The current NAV of Quant Multi Asset Allocation Fund(IDCW) is ₹158.78, as of 10th March 2026.

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

• 1 Year Returns: 27.86%
• 3 Year Returns: 25.05%
• 5 Year Returns: 26.66%

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

• Others | 29.77%
• Private Banks | 24.25%
• Miscellaneous | 11.45%
• G-Sec | 6.71%
• Insurance | 6.56%

This data is as on 10th March 2026.

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

• NCA-NET CURRENT ASSETS | 30.88%
• TREPS 02-Mar-2026 DEPO 10 | 11.45%
• Nippon India ETF Gold Bees | 10.24%
• HDFC Bank Ltd | 9.16%
• ICICI Bank Ltd | 7.86%

This data is as on 10th March 2026.

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

• Equity | 65.08%
• Cash & Equivalents | 42.33%
• N/A | 10.24%
• Government Securities | 5.74%
• Certificate of Deposit | 3.56%

This data is as on 10th March 2026.

The AUM (i.e. assets under management) of Quant Multi Asset Allocation Fund(IDCW) is ₹4925.89 Cr as of 10th March 2026.

The expense ratio of Quant Multi Asset Allocation Fund(IDCW) Plan is 0.58 as of 10th March 2026.

The volatility or standard deviation for the Quant Multi Asset Allocation Fund(IDCW) is 9.33

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 Multi Asset Allocation Fund(IDCW) is 2.21

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 Multi Asset Allocation Fund(IDCW) is 0.25

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 Multi Asset Allocation Fund(IDCW) is 19.34, while category PE ratio is 24.25.