• 1 Year Returns: N/A%
• 3 Year Returns: N/A%
• 5 Year Returns: -0.00%

• G-Sec | 50.70%
• Public Banks | 32.73%
• Miscellaneous | 5.31%
• Consumer Finance | 4.71%
• Home Financing | 4.71%

• 91 Days Tbill (MD 06/08/2026)** | 11.21%
• 91 Days Tbill (MD 30/07/2026) | 8.42%
• National Bank For Agri & Rural CP (MD 07/08/2026)** | 7.44%
• Punjab National Bank CD (MD 12/06/2026)** | 6.59%
• 7.83% Gujarat SDL(MD 13/07/2026)** | 5.67%

• Treasury Bills | 40.30%
• Certificate of Deposit | 15.93%
• Corporate Debt | 14.14%
• Commercial Paper | 12.09%
• Government Securities | 10.40%

The alpha ratio for the Quantum Liquid Fund-Reg(DD-IDCW) is -0.09

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the Quantum Liquid Fund-Reg(DD-IDCW) is 0.08

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 Quantum Liquid Fund-Reg(DD-IDCW) is -8.45

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 Quantum Liquid Fund-Reg(DD-IDCW) is -0.40

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.