SBI Quant Fund
Direct · GrowthAI Summary
The SBI Quant Fund has delivered a 1-year XIRR of 6.53%, which is significantly below the category average of 14.1% for the same period. Over the longer term, the fund's CAGR has been negative or near zero across 3 to 15-year horizons, underperforming the NIFTY 50 benchmark in most periods, with a 1-year alpha of +7.71% being the only notable outperformance.
The fund exhibits a maximum drawdown of -0.15% with a recovery period of 238 days, indicating relatively shallow but prolonged drawdowns. The Calmar ratio of 0.45 for 1 year suggests modest risk-adjusted returns, and the fund has experienced 2 drawdown events exceeding 10%, reflecting occasional significant volatility.
The fund holds a concentrated portfolio of 33 stocks, with top 10 holdings accounting for about 53% of NAV, led by Bajaj Finance (7.02%) and Bajaj Auto (5.64%). Sector concentration is high in Finance (17.5%) and Banks (16.2%), with Automobiles at 14.4%, indicating a tilt towards financials and cyclical sectors, which may increase sector-specific risk.
The fund's 1-year XIRR of 6.53% is less than half the category average of 14.1%, placing it in the lower quartile of its peer group. Over longer horizons, the fund's CAGR has been negative or near zero, while category averages have remained in the 16-17% range, indicating persistent underperformance and lack of consistency.
This fund may suit investors with a high risk tolerance and a long-term horizon who are willing to accept significant underperformance relative to peers. However, given its poor long-term track record and high sector concentration, it is more appropriate for investors seeking thematic exposure to financials and autos, rather than as a core equity holding.
- 1-year alpha of +7.71% versus NIFTY 50, showing short-term outperformance
- Upside capture of 103.28% in 1 year, indicating participation in market upswings
- Low expense ratio of 1.05% for a direct plan, which is cost-efficient
- 1-year XIRR of 6.53% is far below the category average of 14.1%, indicating significant underperformance
- Long-term CAGR is negative or near zero across 3-15 years, underperforming the benchmark and category
- High concentration in Finance and Banks (33.7% combined) increases sector-specific risk
Generated on 29-08-2026, 2:52 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 | ₹12.21 L | 6.5% | -12.6% | 26.2% |
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 | 6.5% | 14.4% | 14.1% | -7.9% |
| Duration | Mean | Median | Min | Max | Sharpe | Sortino | % Positive | Cat. Mean | Cat. Median |
|---|---|---|---|---|---|---|---|---|---|
| 1 Year | 6.7% | 6.0% | -3.2% | 21.3% | 0.04 | 0.06 | 88% | — | — |
Calmar Ratio by Duration
Compared against NIFTY 50
| Duration | Alpha | Beta | Upside Capture | Downside Capture | Fund CAGR | Bench CAGR |
|---|---|---|---|---|---|---|
| 1 Year | +7.71 | 1.01 | 103.3% | 92.6% | 4.7% | -2.9% |
| 3 Years | -0.64 | 1.01 | 99.4% | 100.8% | -0.1% | 0.6% |
| 5 Years | -0.35 | 1.01 | 99.4% | 100.8% | -0.1% | 0.3% |
| 7 Years | -0.24 | 1.01 | 99.4% | 100.8% | -0.1% | 0.3% |
| 10 Years | -0.15 | 1.01 | 99.4% | 100.8% | -0.0% | 0.2% |
| 12 Years | -0.11 | 1.01 | 99.4% | 100.8% | -0.0% | 0.1% |
| 15 Years | -0.07 | 1.01 | 99.4% | 100.8% | -0.0% | 0.1% |
| # | Stock | % of NAV |
|---|---|---|
| 1 | Bajaj Finance Ltd. | 7.02% |
| 2 | Bajaj Auto Ltd. | 5.64% |
| 3 | Nestle India Ltd. | 5.50% |
| 4 | Hero MotoCorp Ltd. | 5.47% |
| 5 | The Federal Bank Ltd. | 5.36% |
| 6 | HDFC Asset Management Co. Ltd. | 5.30% |
| 7 | AU Small Finance Bank Ltd. | 5.21% |
| 8 | Power Finance Corporation Ltd. | 4.96% |
| 9 | Tech Mahindra Ltd. | 4.35% |
| 10 | Asian Paints Ltd. | 4.15% |