The current NAV of Quant Dynamic Asset Allocation Fund(IDCW) is ₹16.05, as of 17th April 2025.

The Quant Dynamic Asset Allocation Fund(IDCW) was launched on 12th April 2023. This mutual fund's past returns are as follows:

• 1 Year Returns: -0.09%

The top sectors Quant Dynamic Asset Allocation Fund(IDCW) has invested in are as follows:

• Miscellaneous | 17.81%
• Insurance | 15.92%
• Specialized Finance | 10.90%
• Oil & Gas - Refining & Marketing | 10.42%
• Investment Banking & Brokerage | 9.38%

This data is as on 17th April 2025.

The top 5 holdings for Quant Dynamic Asset Allocation Fund(IDCW) are as follows:

• TREPS 02-Apr-2025 DEPO 10 | 17.81%
• Reliance Industries Ltd | 9.92%
• Bajaj Finserv Ltd | 9.38%
• Jio Financial Services Ltd | 9.33%
• HDFC Life Insurance Co Ltd 25/01/2024 | 8.39%

This data is as on 17th April 2025.

The asset allocation for Quant Dynamic Asset Allocation Fund(IDCW) is as follows:

• Equity | 74.39%
• Cash & Equivalents | 17.78%
• Treasury Bills | 5.77%
• Futures & Options | 2.07%

This data is as on 17th April 2025.

The AUM (i.e. assets under management) of Quant Dynamic Asset Allocation Fund(IDCW) is ₹1199.42 Cr as of 17th April 2025.

The expense ratio of Quant Dynamic Asset Allocation Fund(IDCW) Plan is 0.69 as of 17th April 2025.

The volatility or standard deviation for the Quant Dynamic Asset Allocation Fund(IDCW) is 14.55

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 Dynamic Asset Allocation Fund(IDCW) is -0.31

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 Dynamic Asset Allocation 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 Dynamic Asset Allocation Fund(IDCW) is 45.30, while category PE ratio is 42.77.