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MF_120826

quant Large & Mid Cap Fund - Growth Option-Direct Plan

Equity Scheme - Large & Mid Cap Fund

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End Amount
₹91,965.83
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
17.42%
MF_120826 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
11.99%
Real Annualized Return
Alpha
0.06
Excess Return vs Benchmark
Beta
0.91
Volatility vs Benchmark
Sharpe Ratio
0.70
Risk-Adjusted Return
Sortino Ratio
1.18
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% 50% 30%
60 days 57% 31% 20%
90 days 57% 27% 16%
180 days 61% 21% 12%
1Yr 69% 15% 9%
3Yr 78% 10% 4%
5Yr 91% 6% 1%
7Yr 100% 5% 0%
10Yr 100% 6% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Large & Mid Cap Fund - Growth Option-Direct Plan Nifty 50
30 days -9.8% | -65.3% | 21.9% | 263.6% 26.6% | -61.9% | 14.2% | 180.7%
60 days -20.7% | -48.9% | 22.1% | 173.3% -23.0% | -45.3% | 16.8% | 120.0%
90 days -17.9% | -37.9% | 18.0% | 136.9% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 5.0% | -10.4% | 16.7% | 72.0% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 15.0% | 1.2% | 20.7% | 36.2% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 14.6% | 7.7% | 17.7% | 30.9% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 19.2% | 14.7% | 18.3% | 21.3% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 15.1% | 15.6% | 18.6% | 24.0% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 23 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 9, 2013 March 28, 2014 443 days 21% Nifty 50: 11% 10028 7897 10031
July 7, 2014 Aug. 15, 2014 39 days 7% Nifty 50: 4% 13102 12250 13161
Sept. 22, 2014 Oct. 31, 2014 39 days 6% Nifty 50: 5% 14143 13243 14238
Dec. 4, 2014 Jan. 1, 2015 28 days 5% Nifty 50: 6% 15420 14626 15559
March 5, 2015 April 1, 2015 27 days 5% Nifty 50: 7% 17272 16384 17476
April 13, 2015 July 16, 2015 94 days 9% Nifty 50: 10% 18157 16598 18276
Aug. 4, 2015 Jan. 1, 2016 150 days 11% Nifty 50: 11% 18334 16289 18419
Jan. 1, 2016 April 13, 2016 103 days 13% Nifty 50: 12% 18419 15941 18435
Nov. 1, 2016 Feb. 4, 2017 95 days 10% Nifty 50: 8% 22517 20158 22849
May 16, 2017 June 9, 2017 24 days 5% Nifty 50: 2% 25457 24153 25460
Jan. 8, 2018 July 18, 2020 922 days 32% Nifty 50: 26% 28044 19045 28096
Aug. 24, 2020 Nov. 13, 2020 81 days 8% Nifty 50: 6% 29253 26836 29341
Jan. 11, 2021 March 3, 2021 51 days 7% Nifty 50: 6% 36031 33330 36038
Aug. 3, 2021 Sept. 1, 2021 29 days 6% Nifty 50: 0% 43767 41315 44041
Oct. 18, 2021 Dec. 10, 2021 53 days 8% Nifty 50: 8% 49457 45724 49625
Dec. 10, 2021 Jan. 13, 2022 34 days 8% Nifty 50: 5% 49625 45469 49684
Jan. 14, 2022 March 30, 2022 75 days 14% Nifty 50: 13% 49707 42914 49821
April 11, 2022 Sept. 7, 2022 149 days 18% Nifty 50: 13% 52095 42960 52120
Sept. 15, 2022 Nov. 8, 2022 54 days 7% Nifty 50: 6% 53826 49898 54035
Dec. 14, 2022 July 4, 2023 202 days 14% Nifty 50: 9% 56828 48923 56859
Sept. 11, 2023 Nov. 10, 2023 60 days 6% Nifty 50: 6% 63385 59476 63783
March 4, 2024 April 2, 2024 29 days 7% Nifty 50: 3% 84314 78275 84735
Sept. 27, 2024 Oct. 30, 2026 763 days 24% Nifty 50: 15% 98455 74694 91966