Quant Value Fund
Direct · GrowthAI Summary
Quant Value Fund has delivered strong outperformance versus its benchmark, with a 1Y SIP XIRR of 27.09% and 3Y SIP XIRR of 19.27%, both well above the category averages of 17.71% and 17.43% respectively. Lump-sum performance is equally impressive, with the fund's 3Y CAGR of 22.11% far exceeding the NIFTY50 VALUE 20's 6.01%, generating alpha of 16.10% over 3Y and 12.86% over 5Y. Calendar year returns show strong up years (36.93% in 2023, 24.97% in 2024) but weak years like 2025 at 0.75%, reflecting a value style that moves in cycles.
The fund shows favorable risk-adjusted behavior with Calmar ratios above 1.0 across both 1Y (1.04) and 3Y (1.01) windows, and a low average drawdown of -0.066%. Downside capture is a key strength, at 68.44% over 1Y and 82.30% over 3Y, meaning the fund loses significantly less than the benchmark in falling markets while still capturing 97.61% to 103.16% of upside. However, investors should note 5 drawdown events exceeding 10%, a lengthy 215-day maximum drawdown duration, and a 428-day recovery period, indicating patience is required during corrections.
The portfolio is highly concentrated with only 19 total holdings, and the top 10 positions account for roughly 61% of NAV, led by Piramal Finance (9.96%), Adani Enterprises (8.90%), and Adani Green Energy (7.54%). Adani group companies alone represent approximately 23% of the portfolio across Enterprises, Green Energy, and Power, creating significant single-group concentration risk. Sector exposure is also skewed toward Power (16.4%), Telecom Services (14.3%), and Finance (13.7%), leaving the fund vulnerable to adverse moves in a few sectors.
Against category peers, the fund's SIP XIRR of 27.09% (1Y) and 19.27% (3Y) comfortably beats category averages of 17.71% and 17.43%, placing it in the upper tier of value funds. Long-term consistency is also evident, with positive alpha across every measured window from 1Y (21.45%) to 15Y (3.86%), showing persistent benchmark outperformance over multiple market cycles. The combination of above-market returns with below-market downside capture across 1Y, 3Y, and 5Y windows reinforces its standing among value-oriented peers.
This fund suits investors with high risk tolerance who can accept concentrated bets, including meaningful Adani group exposure, and the volatility inherent in a value style that can produce flat years like 2025 (0.75%). A time horizon of at least 5-7 years is appropriate, given the 428-day recovery from maximum drawdown and the need to ride out value cycle rotations. It is best used as a satellite or diversifier holding alongside broader large-cap or flexi-cap funds rather than a core portfolio position.
- Consistent alpha generation across all time horizons, from 21.45% over 1Y to 3.86% over 15Y versus the NIFTY50 VALUE 20 benchmark
- Superior downside protection with downside capture of 68.44% (1Y) and 82.30% (3Y) while capturing 97.61% to 103.16% of upside
- SIP XIRR of 27.09% (1Y) and 19.27% (3Y) meaningfully outpaces category averages of 17.71% and 17.43%
- Heavy Adani group concentration of roughly 23% of NAV across Adani Enterprises, Adani Green Energy, and Adani Power
- High portfolio concentration with only 19 holdings and a 215-day maximum drawdown duration requiring 428 days for recovery
Generated on 11-09-2026, 3:14 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 | ₹13.05 L | 27.1% | -33.7% | 117.1% |
| 3 Years | ₹36.00 L | ₹46.30 L | 19.3% | 4.3% | 37.3% |
SIP returns vs benchmark & category
Annualised SIP return (XIRR) over each rolling horizon — like-for-like, not lump-sum.
| Duration | Fund SIP XIRR | NIFTY50 VALUE 20 | Category avg | Fund edge |
|---|---|---|---|---|
| 1 Year | 27.1% | 15.2% | 17.7% | +11.9% |
| 3 Years | 19.3% | 13.1% | 17.4% | +6.1% |
| Duration | Mean | Median | Min | Max | Sharpe | Sortino | % Positive | Cat. Mean | Cat. Median |
|---|---|---|---|---|---|---|---|---|---|
| 1 Year | 25.1% | 18.0% | -14.0% | 84.0% | 0.66 | 3.03 | 80% | — | — |
| 3 Years | 24.2% | 23.7% | 17.6% | 32.3% | 5.93 | — | 100% | — | — |
Calmar Ratio by Duration
Compared against NIFTY50 VALUE 20
| Duration | Alpha | Beta | Upside Capture | Downside Capture | Fund CAGR | Bench CAGR |
|---|---|---|---|---|---|---|
| 1 Year | +21.45 | 0.90 | 97.6% | 68.4% | 17.1% | -5.5% |
| 3 Years | +16.10 | 0.99 | 103.2% | 82.3% | 22.1% | 6.0% |
| 5 Years | +12.86 | 0.97 | 100.6% | 84.0% | 18.8% | 6.0% |
| 7 Years | +8.83 | 0.97 | 100.6% | 84.0% | 13.1% | 4.2% |
| 10 Years | +5.98 | 0.97 | 100.6% | 84.0% | 9.0% | 2.9% |
| 12 Years | +4.91 | 0.97 | 100.6% | 84.0% | 7.5% | 2.5% |
| 15 Years | +3.86 | 0.97 | 100.6% | 84.0% | 5.9% | 1.9% |
| # | Stock | % of NAV |
|---|---|---|
| 1 | Piramal Finance Ltd | 9.96% |
| 2 | Adani Enterprises Limited | 8.90% |
| 3 | Adani Green Energy Limited | 7.54% |
| 4 | Indus Towers Limited | 7.38% |
| 5 | HFCL Limited | 6.94% |
| 6 | Adani Power Limited | 6.71% |
| 7 | Bharat Heavy Electricals Ltd | 4.84% |
| 8 | Aurobindo Pharma Limited | 4.30% |
| 9 | Manappuram Finance Ltd | 2.52% |
| 10 | BLACKBUCK LIMITED | 2.18% |