| 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 30th November 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 22-Jan-20 and overall experience of 21 years)
BENCHMARK:BSE 200 TRI
NAV (in Rs.)| Direct - IDCW | : 16.6126 |
| Direct - Growth | : 16.6126 |
| Regular - Growth | : 15.3402 |
| Regular - IDCW | : 15.3402 |
| FUND SIZE | |
| Rs. 67.08 (Rs. in Cr.) | |
| MONTHLY AVERAGE AUM | |
| Rs. 66.78 (Rs. in Cr.) | |
| TURN OVER | |
| Portfolio Turnover (Equity component only) | 303.41% |
| EXPENSE RATIO** | |
| Direct | 0.88 |
| Regular | 2.39 |
| **Note: The rates specified are actual month end expenses charged as on Nov 30, 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) | 13.41 | 13.39 |
| Sharpe Ratio | 0.54 | 0.69 |
| Portfolio Beta | 0.86 | NA |
| R Squared | 0.79 | NA |
| Treynor | 0.71 | NA |
| Jenson | -0.06 | NA |
| ^Risk-free rate based on the FBIL Overnight MIBOR rate of 6.76% as
on Nov 29, 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 | 6094.55 | 90.84 | |
| Aerospace And Defense | |||
| Bharat Electronics Ltd. | 13423 | 41.34 | 0.62 |
| Hindustan Aeronautics Ltd. | 538 | 24.09 | 0.36 |
| Auto Components | |||
| MRF Ltd. | 73 | 91.43 | 1.36 |
| Balkrishna Industries Ltd. | 711 | 19.77 | 0.29 |
| Automobiles | |||
| Maruti Suzuki India Ltd. | 3074 | 340.42 | 5.07 |
| Banks | |||
| Kotak Mahindra Bank Ltd. | 6844 | 120.81 | 1.80 |
| Bandhan Bank Ltd. | 14638 | 24.75 | 0.37 |
| Indian Bank | 3873 | 22.24 | 0.33 |
| Cement & Cement Products | |||
| Ultratech Cement Ltd. | 3576 | 400.59 | 5.97 |
| Ambuja Cements Ltd. | 59727 | 317.45 | 4.73 |
| ACC Ltd. | 10544 | 234.35 | 3.49 |
| Shree Cement Ltd. | 341 | 88.92 | 1.33 |
| Chemicals & Petrochemicals | |||
| Pidilite Industries Ltd. | 17442 | 534.81 | 7.97 |
| Construction | |||
| Larsen & Toubro Ltd. | 4545 | 169.29 | 2.52 |
| Consumer Durables | |||
| Asian Paints (India) Ltd. | 6022 | 149.32 | 2.23 |
| Diversified | |||
| 3M India Ltd. | 490 | 158.00 | 2.36 |
| Finance | |||
| LIC Housing Finance Ltd. | 53066 | 338.99 | 5.05 |
| Rec Ltd. | 47306 | 251.95 | 3.76 |
| Power Finance Corporation Ltd. | 19422 | 96.20 | 1.43 |
| Food Products | |||
| Nestle India Ltd. | 15638 | 349.45 | 5.21 |
| Industrial Products | |||
| Supreme Industries Ltd. | 5963 | 277.35 | 4.13 |
| Astral Ltd. (Erstwhile Astral Poly Technik Ltd.) | 7928 | 141.95 | 2.12 |
| Oil | |||
| Oil & Natural Gas Co. | 69006 | 177.14 | 2.64 |
| Petroleum Products | |||
| Bharat Petroleum Corporation Ltd. | 164309 | 479.95 | 7.15 |
| Pharmaceuticals & Biotechnology | |||
| Cipla Ltd. | 11528 | 176.83 | 2.64 |
| Mankind Pharma Ltd. | 4908 | 125.70 | 1.87 |
| Abbott India Ltd. | 23 | 6.38 | 0.10 |
| Realty | |||
| Macrotech Developers Ltd. | 28929 | 362.54 | 5.40 |
| Transport Infrastructure | |||
| Adani Ports And Special Economic Zone Ltd. | 24210 | 288.11 | 4.30 |
| Transport Services | |||
| Container Corporation Of India Ltd. | 34337 | 284.43 | 4.24 |
| Repo | 616.62 | 9.19 | |
| Portfolio Total | 6711.17 | 100.03 | |
| Net Current Liabilities | -3.14 | -0.03 | |
| Net Assets | 6708.03 | 100.00 | |
| Issuer Name | % to NAV |
| Pidilite Inds Ltd. | 7.97 |
| Bpcl | 7.15 |
| Ultratech Cement Ltd. | 5.97 |
| Macrotech Developers Ltd. | 5.40 |
| Nestle India Ltd. | 5.21 |
| Maruti Suzuki India Ltd. | 5.07 |
| LIC Housing Finance Ltd. | 5.05 |
| Ambuja Cements Ltd. | 4.73 |
| Adani Ports & Special Economic Zone Ltd. | 4.30 |
| Container Corporation Of India Ltd. | 4.24 |
| Total | 55.09 |
| Large Cap | 73.75% |
| Mid Cap | 26.25% |
| Small Cap | 0.00% |
| Market Capitalisation is as per list provided by AMFI. | |
