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MF_120823

quant Multi Cap Fund-GROWTH OPTION-Direct Plan

Equity Scheme - Multi Cap Fund

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End Amount
₹93,473.30
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
17.56%
MF_120823 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
12.12%
Real Annualized Return
Alpha
0.07
Excess Return vs Benchmark
Beta
0.98
Volatility vs Benchmark
Sharpe Ratio
0.70
Risk-Adjusted Return
Sortino Ratio
1.13
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 55% 51% 29%
60 days 57% 33% 17%
90 days 60% 27% 14%
180 days 61% 22% 9%
1Yr 68% 16% 7%
3Yr 81% 10% 2%
5Yr 100% 8% 0%
7Yr 100% 8% 0%
10Yr 100% 7% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Multi Cap Fund-GROWTH OPTION-Direct Plan Nifty 50
30 days -37.3% | -67.6% | 24.5% | 279.9% 26.6% | -61.9% | 14.2% | 180.7%
60 days -30.0% | -52.7% | 23.4% | 191.9% -23.0% | -45.3% | 16.8% | 120.0%
90 days -21.1% | -43.4% | 22.3% | 162.3% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -0.3% | -12.3% | 14.3% | 99.4% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 9.6% | 5.3% | 17.4% | 40.0% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 10.0% | 6.5% | 22.1% | 33.9% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 19.7% | 13.8% | 20.8% | 25.3% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 17.0% | 17.1% | 19.7% | 25.1% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 24 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 8, 2013 March 7, 2014 423 days 23% Nifty 50: 11% 10001 7704 10041
Dec. 5, 2014 Jan. 1, 2015 27 days 5% Nifty 50: 6% 16062 15230 16130
March 5, 2015 April 11, 2015 37 days 6% Nifty 50: 7% 17322 16221 17526
April 13, 2015 July 23, 2015 101 days 10% Nifty 50: 10% 17526 15799 17569
Aug. 5, 2015 Nov. 28, 2015 115 days 9% Nifty 50: 12% 17699 16018 17731
Jan. 6, 2016 July 9, 2016 185 days 18% Nifty 50: 10% 18299 14943 18329
Oct. 5, 2016 March 16, 2017 162 days 13% Nifty 50: 9% 19546 17068 19733
Sept. 19, 2017 Oct. 26, 2017 37 days 5% Nifty 50: 4% 22790 21584 22796
Jan. 15, 2018 Aug. 18, 2018 215 days 7% Nifty 50: 7% 25157 23371 25180
Sept. 7, 2018 May 25, 2019 260 days 13% Nifty 50: 13% 25806 22421 26034
May 27, 2019 Oct. 26, 2019 152 days 14% Nifty 50: 10% 26034 22359 26292
Oct. 31, 2019 July 23, 2020 266 days 36% Nifty 50: 36% 26743 17047 26783
Aug. 25, 2020 Sept. 16, 2020 22 days 5% Nifty 50: 2% 30876 29180 31384
Sept. 18, 2020 Nov. 12, 2020 55 days 7% Nifty 50: 6% 31753 29461 31844
Jan. 15, 2021 Feb. 11, 2021 27 days 7% Nifty 50: 6% 39384 36701 39397
Aug. 3, 2021 Sept. 3, 2021 31 days 7% Nifty 50: 0% 55109 51289 55425
Oct. 18, 2021 Jan. 14, 2022 88 days 10% Nifty 50: 10% 61551 55681 61639
Jan. 17, 2022 April 2, 2022 75 days 15% Nifty 50: 13% 61732 52721 62369
April 11, 2022 Sept. 8, 2022 150 days 21% Nifty 50: 13% 63620 50469 63644
Sept. 15, 2022 Nov. 25, 2022 71 days 8% Nifty 50: 6% 65959 60876 66260
Dec. 14, 2022 July 15, 2023 213 days 16% Nifty 50: 9% 68656 57352 68888
Sept. 11, 2023 Nov. 25, 2023 75 days 8% Nifty 50: 6% 75668 69629 76005
March 4, 2024 April 2, 2024 29 days 8% Nifty 50: 3% 92438 84868 92694
July 31, 2024 Oct. 30, 2026 821 days 25% Nifty 50: 11% 106665 79676 93473