No
1/2 -0.48 / 1.65
Treynor Ratio
0.14
0.13
Yes
Yes
No
1/2 0.12 / 0.14
Modigliani Square measure
19.03
17.75
Yes
Yes
No
1/2 16.47 / 19.03
Active Return
-0.01
-0.02
Yes
Yes
No
1/2 -0.02 / -0.01
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : Nov. 30, 2022.
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2022 KPIs: Key Performance Indicators

Nippon India Quant Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % 3.15% 3.20%
1M Rolling Return % -0.18% -0.12%
3M Return % 5.76% 5.93%
3M Rolling Return % -0.22% -0.02%
6M Return % 15.73% 16.11%
6M Rolling Return % 1.99% 2.39%
1Y Return % 13.89% 14.72%
1Y Rolling Return % 23.97% 24.94%
3Y Return % 19.52% 20.43%
3Y Rolling Return % 14.27% 15.17%
5Y Return % 12.25% 13.10%
Standard Deviation 17.62% 17.62%
Semi Deviation 13.13% 13.13%
Max Drawdown -22.40% -22.40%
VaR 1 Y -15.47% -15.47%
Average Drawdown -6.94% -6.94%
Sharpe Ratio 0.50% 0.50%
Sterling Ratio 0.42% 0.42%
Sortino Ratio 0.24% 0.24%
Jensen Alpha 1.65% 1.65%
Treynor Ratio 0.14% 0.14%
Modigliani Square measure 19.03% 19.03%
Active Return -0.01% -0.01%

Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.

Annulized Returns

Nippon India Quant Fund Expected Return

Investment Period Mini. Possible Return
in Investment Period
Max. Possible Return
in Investment Period
Expected Return
in Investment Period
Loss Probability
in Investment Period
10 Year 5.59% 19.14% 11.94% 0.00%
One Year -59.29% 115.51% 14.67% 19.09%
Three Year -8.10% 50.46% 12.58% 5.89%
Five Year -1.46% 27.96% 12.93% 0.80%
Seven Year 4.87% 22.72% 12.20% 0.00%

Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.

Annulized Returns


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Quant Fund Category Performance Analysis

Return Chart (Regular Plan)

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Fund Name 1D Return 1W Return 1M Return 3M Return 6M Return 1Y Return 3Y Return 5Y Return
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank

Iifl Quant Fund

1.08
1
2.50
4
1.95
5
2.64
5
15.08
3
9.92
3

Nippon India Quant Fund

0.91
2
2.92
2
3.15
2
5.76
2
15.73
2
13.89
2
19.52
1
12.25
1

Dsp Quant Fund

0.83
3
2.53
3
2.79
3
2.25
7
9.75
6
-0.77
7
16.11
2

Tata Quant Fund

0.61
4
1.79
6
1.69
6
2.59
6
10.88
5
4.20
5

Axis Quant Fund

0.36
5
1.16
7
0.71
7
3.10
4
11.66
4
3.96
6

Quant Quantamental Fund

0.19
6
3.37
1
5.30
1
10.16
1
21.99
1
27.51
1

Icici Prudential Quant Fund

0.00
7
1.85
5
2.63
4
4.73
3
9.28
7
6.30
4
Fund Name 1D Return 1W Return 1M Return 3M Return 6M Return 1Y Return 3Y Return 5Y Return
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank

Iifl Quant Fund

1.09
1
2.52
4
2.05
5
2.94
6
15.75
3
11.19
3

Nippon India Quant Fund

0.91
2
2.93
2
3.20
2
5.93
2
16.11
2
14.72
2
20.43
1
13.10
1

Dsp Quant Fund

0.83
3
2.54
3
2.85
3
2.44
7
10.15
6
-0.04
7
16.96
2

Tata Quant Fund

0.61
4
1.82
6
1.83
6
3.03
5
11.84
5
6.05
5

Axis Quant Fund

0.35
5
1.14
7
0.78
7
3.49
4
12.55
4
5.66
6

Quant Quantamental Fund

0.19
6
3.41
1
5.41
1
10.59
1
23.00
1
29.72
1

Icici Prudential Quant Fund

0.00
7
1.90
5
2.66
4
4.95
3
9.61
7
6.97
4
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

-1.13
6
-3.25
6
-2.08
4
25.35
1

Nippon India Quant Fund

-0.18
4
-0.22
2
1.99
2
23.97
2
14.27
1

Tata Quant Fund

-0.13
3
-2.55
5
-2.98
5

Icici Prudential Quant Fund

0.15
2
-0.78
3
-0.17
3

Quant Quantamental Fund

1.51
1
4.42
1
5.41
1

Axis Quant Fund

-0.55
5
-0.99
4
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

-1.07
6
-3.08
6
-1.72
4
26.26
1

Nippon India Quant Fund

-0.12
4
-0.02
2
2.39
2
24.94
2
15.17
1

Tata Quant Fund

0.02
3
-2.13
5
-2.17
5

Icici Prudential Quant Fund

0.22
2
-0.66
4
0.17
3

Quant Quantamental Fund

1.67
1
4.88
1
6.34
1

Axis Quant Fund

-0.43
5
-0.55
3
Fund Name VaR 1 Y 95% Max Drawdown Average Drawdown Standard Deviation Semi Deviation
% Rank % Rank % Rank % Rank % Rank

Dsp Quant Fund

-17.81
2
-22.82
2
-8.50
2
20.47
2
15.17
2

Nippon India Quant Fund

-15.47
1
-22.40
1
-6.94
1
17.62
1
13.13
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 Value Rank % Rank % Rank % Rank

Dsp Quant Fund

0.48
2
0.25
1
0.45
1
0.47
-0.48
2 0.90 1
0.92
2
0.12
2
16.47
2
-0.02
2

Nippon India Quant Fund

0.50
1
0.24
2
0.42
2
0.48
1.65
1 0.83 2
0.93
1
0.14
1
19.03
1
-0.01
1

Nippon India Quant Fund Additional Return Analysis

Nippon India Quant Fund Value of Investment

Plan Type 1 Day 1 Week 1 Month 3 Month 6 Month 1 Year 3 Year 5 Year
Regular Plan Value of 1000 Rupee 1009.08 1029.18 1031.53 1057.56 1157.32 1138.94 1707.14 1782.43
Direct Plan Value of 1000 Rupee 1009.09 1029.29 1032.01 1059.28 1161.15 1147.19 1746.74 1850.70
Fund Information
Fund Launch Date: 18/Apr/2008
Fund Category: Quant Fund
Investment Objective: Actively managed fund + Scientific approach + Expertise + Back test = Nippon India Quant Fund. Nippon India Quant Fund is an actively managed investment fund that approaches stock selection process based on a proprietary system-based model. The model would shortlist 30-35 S&P BSE 200 stocks through a screening mechanism at pre-determined intervals, i.e. on quarterly basis. Stocks are selected on basis of parameters like valuation, earnings, price, momentum & quality.
Fund Description: An open ended equity scheme investing in quant model theme
Fund Benchmark: S&P BSE 200 Total Return Index
Source: Fund FactSheet


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


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