Quantum Value Fund
Direct · GrowthAI Summary
Quantum Value Fund has delivered a 3Y SIP XIRR of 16.1% and 5Y XIRR of 15.01%, trailing the category averages of 17.05% and 17.09% respectively, though it matches the 15Y category average of 13.57% exactly. Against its benchmark (NIFTY50 VALUE 20), the fund shows positive alpha over 3Y (5.28%), 5Y (4.04%), and 7Y (2.22%), with the 3Y fund CAGR of 8.53% beating the benchmark's 2.59%. However, over 10Y the fund's CAGR of 9.94% lags the benchmark's 11.6% with negative alpha of -0.85%.
The fund exhibits defensive characteristics with a beta below 1 across all periods (0.80-0.95) and downside capture consistently below upside capture, such as 78.99% downside versus 87.01% upside over 3Y. It has experienced 10 drawdown events greater than 10%, with the maximum drawdown lasting 323 days and taking 328 days to recover, indicating meaningful recovery risk. Calmar ratios of roughly 0.24-0.29 across horizons suggest moderate risk-adjusted returns.
The portfolio is concentrated in financials, with Banks at 23.2% and Insurance at 12.4%, followed by IT-Software at 14.5%. The top 10 holdings account for roughly 41% of NAV, led by HDFC Bank (5.81%), ICICI Bank (4.85%), and Kotak Mahindra Bank (4.53%), with 34 total holdings providing reasonable diversification. Large-cap quality names dominate, consistent with a value-oriented mandate.
The fund underperforms category SIP XIRR averages across most horizons, including 1Y (6.73% vs 11.74%) and 10Y (13.14% vs 16.51%), though long-term 15Y performance is in line at 13.57%. Calendar year returns show strong upside years like 2009 (100%) and 2014 (39.08%) but sharp drawdowns in 2008 (-47.11%) and 2011 (-20.39%). Its consistent benchmark outperformance over 3Y, 5Y, 7Y, 12Y, and 15Y periods suggests reliable relative execution despite category lag.
This fund suits patient investors with a 7-10 year horizon who value downside protection and benchmark-relative consistency over category-leading returns. Its low beta and below-1 downside capture make it appropriate for moderate risk tolerance investors seeking value-style exposure. Investors should be comfortable with extended recovery periods, as the maximum drawdown took over 300 days to recover.
- Consistent positive alpha versus the NIFTY50 VALUE 20 benchmark over 3Y (5.28%), 5Y (4.04%), and 7Y (2.22%) periods
- Defensive profile with downside capture below upside capture in every measured period, such as 75.51% downside versus 79.39% upside over 15Y
- Diversified 34-stock portfolio anchored in quality large caps like HDFC Bank, ICICI Bank, and TCS
- SIP XIRR trails category averages across nearly all horizons, including 1Y (6.73% vs 11.74%) and 5Y (15.01% vs 17.09%)
- Recent performance is weak, with 2026 calendar year returns of -11.98% and a 1Y XIRR of just 6.73%
Generated on 10-10-2026, 3:07 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 | ₹12.62 L | 17.1% | -67.4% | 151.7% |
| 3 Years | ₹36.00 L | ₹44.86 L | 15.6% | -26.5% | 41.6% |
| 5 Years | ₹60.00 L | ₹85.23 L | 14.0% | -12.5% | 27.3% |
| 7 Years | ₹84.00 L | ₹1.37 Cr | 13.9% | -4.7% | 21.2% |
| 10 Years | ₹1.20 Cr | ₹2.41 Cr | 13.2% | 1.3% | 17.6% |
| 12 Years | ₹1.44 Cr | ₹3.24 Cr | 12.8% | 4.8% | 16.7% |
| 15 Years | ₹1.80 Cr | ₹5.40 Cr | 13.6% | 11.2% | 15.8% |
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 | 17.1% | 14.9% | 11.7% | +2.2% |
| 3 Years | 15.6% | 12.9% | 17.0% | +2.7% |
| 5 Years | 14.0% | 13.5% | 17.0% | +0.5% |
| 7 Years | 13.9% | 13.3% | 16.0% | +0.6% |
| 10 Years | 13.2% | 13.6% | 16.5% | -0.4% |
| 12 Years | 12.8% | 14.1% | 16.1% | -1.3% |
| 15 Years | 13.6% | 13.7% | 13.6% | -0.1% |
| Duration | Mean | Median | Min | Max | Sharpe | Sortino | % Positive | Cat. Mean | Cat. Median |
|---|---|---|---|---|---|---|---|---|---|
| 1 Year | 15.8% | 10.9% | -49.4% | 128.8% | 0.36 | 0.88 | 78% | — | — |
| 3 Years | 14.6% | 14.9% | -10.7% | 40.4% | 1.13 | 3.67 | 96% | — | — |
| 5 Years | 13.7% | 13.1% | -2.2% | 29.2% | 1.41 | 8.75 | 100% | — | — |
| 10 Years | 13.3% | 13.3% | 6.2% | 21.1% | 2.84 | 782.58 | 100% | — | — |
Calmar Ratio by Duration
Compared against NIFTY50 VALUE 20
| Duration | Alpha | Beta | Upside Capture | Downside Capture | Fund CAGR | Bench CAGR |
|---|---|---|---|---|---|---|
| 1 Year | +1.40 | 0.94 | 90.7% | 88.5% | -8.1% | -10.4% |
| 3 Years | +5.50 | 0.83 | 86.6% | 78.4% | 9.1% | 3.0% |
| 5 Years | +3.80 | 0.82 | 84.7% | 79.0% | 8.2% | 3.9% |
| 7 Years | +2.31 | 0.87 | 85.4% | 81.5% | 13.2% | 11.5% |
| 10 Years | -0.79 | 0.84 | 80.7% | 79.7% | 10.3% | 12.0% |
| 12 Years | +1.25 | 0.82 | 80.1% | 76.9% | 10.6% | 10.0% |
| 15 Years | +2.05 | 0.80 | 79.5% | 75.5% | 12.5% | 11.4% |
| # | Stock | % of NAV |
|---|---|---|
| 1 | HDFC Bank Ltd | 5.81% |
| 2 | ICICI Bank Ltd | 4.85% |
| 3 | Kotak Mahindra Bank Ltd | 4.53% |
| 4 | Tata Consultancy Services Ltd | 4.40% |
| 5 | Infosys Ltd | 4.12% |
| 6 | Exide Industries Ltd | 3.76% |
| 7 | Tech Mahindra Ltd | 3.53% |
| 8 | Axis Bank Ltd | 3.49% |
| 9 | HDFC Life Insurance Company Ltd | 3.29% |
| 10 | Hero MotoCorp Ltd | 3.26% |