Research & DIY Experimentation Only: This site is for educational and informational purposes only. No assurance is provided on data correctness and it is not SEBI-registered investment advice.
MF_120847

quant ELSS Tax Saver Fund - Growth Option - Direct Plan

Equity Scheme - ELSS

Back to Home
End Amount
₹112,909.34
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
19.17%
MF_120847 Return
Benchmark CAGR
11.59%
Nifty 50
Inflation Adj. CAGR
13.66%
Real Annualized Return
Alpha
0.08
Excess Return vs Benchmark
Beta
0.98
Volatility vs Benchmark
Sharpe Ratio
0.78
Risk-Adjusted Return
Sortino Ratio
1.25
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 57% 51% 28%
60 days 61% 33% 17%
90 days 62% 28% 13%
180 days 68% 22% 9%
1Yr 71% 19% 7%
3Yr 88% 12% 3%
5Yr 100% 10% 0%
7Yr 100% 10% 0%
10Yr 100% 9% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant ELSS Tax Saver Fund - Growth Option - Direct Plan Nifty 50
30 days -25.4% | -66.4% | 27.2% | 285.4% 26.6% | -61.9% | 14.2% | 180.7%
60 days -26.2% | -52.9% | 23.1% | 193.7% -23.0% | -45.3% | 16.8% | 120.0%
90 days -19.9% | -44.1% | 23.2% | 154.0% -25.0% | -37.7% | 15.4% | 102.4%
1 Year 3.0% | -10.6% | 16.6% | 114.0% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 14.5% | 2.6% | 21.3% | 44.3% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 13.7% | 7.7% | 23.1% | 37.6% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 23.8% | 13.8% | 23.6% | 26.4% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 19.1% | 19.4% | 22.1% | 27.3% 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. 9, 2013 May 13, 2014 489 days 22% Nifty 50: 11% 10002 7848 10058
March 3, 2015 Dec. 31, 2015 303 days 12% Nifty 50: 15% 15781 13934 15840
Jan. 8, 2016 April 29, 2016 112 days 15% Nifty 50: 8% 16076 13743 16131
Oct. 25, 2016 Feb. 18, 2017 116 days 11% Nifty 50: 9% 19762 17600 19779
Sept. 19, 2017 Nov. 1, 2017 43 days 6% Nifty 50: 4% 23820 22383 23899
Jan. 15, 2018 Aug. 28, 2018 225 days 11% Nifty 50: 7% 25148 22494 25176
Aug. 31, 2018 May 25, 2019 267 days 14% Nifty 50: 14% 25187 21557 25315
May 27, 2019 Oct. 30, 2019 156 days 14% Nifty 50: 10% 25315 21688 25498
Oct. 31, 2019 Jan. 24, 2020 85 days 5% Nifty 50: 0% 25506 24183 25637
Jan. 24, 2020 July 23, 2020 181 days 36% Nifty 50: 38% 25637 16377 25935
Aug. 27, 2020 Sept. 16, 2020 20 days 6% Nifty 50: 2% 30642 28901 30778
Sept. 18, 2020 Nov. 5, 2020 48 days 7% Nifty 50: 6% 31209 29069 31595
Jan. 14, 2021 Feb. 9, 2021 26 days 7% Nifty 50: 7% 39879 37196 39934
Aug. 3, 2021 Sept. 14, 2021 42 days 9% Nifty 50: 0% 57384 52316 57586
Oct. 18, 2021 Jan. 11, 2022 85 days 9% Nifty 50: 10% 62736 57152 62760
Jan. 17, 2022 April 2, 2022 75 days 15% Nifty 50: 13% 64333 54448 64458
April 11, 2022 Aug. 30, 2022 141 days 19% Nifty 50: 13% 65724 53564 65781
Sept. 15, 2022 Dec. 1, 2022 77 days 8% Nifty 50: 6% 70654 65090 71062
Dec. 14, 2022 July 6, 2023 204 days 15% Nifty 50: 9% 72149 61081 72294
Sept. 11, 2023 Nov. 14, 2023 64 days 7% Nifty 50: 6% 79460 73697 79986
March 5, 2024 April 3, 2024 29 days 8% Nifty 50: 2% 102665 94172 103653
June 3, 2024 June 20, 2024 17 days 8% Nifty 50: 6% 112578 104000 112698
Sept. 27, 2024 July 18, 2026 659 days 26% Nifty 50: 15% 118014 87518 118463
Aug. 10, 2026 Oct. 30, 2026 81 days 9% Nifty 50: 10% 119870 108884 112909