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MF_120841

quant Mid Cap Fund - Growth Option - Direct Plan

Equity Scheme - Mid Cap Fund

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End Amount
₹77,167.79
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
15.94%
MF_120841 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
10.57%
Real Annualized Return
Alpha
0.06
Excess Return vs Benchmark
Beta
0.77
Volatility vs Benchmark
Sharpe Ratio
0.65
Risk-Adjusted Return
Sortino Ratio
1.05
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% 48% 38%
60 days 53% 32% 23%
90 days 52% 26% 17%
180 days 53% 21% 12%
1Yr 55% 17% 9%
3Yr 71% 10% 4%
5Yr 64% 10% 2%
7Yr 85% 7% 1%
10Yr 100% 5% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Mid Cap Fund - Growth Option - Direct Plan Nifty 50
30 days -24.0% | -63.5% | 15.8% | 242.6% 26.6% | -61.9% | 14.2% | 180.7%
60 days -34.1% | -48.1% | 15.9% | 152.7% -23.0% | -45.3% | 16.8% | 120.0%
90 days -25.8% | -38.7% | 15.5% | 135.6% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -2.2% | -13.1% | 12.6% | 90.4% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 10.2% | 2.5% | 14.3% | 41.2% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 14.1% | 3.0% | 19.8% | 39.0% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 22.5% | 7.4% | 19.1% | 26.9% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 17.6% | 16.3% | 18.2% | 22.1% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 17 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
July 16, 2015 March 7, 2017 600 days 10% Nifty 50: 19% 15519 13927 15521
Jan. 15, 2018 Aug. 1, 2018 198 days 6% Nifty 50: 7% 19232 18028 19233
Aug. 31, 2018 Jan. 29, 2020 516 days 20% Nifty 50: 14% 19851 15980 19877
Jan. 29, 2020 Aug. 1, 2020 185 days 33% Nifty 50: 37% 19877 13232 19943
Aug. 26, 2020 Sept. 16, 2020 21 days 5% Nifty 50: 2% 21471 20352 21585
Jan. 14, 2021 March 2, 2021 47 days 8% Nifty 50: 7% 28077 25852 28420
Aug. 3, 2021 Sept. 3, 2021 31 days 8% Nifty 50: 0% 38633 35469 38658
Oct. 18, 2021 Nov. 9, 2021 22 days 6% Nifty 50: 4% 41863 39398 42298
Dec. 13, 2021 Jan. 13, 2022 31 days 8% Nifty 50: 4% 42642 39111 42785
Jan. 17, 2022 Feb. 2, 2022 16 days 7% Nifty 50: 7% 43018 39990 43144
Feb. 2, 2022 March 29, 2022 55 days 13% Nifty 50: 11% 43144 37688 43360
April 11, 2022 Sept. 3, 2022 145 days 19% Nifty 50: 13% 46309 37722 46571
Sept. 20, 2022 Nov. 25, 2022 66 days 7% Nifty 50: 6% 48387 44932 48757
Dec. 14, 2022 June 21, 2023 189 days 13% Nifty 50: 9% 50844 44044 51083
Oct. 17, 2023 Nov. 11, 2023 25 days 6% Nifty 50: 5% 60349 56728 60763
March 5, 2024 April 2, 2024 28 days 7% Nifty 50: 2% 77688 72603 78497
July 15, 2024 Oct. 30, 2026 837 days 26% Nifty 50: 10% 91843 68005 77168