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MF_120834

quant Focused Fund - Growth Option-Direct Plan

Equity Scheme - Focused Fund

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End Amount
₹79,346.96
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
16.17%
MF_120834 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
10.80%
Real Annualized Return
Alpha
0.06
Excess Return vs Benchmark
Beta
0.89
Volatility vs Benchmark
Sharpe Ratio
0.66
Risk-Adjusted Return
Sortino Ratio
1.03
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% 43% 28%
60 days 54% 28% 17%
90 days 56% 23% 14%
180 days 57% 19% 9%
1Yr 66% 13% 6%
3Yr 77% 8% 3%
5Yr 90% 4% 1%
7Yr 100% 4% 0%
10Yr 100% 4% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Focused Fund - Growth Option-Direct Plan Nifty 50
30 days -18.0% | -63.4% | 22.7% | 218.5% 26.6% | -61.9% | 14.2% | 180.7%
60 days -25.3% | -49.4% | 20.3% | 153.0% -23.0% | -45.3% | 16.8% | 120.0%
90 days -20.2% | -41.2% | 19.0% | 129.5% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 1.8% | -10.1% | 13.9% | 74.8% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 13.5% | 1.8% | 18.4% | 32.0% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 12.4% | 5.8% | 16.7% | 27.5% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 17.0% | 13.3% | 16.9% | 20.1% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 14.3% | 14.4% | 17.1% | 22.1% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 20 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 7, 2013 March 19, 2014 436 days 19% Nifty 50: 11% 10000 8081 10010
Sept. 19, 2014 Oct. 31, 2014 42 days 5% Nifty 50: 5% 14570 13790 14639
Dec. 4, 2014 Jan. 2, 2015 29 days 6% Nifty 50: 6% 15798 14841 15879
Jan. 27, 2015 March 5, 2015 37 days 5% Nifty 50: 4% 16951 16062 17251
April 13, 2015 July 29, 2015 107 days 8% Nifty 50: 10% 18182 16719 18183
Aug. 5, 2015 Dec. 25, 2015 142 days 9% Nifty 50: 12% 18285 16627 18373
Jan. 1, 2016 April 30, 2016 120 days 14% Nifty 50: 12% 18581 15991 18640
Oct. 25, 2016 Feb. 10, 2017 108 days 9% Nifty 50: 9% 20925 19082 20994
Jan. 15, 2018 Aug. 27, 2020 955 days 36% Nifty 50: 27% 26766 17033 26793
Sept. 18, 2020 Oct. 8, 2020 20 days 8% Nifty 50: 6% 27111 24993 27199
Jan. 11, 2021 Feb. 6, 2021 26 days 6% Nifty 50: 6% 34041 31846 34280
Aug. 3, 2021 Sept. 14, 2021 42 days 6% Nifty 50: 0% 43733 41026 43760
Oct. 18, 2021 April 2, 2022 166 days 15% Nifty 50: 14% 46935 39800 47026
April 11, 2022 Aug. 18, 2022 129 days 17% Nifty 50: 13% 47716 39820 47793
Sept. 14, 2022 Dec. 1, 2022 78 days 8% Nifty 50: 7% 50579 46345 50650
Dec. 14, 2022 June 28, 2023 196 days 12% Nifty 50: 9% 50921 44963 51850
Sept. 11, 2023 Nov. 16, 2023 66 days 8% Nifty 50: 6% 57750 53333 57867
March 4, 2024 April 1, 2024 28 days 5% Nifty 50: 3% 72958 69036 73007
Sept. 27, 2024 Aug. 25, 2026 697 days 24% Nifty 50: 15% 84499 64202 84844
Aug. 28, 2026 Oct. 30, 2026 63 days 11% Nifty 50: 8% 85057 75775 79347