Quantum Value Fund - Direct Plan - Growth Option
code 103490 Value Fund direct plan · growth NAVs 2006-04-03 to 2026-11-09
Growth of ₹10,000 vs benchmark
From 2023-04-21, common dates. Scroll or drag to zoom.
Drawdown
Rolling 1-year CAGR
Returns
| period | fund | fund* | benchmark* | fund − benchmark* | from → to |
|---|---|---|---|---|---|
| 1M | 8.00% | 8.00% | 7.85% | 0.15% | 2026-10-09 → 2026-11-09 |
| 3M | -0.17% | -0.17% | -0.57% | 0.40% | 2026-08-07 → 2026-11-09 |
| 6M | 1.60% | 1.60% | 2.40% | -0.80% | 2026-05-08 → 2026-11-09 |
| 1Y | -2.30% | -2.30% | 0.43% | -2.73% | 2025-11-07 → 2026-11-09 |
| 3Y | 11.39% | 11.39% | 11.15% | 0.24% | 2023-11-09 → 2026-11-09 |
| 5Y | 9.46% | - | - | - | 2021-11-09 → 2026-11-09 |
| 7Y | 13.27% | - | - | - | 2019-11-08 → 2026-11-09 |
| 10Y | 11.04% | - | - | - | 2016-11-09 → 2026-11-09 |
| since inception | 13.00% | 14.44% | 14.06% | 0.38% | 2006-04-03 → 2026-11-09 |
Absolute under 1 year, CAGR from 1 year. * Common dates only.
Calendar years
| year | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| fund | 45.78% | -46.99% | 103.28% | 28.82% | -20.16% | 31.21% | 9.16% | 38.98% | 3.49% | 12.33% | 21.71% | 0.61% | -0.90% | 13.22% | 25.53% | 7.10% | 27.61% | 22.71% | 4.63% |
| benchmark | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 14.95% | 7.17% |
Rolling returns
| length | periods | average | median | worst | best | % positive | % beating benchmark |
|---|---|---|---|---|---|---|---|
| 1 year | 630 | 12.70% | 5.34% | -11.63% | 46.32% | 72% | 59% |
| 3 years | 139 | 11.82% | 11.93% | 7.97% | 16.84% | 100% | 68% |
Risk and risk-adjusted return
| 3 years 2023-11 – 2026-10 | 5 years 2021-11 – 2026-10 | 10 years 2016-11 – 2026-10 | |
|---|---|---|---|
| CAGR | 9.65% | 8.71% | 10.01% |
| volatility | 13.93% | 13.15% | 15.64% |
| max drawdown | -15.93% | -15.93% | -40.05% |
| downside deviation | 9.69% | 8.98% | 11.14% |
| Sharpe ratio | 0.31 | 0.27 | 0.35 |
| Sortino ratio | 0.44 | 0.39 | 0.49 |
| Calmar ratio | 0.61 | - | - |
| alpha (annualised) | 0.65% | - | - |
| beta | 0.86 | - | - |
| R² | 0.92 | - | - |
| tracking error | 4.51% | - | - |
| information ratio | 0.01 | - | - |
| up / down capture | 86 / 82 | - | - |
| Treynor ratio | 0.05 | - | - |
60 months: benchmark lacks some months of the window: no relative metrics
120 months: benchmark lacks some months of the window: no relative metrics
Category: Value Fund
Overall ★★☆☆☆ (3y ★★☆☆☆ · 5y ★☆☆☆☆ · 10y ★★☆☆☆) · as of 2026-10 · 246 months of history
| percentile rank (1 = best) | 3 years of 21 funds | 5 years of 17 funds | 10 years of 12 funds |
|---|---|---|---|
| return | 85th | 94th | 91st |
| volatility | 10th | 13th | 10th |
| Sharpe | 80th | 94th | 82nd |
| Sortino | 80th | 94th | 91st |
| worst fall | 15th | 7th | 46th |
| risk-adjusted return (MRAR) | 70th | 94th | 73rd |
Ratings: Morningstar method. Differences: risk-free rate: RBI 91-day T-bill (Morningstar uses FBIL MIBOR Overnight for rupee funds); peer groups: SEBI-category groups (D13), not Morningstar Categories; no analyst rating suspensions.