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MF_120828

quant Small Cap Fund - Growth Option - Direct Plan

Equity Scheme - Small Cap Fund

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End Amount
₹87,284.01
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
16.97%
MF_120828 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
11.56%
Real Annualized Return
Alpha
0.08
Excess Return vs Benchmark
Beta
0.73
Volatility vs Benchmark
Sharpe Ratio
0.63
Risk-Adjusted Return
Sortino Ratio
1.06
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 52% 81% 44%
60 days 50% 59% 28%
90 days 52% 49% 24%
180 days 54% 36% 18%
1Yr 51% 31% 14%
3Yr 59% 18% 7%
5Yr 63% 16% 6%
7Yr 82% 10% 5%
10Yr 100% 6% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Small Cap Fund - Growth Option - Direct Plan Nifty 50
30 days -51.4% | -72.0% | 10.4% | 385.5% 26.6% | -61.9% | 14.2% | 180.7%
60 days -34.9% | -61.3% | 10.3% | 265.1% -23.0% | -45.3% | 16.8% | 120.0%
90 days -18.6% | -52.2% | 9.9% | 259.4% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 4.3% | -24.4% | 8.9% | 169.7% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 16.1% | -7.6% | 18.3% | 60.2% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 16.6% | -2.9% | 21.8% | 50.1% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 32.7% | -0.2% | 20.2% | 34.5% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 19.9% | 15.7% | 20.2% | 22.6% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 14 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Nov. 9, 2018 Dec. 19, 2018 40 days 8% Nifty 50: 1% 15730 14457 15766
Dec. 19, 2018 Aug. 7, 2020 597 days 47% Nifty 50: 29% 15766 8402 15859
Aug. 26, 2020 Sept. 12, 2020 17 days 6% Nifty 50: 2% 17467 16454 17578
Sept. 18, 2020 Oct. 6, 2020 18 days 7% Nifty 50: 6% 18215 16962 18228
Jan. 15, 2021 Feb. 9, 2021 25 days 6% Nifty 50: 6% 22665 21281 22912
Aug. 2, 2021 Oct. 2, 2021 61 days 12% Nifty 50: 0% 39186 34497 40017
Oct. 18, 2021 Jan. 8, 2022 82 days 11% Nifty 50: 10% 42555 37809 43379
Jan. 17, 2022 Nov. 30, 2022 317 days 25% Nifty 50: 16% 44017 32937 44176
Dec. 14, 2022 April 29, 2023 136 days 11% Nifty 50: 9% 46258 41388 46298
Sept. 11, 2023 Nov. 14, 2023 64 days 8% Nifty 50: 6% 59077 54334 59367
Feb. 23, 2024 April 5, 2024 42 days 11% Nifty 50: 2% 76647 68199 76727
May 2, 2024 May 18, 2024 16 days 5% Nifty 50: 3% 79552 75319 79565
Sept. 27, 2024 June 20, 2026 631 days 24% Nifty 50: 15% 89862 67920 90152
Sept. 8, 2026 Oct. 30, 2026 52 days 9% Nifty 50: 6% 95137 86562 87284