Quant Value Fund

Review Date: 19-10-2026

Beginning of Analysis

In the Value Fund category, quant Value Fund is the 15th ranked fund. The category has total 17 funds. The quant Value Fund has shown a very poor past performence in Value Fund. The fund has a Jensen Alpha of 6.68% which is higher than the category average of 2.21%. Here the fund has shown very good performance in terms of risk adjusted returns. The fund has a Sharpe Ratio of 0.77 which is higher than the category average of 0.54.
The past performance of the fund may or may not be sustained in the future. The review is not investment advice nor is it a recommendation to buy or sell funds. The ranking is based on proprietary methodology developed by bmsmoney. The methodology is based on the past performance of the funds and does not guarantee future performance.
Value Mutual Funds

quant Value Fund Return Analysis

The quant Value Fund has delivered a mixed performance across various time horizons, showcasing both strengths and challenges when compared to its Value Fund peers and the Nifty 500 TRI benchmark. This analysis examines the fund’s returns over periods ranging from one month to ten years, alongside its Systematic Investment Plan (SIP) performance, highlighting its rankings within the Value Fund category and its ability to outperform or underperform the benchmark and category averages.

• The fund has given a return of -2.93%, -7.36 and 4.78 in last one, three and six months respectively. In the same period the category average return was -3.18%, -4.39% and -1.77% respectively.
• quant Value Fund has given a return of 8.84% in last one year. In the same period the Nifty 500 TRI return was -2.0%. The fund has given 10.84% more return than the benchmark return.
• The fund has given a return of 19.1% in last three years and rank 1st out of nineteen funds in the category. In the same period the Nifty 500 TRI return was 9.99%. The fund has given 9.11% more return than the benchmark return.
• The fund has given a SIP return of 7.1% in last one year whereas category average SIP return is -4.73%. The fund one year return rank in the category is 2nd in 19 funds
• The fund has SIP return of 8.55% in last three years and ranks 2nd in 18 funds. LIC MF Value Fund has given the highest SIP return (11.84%) in the category in last three years.

quant Value Fund Risk Analysis

• The fund has a standard deviation of 21.45 and semi deviation of 13.98. The category average standard deviation is 15.6 and semi deviation is 11.33.
• The fund has a Value at Risk (VaR) of -24.66 and a maximum drawdown of -24.35. The category average VaR is -21.25 and the maximum drawdown is -18.42. The fund has a beta of 1.24 which shows that fund is more volatile than the benchmark.

Standard deviation measures the fund's return volatility and Semi deviation focuses on downside volatility. Value at Risk (VaR) is a measure of the risk of investments. Maximum Drawdown is the maximum loss from a peak to a trough of a portfolio. Beta measures the volatility of the fund compared to the benchmark. A beta of 1 indicates that the fund will move in line with the benchmark. A beta of more than 1 indicates that the fund will be more volatile than the benchmark and vice versa.

Very Good Performance in Value Fund Category

Good Performance in Value Fund Category

Poor Performance in Value Fund Category

Very Poor Performance in Value Fund Category

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Investors beware: Mutual Fund investments are subject to market risks. Please read the scheme related documents carefully.

Data Source: www.amfiindia.com

SEBI Categorization