Quant ESG Integration Strategy Fund
Direct · GrowthAI Summary
Quant ESG Integration Strategy Fund has delivered strong SIP XIRR of 23.58% over 1 year, 21.20% over 3 years, and 16.60% over 5 years, significantly outperforming the category averages of 14.1%, 16.82%, and 16.95% respectively. The fund has also consistently beaten the NIFTY 50 benchmark across all periods, with 1-year alpha of 28.25% and 5-year alpha of 12.08%. However, the 1-year fund CAGR of 26.9% contrasts sharply with the benchmark's -1.08%, indicating exceptional recent performance.
The fund exhibits moderate volatility with beta close to 1 (ranging from 0.97 to 1.04) against the NIFTY 50, but its downside capture is notably lower (83.54% to 93.91%) than its upside capture (104.28% to 116.93%), suggesting better downside protection. Maximum drawdown is -25.06% with a recovery period of 449 days, and the fund has experienced 5 drawdown events exceeding 10%. Calmar ratios above 0.9 across all durations indicate strong risk-adjusted returns relative to drawdown.
The fund is highly concentrated with only 13 holdings, with the top 10 accounting for nearly 65% of the portfolio. Top sectors include Telecom-Services (18.2%), Finance (13.2%), and Metals & Minerals Trading (8.7%), with significant positions in Indus Towers, Adani Enterprises, and HFCL. This concentration in a few stocks and sectors increases idiosyncratic risk, though the fund's thematic focus on ESG integration may drive its distinct performance.
The fund consistently outperforms its category peers, with 1-year XIRR of 23.58% versus 14.1% category average, and 3-year XIRR of 21.20% versus 16.82%. Calendar year returns show high volatility, with a stellar 64.92% in 2021 but a modest 3.25% in 2025, indicating performance is not uniform. Despite this, the fund's long-term track record (5-year XIRR 16.60% vs 16.95% category) is competitive, though slightly below the category average over 5 years.
This fund is suitable for aggressive investors with a high risk tolerance and a long-term investment horizon of at least 5-7 years, given its concentrated portfolio and thematic focus. It may appeal to those seeking ESG-aligned investments with potential for high returns, but investors must be prepared for significant drawdowns and volatility. The fund is not appropriate for conservative investors or those needing stable, predictable returns.
- Consistent outperformance over the benchmark NIFTY 50 across all periods, with positive alpha ranging from 5.50% to 28.25%.
- Strong downside capture ratios (83.54% to 93.91%) indicate the fund loses less than the market during downturns.
- High Calmar ratios (above 0.9) across 1, 3, and 5-year periods demonstrate robust risk-adjusted returns relative to maximum drawdown.
- High portfolio concentration with only 13 holdings and top 10 stocks comprising ~65% of assets, increasing vulnerability to stock-specific adverse events.
- Significant drawdown risk, with a maximum drawdown of -25.06% and 5 drawdown events exceeding 10%, which may test investor patience during market corrections.
Generated on 21-08-2026, 3:39 AM. Verify before investing.
Gives more importance to longer time periods (10Y, 20Y) than shorter ones (1Y, 3Y). This balances out recent outperformance and gives a more realistic picture of what long-term returns might look like.
The largest peak-to-trough decline in the fund's NAV. Shows the worst-case loss an investor would have experienced at any point in the fund's history.
If you invested ₹1,00,000 every month via SIP, here's how this fund has historically performed across different time horizons.
| Duration | Invested | Median Value | XIRR | Min XIRR | Max XIRR |
|---|---|---|---|---|---|
| 1 Year | ₹12.00 L | ₹13.09 L | 23.6% | -31.6% | 88.5% |
| 3 Years | ₹36.00 L | ₹46.35 L | 21.2% | -0.8% | 40.6% |
| 5 Years | ₹60.00 L | ₹92.05 L | 16.6% | 9.0% | 19.7% |
SIP returns vs benchmark & category
Annualised SIP return (XIRR) over each rolling horizon — like-for-like, not lump-sum.
| Duration | Fund SIP XIRR | NIFTY 50 | Category avg | Fund edge |
|---|---|---|---|---|
| 1 Year | 23.6% | 14.4% | 14.1% | +9.2% |
| 3 Years | 21.2% | 11.1% | 16.8% | +10.1% |
| 5 Years | 16.6% | 10.4% | 16.9% | +6.2% |
| Duration | Mean | Median | Min | Max | Sharpe | Sortino | % Positive | Cat. Mean | Cat. Median |
|---|---|---|---|---|---|---|---|---|---|
| 1 Year | 23.6% | 18.8% | -16.0% | 91.5% | 0.77 | 3.31 | 86% | — | — |
| 3 Years | 23.9% | 21.6% | 12.4% | 38.2% | 2.36 | — | 100% | — | — |
| 5 Years | 22.5% | 21.5% | 18.3% | 29.1% | 5.82 | — | 100% | — | — |
Calmar Ratio by Duration
Compared against NIFTY 50
| Duration | Alpha | Beta | Upside Capture | Downside Capture | Fund CAGR | Bench CAGR |
|---|---|---|---|---|---|---|
| 1 Year | +26.72 | 1.03 | 117.6% | 83.6% | 23.5% | -2.9% |
| 3 Years | +10.71 | 0.99 | 106.4% | 93.0% | 18.4% | 7.8% |
| 5 Years | +12.11 | 1.04 | 108.0% | 93.9% | 20.0% | 7.8% |
| 7 Years | +13.02 | 0.97 | 104.3% | 86.6% | 22.8% | 9.9% |
| 10 Years | +8.66 | 0.97 | 104.3% | 86.6% | 15.5% | 6.8% |
| 12 Years | +7.06 | 0.97 | 104.3% | 86.6% | 12.8% | 5.7% |
| 15 Years | +5.51 | 0.97 | 104.3% | 86.6% | 10.1% | 4.5% |
| # | Stock | % of NAV |
|---|---|---|
| 1 | Indus Towers Limited | 9.53% |
| 2 | Adani Enterprises Limited | 8.74% |
| 3 | HFCL Limited | 8.64% |
| 4 | Adani Green Energy Limited | 8.37% |
| 5 | Piramal Finance Ltd | 7.39% |
| 6 | Capri Global Capital Limited | 5.77% |
| 7 | Aurobindo Pharma Limited | 5.47% |
| 8 | BLACKBUCK LIMITED | 5.04% |
| 9 | Black Box Limited | 3.88% |
| 10 | MANGALORE REFINERY & PETROCHEMICALS LTD | 2.38% |