• 1 Year Returns: 0.04%
• 3 Year Returns: 0.01%
• 5 Year Returns: 0.01%

• Public Banks | 41.67%
• G-Sec | 30.47%
• Consumer Finance | 14.91%
• Miscellaneous | 6.43%
• Home Financing | 4.66%

• 91 Days Tbill (MD 08/10/2026) | 12.92%
• 91 Days Tbill (MD 01/10/2026)** | 8.31%
• 7.23% IRFC NCD Sr 171 (MD 15/10/2026)** | 7.46%
• National Bank For Agri & Rural CP (MD 07/08/2026)** | 7.45%
• Punjab National Bank CD (MD 15/09/2026)** | 7.40%

• Treasury Bills | 30.47%
• Certificate of Deposit | 24.93%
• Corporate Debt | 24.23%
• Commercial Paper | 12.09%
• Cash & Equivalents | 7.94%

The alpha ratio for the Quantum Liquid Fund(DD-IDCW) is -0.05

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(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(DD-IDCW) is -6.38

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(DD-IDCW) is -0.31

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.