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MF_120821

quant Multi Asset Allocation Fund-GROWTH OPTION-Direct Plan

Hybrid Scheme - Multi Asset Allocation

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End Amount
₹72,011.71
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
15.36%
MF_120821 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
10.02%
Real Annualized Return
Alpha
0.07
Excess Return vs Benchmark
Beta
0.45
Volatility vs Benchmark
Sharpe Ratio
0.74
Risk-Adjusted Return
Sortino Ratio
1.27
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 51% 107% 49%
60 days 51% 38% 32%
90 days 52% 29% 25%
180 days 59% 18% 17%
1Yr 64% 13% 13%
3Yr 59% 11% 5%
5Yr 67% 8% 5%
7Yr 81% 6% 4%
10Yr 96% 4% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Multi Asset Allocation Fund-GROWTH OPTION-Direct Plan Nifty 50
30 days -15.8% | -44.2% | 7.9% | 228.1% 26.6% | -61.9% | 14.2% | 180.7%
60 days -15.3% | -33.5% | 8.3% | 151.7% -23.0% | -45.3% | 16.8% | 120.0%
90 days -16.2% | -29.9% | 9.2% | 149.7% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 8.0% | -1.7% | 10.1% | 75.8% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 21.1% | 1.1% | 19.3% | 37.2% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 18.0% | 3.8% | 18.9% | 33.0% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 23.4% | 4.6% | 17.1% | 25.4% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 18.2% | 13.6% | 17.9% | 19.3% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 12 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Sept. 23, 2014 Dec. 3, 2020 2263 days 45% Nifty 50: 12% 20325 11219 20359
Aug. 3, 2021 Oct. 5, 2021 63 days 7% Nifty 50: 0% 30796 28675 30979
Dec. 10, 2021 Jan. 8, 2022 29 days 6% Nifty 50: 5% 33357 31331 33808
Jan. 17, 2022 April 2, 2022 75 days 12% Nifty 50: 13% 34529 30330 34879
April 13, 2022 Sept. 7, 2022 147 days 16% Nifty 50: 12% 35639 29976 35765
Sept. 15, 2022 Nov. 5, 2022 51 days 5% Nifty 50: 6% 36719 34773 36782
Dec. 14, 2022 June 28, 2023 196 days 8% Nifty 50: 9% 38321 35321 38700
March 4, 2024 April 1, 2024 28 days 5% Nifty 50: 3% 53101 50204 53707
June 3, 2024 July 13, 2024 40 days 5% Nifty 50: 6% 58307 55226 58480
Sept. 27, 2024 June 5, 2025 251 days 12% Nifty 50: 15% 61427 53754 61516
Jan. 29, 2026 May 6, 2026 97 days 8% Nifty 50: 12% 72879 66936 72975
July 21, 2026 Oct. 30, 2026 101 days 7% Nifty 50: 8% 76327 71342 72012