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MF_151713

quant Dynamic Asset Allocation Fund - Growth Option - Direct Plan

Hybrid Scheme - Dynamic Asset Allocation or Balanced Advantage

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End Amount
₹16,482.91
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
15.11%
MF_151713 Return
Benchmark CAGR
8.83%
Nifty 50
Inflation Adj. CAGR
10.69%
Real Annualized Return
Alpha
0.08
Excess Return vs Benchmark
Beta
0.97
Volatility vs Benchmark
Sharpe Ratio
0.65
Risk-Adjusted Return
Sortino Ratio
1.10
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 51% 44% 20%
60 days 55% 31% 12%
90 days 56% 28% 10%
180 days 56% 24% 7%
1Yr 55% 15% 5%
3Yr 100% 7% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period quant Dynamic Asset Allocation Fund - Growth Option - Direct Plan Nifty 50
30 days -17.8% | -54.4% | 9.6% | 221.9% 26.6% | -54.7% | 11.2% | 146.5%
60 days -20.6% | -39.3% | 13.5% | 157.6% -23.0% | -41.4% | 9.0% | 88.3%
90 days -18.1% | -33.8% | 13.4% | 152.5% -25.0% | -32.5% | 11.2% | 59.7%
1 Year -5.8% | -5.8% | 3.8% | 62.9% -10.0% | -8.9% | 7.9% | 31.0%
3 Years 12.9% | 12.2% | 16.0% | 20.0% 7.7% | 5.9% | 9.0% | 12.5%
5 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
7 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
10 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
Periods of Negative Return (Drawdowns) 3 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Sept. 15, 2023 Nov. 11, 2023 57 days 5% Nifty 50: 7% 11870 11257 11973
March 4, 2024 April 2, 2024 29 days 8% Nifty 50: 3% 15807 14491 15945
Sept. 27, 2024 Oct. 30, 2026 763 days 18% Nifty 50: 15% 17994 14677 16483