| Tata Quant Fund (An Open Ended Equity Scheme following quant based investing theme) |
| Tata Quant Fund (An Open Ended Equity Scheme following quant based investing theme) |
As on 31st May 2024
|
INVESTMENT STYLE:
MINIMUM INVESTMENT/
MULTIPLES FOR NEW INVESTMENT:
MULTIPLES FOR EXISTING INVESTORS:
Please refer to our Tata Mutual Fund website for fundamental changes, wherever applicable
Primarily focuses on investing in equity and equity related instruments following quant based investing theme.
INVESTMENT OBJECTIVE:The investment objective of the scheme is to generate
medium to long-term capital appreciation by investing in
equity and equity related instruments selected based on a
quantitative model (Quant Model).
However, there is no assurance or guarantee that the
investment objective of the Scheme will be achieved. The
scheme does not assure or guarantee any returns.
January 22, 2020
FUND MANAGER(S)Sailesh Jain (Managing Since 03-Jan-20 and overall experience of 21 years)
BENCHMARK:S&P BSE 200 TRI
NAV| Direct - IDCW | : 15.0713 |
| Direct - Growth | : 15.0713 |
| Regular - Growth | : 14.0222 |
| Regular - IDCW | : 14.0222 |
| FUND SIZE | |
| Rs. 57.81 (Rs. in Cr.) | |
| MONTHLY AVERAGE AUM | |
| Rs. 58.11 (Rs. in Cr.) | |
| TURN OVER | |
| Portfolio Turnover (Equity component only) | 306.51% |
| EXPENSE RATIO** | |
| Direct | 0.88 |
| Regular | 2.38 |
| **Note: The rates specified are actual month end expenses charged as on May 31, 2024. The above ratio includes the Service tax on Investment Management Fees. The above ratio excludes, borrowing cost, wherever applicable. | |
| VOLATILITY MEASURES^ | FUND | BENCHMARK |
| Std. Dev (Annualised) | 11.53 | 12.85 |
| Sharpe Ratio | 0.33 | 0.79 |
| Portfolio Beta | 0.73 | NA |
| R Squared | 0.69 | NA |
| Treynor | 0.45 | NA |
| Jenson | -0.29 | NA |
| ^Risk-free rate based on the FBIL Overnight MIBOR rate of 6.76% as
on May 31, 2024 For calculation methodology | ||
MULTIPLES FOR NEW INVESTMENT:
Growth option: Rs. 5,000/- and in multiples of Re. 1/- thereafter.
IDCW (payout): Rs 5,000/- and in multiple of Re.1/-
thereafter
MULTIPLES FOR EXISTING INVESTORS:
Rs. 1,000/- and multiples of Re. 1/- thereafter.
LOAD STRUCTURE:| ENTRY LOAD | Not Applicable |
| EXIT LOAD |
• Exit Load is Nil, if the withdrawal amount or
switched out amount is not more than 12% of the
original cost of investment on or before expiry of
365 days from the date of allotment. • Exit load is 1% of the applicable NAV if the withdrawal amount or switched out amount is more than 12% of the original cost of investment on or before expiry of 365 days from the date of allotment. • No Exit load will be charged for redemption or switch out after expiry of 365 days from the date of allotment. |
Please refer to our Tata Mutual Fund website for fundamental changes, wherever applicable
| Company Name | No. of Shares | Market Value Rs Lakhs | % of assets |
| Equity & Equity Related Total | 5609.30 | 97.05 | |
| Auto Components | |||
| Endurance Technologies Ltd. | 6067 | 134.61 | 2.33 |
| Uno Minda Ltd. | 15037 | 127.85 | 2.21 |
| Automobiles | |||
| Maruti Suzuki India Ltd. | 571 | 70.80 | 1.22 |
| Beverages | |||
| United Breweries Ltd. | 7978 | 148.42 | 2.57 |
| Capital Markets | |||
| HDFC Asset Management Company Ltd. | 1979 | 76.87 | 1.33 |
| Cement & Cement Products | |||
| ACC Ltd. | 2760 | 70.28 | 1.22 |
| Chemicals & Petrochemicals | |||
| Solar Industries India Ltd. | 3675 | 344.37 | 5.96 |
| Consumer Durables | |||
| Relaxo Footwears Ltd. | 3506 | 27.67 | 0.48 |
| Electrical Equipment | |||
| Bharat Heavy Electricals Ltd. | 5135 | 15.35 | 0.27 |
| Fertilizers & Agrochemicals | |||
| Bayer Cropscience Ltd. | 3356 | 168.76 | 2.92 |
| Finance | |||
| Bajaj Finance Ltd. | 4377 | 293.16 | 5.07 |
| LIC Housing Finance Ltd. | 43296 | 273.93 | 4.74 |
| Bajaj Finserv Ltd. | 1340 | 20.48 | 0.35 |
| Food Products | |||
| Nestle India Ltd. | 10092 | 237.66 | 4.11 |
| It - Software | |||
| Tata Elxsi Ltd. | 677 | 47.01 | 0.81 |
| Insurance | |||
| Sbi Life Insurance Company Ltd. | 27343 | 379.08 | 6.56 |
| ICICI Prudential Life Insurance Company Ltd. | 20883 | 113.91 | 1.97 |
| Max Financial Services Ltd. | 12131 | 111.38 | 1.93 |
| Leisure Services | |||
| Jubilant Foodworks Ltd. | 11519 | 56.90 | 0.98 |
| Pharmaceuticals & Biotechnology | |||
| Biocon Ltd. | 172774 | 534.30 | 9.24 |
| Cipla Ltd. | 20913 | 302.65 | 5.24 |
| Sun Pharmaceutical Industries Ltd. | 11507 | 167.98 | 2.91 |
| Realty | |||
| Godrej Properties Ltd. | 7426 | 206.35 | 3.57 |
| Retailing | |||
| Zomato Ltd. | 132873 | 238.04 | 4.12 |
| Fsn E Commerce Ventures Ltd. | 41044 | 67.39 | 1.17 |
| Telecom - Services | |||
| Bharti Airtel Ltd. | 23004 | 315.79 | 5.46 |
| Indus Towers Ltd. | 81573 | 284.00 | 4.91 |
| Vodafone Idea Ltd. | 1151013 | 175.53 | 3.04 |
| Textiles & Apparels | |||
| Page Industries Ltd. | 99 | 35.60 | 0.62 |
| Transport Services | |||
| Interglobe Aviation Ltd. | 13444 | 563.18 | 9.74 |
| Name of the Instrument | Ratings | Market Value Rs. Lakhs | % of Assets |
| Non-Convertible Debentures/Bonds | |||
| 05.50 % Britannia Industries Ltd. | CRISIL AAA | 2.50 | 0.04 |
| Non-Convertible Debentures/Bonds Total | 2.50 | 0.04 | |
| Repo | 184.48 | 3.19 | |
| Portfolio Total | 5796.28 | 100.28 | |
| Net Current Liabilities | -15.10 | -0.28 | |
| Net Assets | 5781.18 | 100.00 | |
| Issuer Name | % to NAV |
| Interglobe Aviation Ltd. | 9.74 |
| Biocon Ltd. | 9.24 |
| Sbi Life Insurance Company Ltd. | 6.56 |
| Solar Industries India Ltd. | 5.96 |
| Bharti Airtel Ltd. | 5.46 |
| Cipla Ltd. | 5.24 |
| Bajaj Finance Ltd. | 5.07 |
| Indus Towers Ltd. | 4.91 |
| LIC Housing Finance Ltd. | 4.74 |
| Zomato Ltd. | 4.12 |
| Total | 61.04 |
| Large Cap | 48.18% |
| Mid Cap | 51.82% |
| Small Cap | 0.00% |
| Market Capitalisation is as per list provided by AMFI. | |
