Downside Volatility Ranking

Scheme Name AMC Name Launch Date 3 years Volatility Quartile Rank
Quant Active Fund Gr QuantMF 21-03-2001 - Top Quartile
Baroda BNP Paribas Multi Cap Plan A Gr BarodaBNPMF 12-09-2003 8.68 Upper Middle Quartile
ICICI Pru Multi Cap Gr ICICIMF 01-10-1994 12.11 Lower Middle Quartile
Invesco India Multi Cap Gr InvescoMF 17-03-2008 6.76 Top Quartile
ITI Multi Cap Reg Gr ITIMF 05-05-2019 16.67 Bottom Quartile
Mahindra Manulife Multi Cap Badhat Yojana Reg Gr MahindraManulifeMF 05-05-2017 2.92 Top Quartile
Nippon India Multi Cap Gr Gr NipponIndiaMF 25-03-2005 20.2 Bottom Quartile
Sundaram Multi Cap Fund Gr SundaramMF 02-01-2013 8.49 Upper Middle Quartile

Quartile rankings are a measure of how well a mutual fund has performed against all other funds in its category. The rankings range from "Top Quartile" to "Bottom Quartile" for all time periods covered in our drop down menu above. Mutual funds with the lowest volatility in the chosen time period are assigned to "Top Quartile", whereas those with the highest volatility are assigned to "Bottom Quartile". Volatility of a fund is a measure of returns fluctuation and is measured in terms of annualized standard deviation of monthly rolling returns over the period selected by the user (from the drop down menu). Volatility can be good or bad. If price (NAV) of a fund increases rapidly, the volatility of the fund will increase, but this is "good volatility". If price (NAV) of a fund falls rapidly, the volatility of the fund will also increase, however, this is "bad volatility". "Downside volatility" measures the fluctuations of monthly returns in the months when the NAVs fall; hence it is a measure of "bad volatility". Quartile rankings are compiled by sorting funds in ascending order of "downside volatilities", or in other words, "bad volatility". Funds in the top 25% are assigned the ranking of "Top Quartile", the next 25% are assigned a ranking of "Upper Middle Quartile", the next 25% after that are assigned a ranking of "Lower Middle Quartile" and the lowest 25% are assigned the ranking of "Bottom Quartile".

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