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MF_120819

quant Aggressive Hybrid Fund-Growth Option-Direct Plan

Hybrid Scheme - Aggressive Hybrid Fund

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End Amount
₹77,925.28
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
16.02%
MF_120819 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
10.65%
Real Annualized Return
Alpha
0.06
Excess Return vs Benchmark
Beta
0.76
Volatility vs Benchmark
Sharpe Ratio
0.74
Risk-Adjusted Return
Sortino Ratio
1.22
Downside Risk-Adjusted
Parameters (amount, dates, benchmark) can be changed by clicking the Change Settings button or dropdown above. Click to expand
₹
Capital is parked in this source symbol and transferred monthly into the target.
Interval in months to rebalance portfolio constituents (for portfolio strategies).
Calculate and show 3Yr, 5Yr, 7Yr, and 10Yr rolling monthly return correlations across symbols (disabled by default for faster backtests).
Performance Chart
Win Ratios against Benchmark: Nifty 50
Period Win Ratio (%) Avg Win over Benchmark (%) Avg Loss over Benchmark (%)
30 days 53% 34% 31%
60 days 55% 24% 17%
90 days 55% 20% 12%
180 days 61% 15% 8%
1Yr 64% 12% 5%
3Yr 76% 7% 3%
5Yr 90% 5% 1%
7Yr 100% 5% 0%
10Yr 100% 4% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Aggressive Hybrid Fund-Growth Option-Direct Plan Nifty 50
30 days -6.1% | -54.8% | 20.4% | 202.1% 26.6% | -61.9% | 14.2% | 180.7%
60 days -16.7% | -41.4% | 17.8% | 147.9% -23.0% | -45.3% | 16.8% | 120.0%
90 days -21.0% | -33.7% | 16.7% | 126.4% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 3.3% | -6.4% | 12.5% | 82.5% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 13.6% | 3.3% | 16.0% | 34.5% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 12.0% | 5.0% | 18.7% | 28.6% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 19.1% | 11.7% | 17.9% | 21.1% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 15.9% | 14.7% | 16.9% | 20.6% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 21 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 7, 2013 Dec. 28, 2013 355 days 17% Nifty 50: 11% 10000 8305 10002
Jan. 15, 2014 Feb. 27, 2014 43 days 6% Nifty 50: 5% 10146 9586 10202
Jan. 27, 2015 May 18, 2016 477 days 12% Nifty 50: 21% 16647 14688 16684
Sept. 22, 2016 April 22, 2017 212 days 8% Nifty 50: 11% 18153 16727 18181
Jan. 15, 2018 March 28, 2019 437 days 11% Nifty 50: 7% 21746 19256 21753
April 16, 2019 May 24, 2019 38 days 5% Nifty 50: 5% 22126 20909 22270
July 4, 2019 Oct. 26, 2019 114 days 10% Nifty 50: 10% 22797 20494 22843
Jan. 24, 2020 July 23, 2020 181 days 29% Nifty 50: 38% 23281 16601 23300
Sept. 18, 2020 Oct. 23, 2020 35 days 5% Nifty 50: 6% 26354 25020 26377
Jan. 14, 2021 March 2, 2021 47 days 6% Nifty 50: 7% 32927 31063 33224
Aug. 3, 2021 Sept. 4, 2021 32 days 6% Nifty 50: 0% 43458 40771 43682
Oct. 18, 2021 Dec. 10, 2021 53 days 6% Nifty 50: 8% 46317 43637 46574
Dec. 10, 2021 Jan. 14, 2022 35 days 7% Nifty 50: 5% 46574 43145 46870
Jan. 17, 2022 April 2, 2022 75 days 12% Nifty 50: 13% 47005 41410 47378
April 8, 2022 Aug. 11, 2022 125 days 12% Nifty 50: 14% 47874 42020 48026
Sept. 15, 2022 Nov. 26, 2022 72 days 7% Nifty 50: 6% 52344 48771 52426
Dec. 14, 2022 July 19, 2023 217 days 12% Nifty 50: 9% 53319 46985 53498
Sept. 11, 2023 Dec. 1, 2023 81 days 7% Nifty 50: 6% 56208 52344 56404
June 3, 2024 June 20, 2024 17 days 5% Nifty 50: 6% 72509 68541 72559
Sept. 27, 2024 April 22, 2026 572 days 19% Nifty 50: 15% 76253 62078 76761
July 21, 2026 Oct. 30, 2026 101 days 10% Nifty 50: 8% 82786 74777 77925