The current NAV of Quant Absolute Fund(IDCW) is ₹57.82, as of 21st March 2025.

The Quant Absolute Fund(IDCW) was launched on 7th January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: 0.17%
• 3 Year Returns: 14.00%
• 5 Year Returns: 29.49%

The top sectors Quant Absolute Fund(IDCW) has invested in are as follows:

• G-Sec | 20.93%
• Power Generation | 11.61%
• Insurance | 10.80%
• Oil & Gas - Refining & Marketing | 10.08%
• Miscellaneous | 8.36%

This data is as on 21st March 2025.

The top 5 holdings for Quant Absolute Fund(IDCW) are as follows:

• Reliance Industries Ltd | 10.08%
• TREPS 03-Mar-2025 DEPO 10 | 8.36%
• ITC Ltd | 8.03%
• Larsen and Toubro Ltd | 6.63%
• Life Insurance Corporation Of India | 5.82%

This data is as on 21st March 2025.

The asset allocation for Quant Absolute Fund(IDCW) is as follows:

• Equity | 66.09%
• Treasury Bills | 12.59%
• Futures & Options | 9.99%
• Government Securities | 8.34%
• REITs & InvIT | 2.72%

This data is as on 21st March 2025.

The AUM (i.e. assets under management) of Quant Absolute Fund(IDCW) is ₹1893.04 Cr as of 21st March 2025.

The expense ratio of Quant Absolute Fund(IDCW) Plan is 0.69 as of 21st March 2025.

The volatility or standard deviation for the Quant Absolute Fund(IDCW) is 12.98

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the Quant Absolute Fund(IDCW) is -0.28

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the Quant Absolute Fund(IDCW) is -0.03

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.

The PE ratio of Quant Absolute Fund(IDCW) is 37.84, while category PE ratio is 36.39.