DSP Quant Fund has lost 2.7% over the past 12 months, compared with a 14% slide in the benchmark S&P BSE Sensex. The ₹220 crore fund has beaten 92% of its peers over the past year.Starting with a universe of India’s 200 biggest companies, the fund’s selection methodology eliminates stocks that have shown high price volatility over time or which raise red flags when subjected to forensic accounting.
That cuts the list by more than half. The system then scores the remaining stocks based on factors, giving weightings of 40% each to quality and valuation, and 20% to growth.