Tata Quant Fund Overview
Category Quant Fund
BMSMONEY Rank None
BMSMONEY Rating
Growth Option As On: 16-04-2024
NAV ₹13.51 (R) -0.51% ₹14.49 (D) -0.51%
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 28.55% 11.27% -% -% -%
LumpSum Dir. P 30.49% 13.04% -% -% -%
SIP Reg. P 18.56% 14.26% -% -% -%
SIP Dir. P 20.38% 16.05% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.21 0.12 0.4 -3.45% 0.03
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
11.77% -15.49% -14.86% 0.74 8.28%

NAV Date: 16-04-2024

Scheme Name NAV Rupee Change Percent Change
TATA Quant Fund Regular Plan - Reinvestment of Income Distribution cum capital withdrawal option 13.51
-0.0700
-0.5100%
Tata Quant Fund-Regular Plan-Growth 13.51
-0.0700
-0.5100%
TATA Quant Equity Fund Regular Plan - Payout of Income Distribution cum capital withdrawal option 13.51
-0.0700
-0.5100%
Tata Quant Fund-Direct Plan-Growth 14.49
-0.0700
-0.5100%
TATA Quant Fund Direct Plan - Reinvestment of Income Distribution cum capital withdrawal option 14.49
-0.0700
-0.5100%
TATA Quant Equity Fund Direct Plan - Payout of Income Distribution cum capital withdrawal option 14.49
-0.0700
-0.5100%

Review Date: Feb. 29, 2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It indicates the appreciation in the investment's value within the investment period, represented as a percentage or a specific amount of money. We conducted an analysis of the five return parameters of this fund to assess their performance. To assess performance, we have segmented the return parameters into three groups: the top 25%, parameters below the top 25% but still above average, and parameters below average. The results are provided below.
    1. Top 25%: The fund does not have any return parameter in the top 25% in the category.
    2. Above Average Below the Top 25%: The fund does not have any return parameter which is above average but below the top 25%.
    3. Below Average: Tata Quant Fund has five return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 3Y Return %
      • 6M Return %
      • 3M Return %
      • 1M Return %
  2. Risk: It refers to the chance of suffering a financial loss or not reaching the expected profits due to a variety of circumstances. Two risk parameters of the fund are divided into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: Tata Quant Fund does not have any risk parameters in the lowest 25% of the category. It means the fund has high risk compared to other funds in the category.
    2. Below Average but Above the Lowest 25%: Tata Quant Fund has two risk parameters that are below average but above the lowest 25% in the category. These are:
      • Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The standard deviation of the fund is 11.77 %.
      • Semi-Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. The semi-deviation of the fund is 8.28 %.
    3. Above Average: Tata Quant Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated four risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.
    3. Below Average Risk Adjusted Performance Parameters: Tata Quant Fund has four risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: Tata Quant Fund has a Sharpe Ratio of 0.21 compared to the category average of 0.6.
      • Sterling Ratio: Tata Quant Fund has a Sterling Ratio of 0.4 compared to the category average of 0.68.
      • Sortino Ratio: Tata Quant Fund has a Sortino Ratio of 0.12 compared to the category average of 0.33.
      • Treynor Ratio: Tata Quant Fund has a Treynor Ratio of 0.03 compared to the category average of 0.09.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 1.75
2.85
-0.30 | 7.05 6 | 7
No
No
Yes
3M Return % 0.83
6.23
0.83 | 15.34 7 | 7
No
No
Yes
6M Return % 6.23
19.35
6.23 | 37.61 7 | 7
No
No
Yes
1Y Return % 28.55
42.81
22.47 | 67.29 6 | 7
No
No
Yes
3Y Return % 11.27
16.42
11.27 | 23.64 4 | 4
No
No
Yes
1Y SIP Return % 18.56
38.06
15.86 | 70.10 6 | 7
No
No
Yes
3Y SIP Return % 14.26
17.26
10.32 | 26.21 3 | 4
No
No
Yes
Standard Deviation 11.77
12.40
10.99 | 13.64 2 | 4
Yes
No
No
Semi Deviation 8.28
8.61
7.86 | 9.16 2 | 4
Yes
No
No
Max Drawdown % -14.86
-13.52
-18.37 | -10.28 3 | 4
No
No
Yes
VaR 1 Y % -15.49
-13.79
-15.49 | -12.11 4 | 4
No
No
Yes
Average Drawdown % -5.87
-5.16
-6.13 | -4.14 3 | 4
No
No
Yes
Sharpe Ratio 0.21
0.60
0.21 | 1.07 4 | 4
No
No
Yes
Sterling Ratio 0.40
0.68
0.38 | 1.09 3 | 4
No
No
Yes
Sortino Ratio 0.12
0.33
0.12 | 0.59 4 | 4
No
No
Yes
Jensen Alpha % -3.45
-0.12
-6.19 | 5.37 3 | 4
No
No
Yes
Treynor Ratio 0.03
0.09
0.03 | 0.15 4 | 4
No
No
Yes
Modigliani Square Measure % 11.17
16.33
10.64 | 22.50 3 | 4
No
No
Yes
Alpha % -7.99
-2.79
-7.99 | 4.38 4 | 4
No
No
Yes
Return data last Updated On : April 16, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 1.87 2.93 -0.25 | 7.16 6 | 7
No
No
Yes
3M Return % 1.21 6.50 1.21 | 15.68 7 | 7
No
No
Yes
6M Return % 7.03 19.98 7.03 | 38.48 7 | 7
No
No
Yes
1Y Return % 30.49 44.37 23.35 | 69.66 6 | 7
No
No
Yes
3Y Return % 13.04 17.46 12.31 | 24.44 3 | 4
No
No
Yes
1Y SIP Return % 20.38 39.54 16.70 | 72.36 6 | 7
No
No
Yes
3Y SIP Return % 16.05 18.26 11.11 | 26.93 3 | 4
No
No
Yes
Standard Deviation 11.77 12.40 10.99 | 13.64 2 | 4
Yes
No
No
Semi Deviation 8.28 8.61 7.86 | 9.16 2 | 4
Yes
No
No
Max Drawdown % -14.86 -13.52 -18.37 | -10.28 3 | 4
No
No
Yes
VaR 1 Y % -15.49 -13.79 -15.49 | -12.11 4 | 4
No
No
Yes
Average Drawdown % -5.87 -5.16 -6.13 | -4.14 3 | 4
No
No
Yes
Sharpe Ratio 0.21 0.60 0.21 | 1.07 4 | 4
No
No
Yes
Sterling Ratio 0.40 0.68 0.38 | 1.09 3 | 4
No
No
Yes
Sortino Ratio 0.12 0.33 0.12 | 0.59 4 | 4
No
No
Yes
Jensen Alpha % -3.45 -0.12 -6.19 | 5.37 3 | 4
No
No
Yes
Treynor Ratio 0.03 0.09 0.03 | 0.15 4 | 4
No
No
Yes
Modigliani Square Measure % 11.17 16.33 10.64 | 22.50 3 | 4
No
No
Yes
Alpha % -7.99 -2.79 -7.99 | 4.38 4 | 4
No
No
Yes
Return data last Updated On : April 16, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.51 ₹ 9949.0 -0.51 ₹ 9949.0
1W - ₹ - - ₹ -
1M 1.75 ₹ 10175.0 1.87 ₹ 10187.0
3M 0.83 ₹ 10083.0 1.21 ₹ 10121.0
6M 6.23 ₹ 10623.0 7.03 ₹ 10703.0
1Y 28.55 ₹ 12855.0 30.49 ₹ 13049.0
3Y 11.27 ₹ 13776.0 13.04 ₹ 14443.0
5Y - ₹ - - ₹ -
7Y - ₹ - - ₹ -
10Y - ₹ - - ₹ -
15Y - ₹ - - ₹ -

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 18.5551 ₹ 13173.648 20.3757 ₹ 13285.74
3Y ₹ 36000 14.256 ₹ 44507.268 16.054 ₹ 45666.9
5Y ₹ 60000 - ₹ - - ₹ -
7Y ₹ 84000 - ₹ - - ₹ -
10Y ₹ 120000 - ₹ - - ₹ -
15Y ₹ 180000 - ₹ - - ₹ -


Date NAV Regular Growth NAV Direct Growth
16-04-2024 13.5112 14.4945
15-04-2024 13.581 14.5687
12-04-2024 13.719 14.715
09-04-2024 13.757 14.7539
08-04-2024 13.7593 14.7558
05-04-2024 13.603 14.5863
04-04-2024 13.5609 14.5406
03-04-2024 13.5639 14.5432
02-04-2024 13.6338 14.6176
01-04-2024 13.6607 14.6458
28-03-2024 13.5901 14.5677
27-03-2024 13.4395 14.4056
26-03-2024 13.3808 14.3421
22-03-2024 13.4053 14.366
21-03-2024 13.3194 14.2733
20-03-2024 13.2241 14.1707
19-03-2024 13.1895 14.133
18-03-2024 13.2791 14.2284
15-03-2024 13.2804 14.2281
14-03-2024 13.3104 14.2596
13-03-2024 13.1922 14.1324
12-03-2024 13.329 14.2784
11-03-2024 13.3427 14.2925
07-03-2024 13.4085 14.3606
06-03-2024 13.3567 14.3046
05-03-2024 13.3456 14.292
04-03-2024 13.4679 14.4224
01-03-2024 13.4652 14.4178
29-02-2024 13.2933 14.2331
28-02-2024 13.2437 14.1794
27-02-2024 13.4178 14.3652
26-02-2024 13.4088 14.355
23-02-2024 13.519 14.4712
22-02-2024 13.5328 14.4854
21-02-2024 13.4457 14.3915
20-02-2024 13.5094 14.4591
19-02-2024 13.4805 14.4276
16-02-2024 13.3994 14.339
15-02-2024 13.3033 14.2356
14-02-2024 13.3078 14.2399
13-02-2024 13.2247 14.1503
12-02-2024 13.1215 14.0393
09-02-2024 13.257 14.1825
08-02-2024 13.2303 14.1534
07-02-2024 13.3856 14.3189
06-02-2024 13.3244 14.2529
05-02-2024 13.2055 14.1251
02-02-2024 13.345 14.2726
01-02-2024 13.2519 14.1724
31-01-2024 13.2692 14.1903
30-01-2024 13.1677 14.0812
29-01-2024 13.2969 14.2187
25-01-2024 13.2054 14.1186
24-01-2024 13.2509 14.1667
23-01-2024 13.1689 14.0784
19-01-2024 13.3977 14.3207
18-01-2024 13.3357 14.2538
17-01-2024 13.3998 14.3217
16-01-2024 13.5864 14.5206
15-01-2024 13.5641 14.4961
12-01-2024 13.4963 14.4219
11-01-2024 13.4013 14.3198
10-01-2024 13.5216 14.4478
09-01-2024 13.5027 14.4269
08-01-2024 13.544 14.4705
05-01-2024 13.6776 14.6114
04-01-2024 13.6541 14.5857
03-01-2024 13.5803 14.5063
02-01-2024 13.6335 14.5626
01-01-2024 13.6578 14.5878
29-12-2023 13.6592 14.5876
28-12-2023 13.6592 14.5869
27-12-2023 13.5998 14.5229
26-12-2023 13.527 14.4445
22-12-2023 13.4986 14.4118
21-12-2023 13.4254 14.3331
20-12-2023 13.3336 14.2345
19-12-2023 13.4633 14.3724
18-12-2023 13.514 14.426
15-12-2023 13.4882 14.3966
14-12-2023 13.3698 14.2697
13-12-2023 13.1898 14.077
12-12-2023 13.2062 14.0938
11-12-2023 13.2308 14.1195
08-12-2023 13.2619 14.1509
07-12-2023 13.265 14.1537
06-12-2023 13.2163 14.1011
05-12-2023 13.1966 14.0796
04-12-2023 13.123 14.0005
01-12-2023 12.9321 13.795
30-11-2023 12.8963 13.7563
29-11-2023 12.8467 13.7029
28-11-2023 12.7554 13.605
24-11-2023 12.6912 13.5342
23-11-2023 12.7089 13.5525
22-11-2023 12.7054 13.5483
21-11-2023 12.6951 13.5367
20-11-2023 12.6743 13.5139
17-11-2023 12.6833 13.5218
16-11-2023 12.6911 13.5296
15-11-2023 12.5922 13.4236
13-11-2023 12.4714 13.2937
10-11-2023 12.4081 13.2246
09-11-2023 12.3942 13.2092
08-11-2023 12.4044 13.2197
07-11-2023 12.3524 13.1637
06-11-2023 12.3473 13.1578
03-11-2023 12.2658 13.0693
02-11-2023 12.1895 12.9874
01-11-2023 12.1243 12.9174
31-10-2023 12.1866 12.9832
30-10-2023 12.171 12.9662
27-10-2023 12.2431 13.0413
26-10-2023 12.1666 12.9593
25-10-2023 12.3627 13.1676
23-10-2023 12.4067 13.2134
20-10-2023 12.5557 13.3704
19-10-2023 12.6025 13.4197
18-10-2023 12.657 13.4772
17-10-2023 12.7188 13.5425
16-10-2023 12.6799 13.5005
13-10-2023 12.7161 13.5373
12-10-2023 12.7418 13.5642
11-10-2023 12.7796 13.6038
10-10-2023 12.7044 13.5232
09-10-2023 12.6459 13.4604
06-10-2023 12.7222 13.5399
05-10-2023 12.6341 13.4456
04-10-2023 12.5385 13.3433
03-10-2023 12.5364 13.3405
29-09-2023 12.6085 13.415
27-09-2023 12.6159 13.4215
26-09-2023 12.5947 13.3985
25-09-2023 12.613 13.4174
22-09-2023 12.5134 13.3098
21-09-2023 12.5094 13.305
20-09-2023 12.5871 13.3871
18-09-2023 12.6685 13.4725
15-09-2023 12.7044 13.509
14-09-2023 12.6611 13.4625
13-09-2023 12.5417 13.335
12-09-2023 12.4868 13.276
11-09-2023 12.6991 13.5013
08-09-2023 12.6498 13.4472
07-09-2023 12.5818 13.3743
06-09-2023 12.5175 13.3054
05-09-2023 12.4835 13.2688
04-09-2023 12.4252 13.2062
01-09-2023 12.3544 13.1293
31-08-2023 12.1924 12.9566
30-08-2023 12.2609 13.029
29-08-2023 12.2369 13.0029
28-08-2023 12.147 12.9068
25-08-2023 12.1229 12.8797
24-08-2023 12.1925 12.9531
23-08-2023 12.1135 12.8685
22-08-2023 12.1092 12.8635
21-08-2023 12.0464 12.7962
18-08-2023 11.9565 12.6991
17-08-2023 12.0175 12.7634
16-08-2023 11.9872 12.7307
14-08-2023 11.9511 12.6913
11-08-2023 11.9645 12.7041
10-08-2023 11.9734 12.713
09-08-2023 11.9391 12.6761
08-08-2023 11.8251 12.5545
07-08-2023 11.7949 12.5219
04-08-2023 11.7713 12.4954
03-08-2023 11.711 12.4309
02-08-2023 11.785 12.5089
01-08-2023 11.9313 12.6636
31-07-2023 11.8796 12.6082
28-07-2023 11.751 12.4703
27-07-2023 11.6993 12.4148
26-07-2023 11.7193 12.4355
25-07-2023 11.6583 12.3704
24-07-2023 11.6511 12.3622
21-07-2023 11.7332 12.4481
20-07-2023 11.6758 12.3868
19-07-2023 11.6656 12.3755
18-07-2023 11.6443 12.3524
17-07-2023 11.6442 12.3517
14-07-2023 11.6086 12.3124
13-07-2023 11.4612 12.1556
12-07-2023 11.5167 12.214
11-07-2023 11.5284 12.2259
10-07-2023 11.5055 12.201
07-07-2023 11.6096 12.3099
06-07-2023 11.7183 12.4246
05-07-2023 11.6236 12.3237
04-07-2023 11.6088 12.3075
03-07-2023 11.6664 12.3682
30-06-2023 11.6758 12.3765
28-06-2023 11.6048 12.3002
27-06-2023 11.6043 12.2993
26-06-2023 11.5469 12.2379
23-06-2023 11.4807 12.1663
22-06-2023 11.5426 12.2314
21-06-2023 11.6341 12.3278
20-06-2023 11.6108 12.3026
19-06-2023 11.5976 12.2881
16-06-2023 11.6687 12.3619
15-06-2023 11.603 12.2918
14-06-2023 11.5989 12.287
13-06-2023 11.4952 12.1766
12-06-2023 11.3831 12.0573
09-06-2023 11.3768 12.0492
08-06-2023 11.4495 12.1257
07-06-2023 11.5176 12.1973
06-06-2023 11.3752 12.046
05-06-2023 11.3905 12.0617
02-06-2023 11.3817 12.0509
01-06-2023 11.3643 12.032
31-05-2023 11.3004 11.9639
30-05-2023 11.2915 11.9539
29-05-2023 11.294 11.9561
26-05-2023 11.2263 11.8829
25-05-2023 11.1192 11.7691
24-05-2023 11.0787 11.7258
23-05-2023 11.0134 11.6561
22-05-2023 10.9792 11.6195
19-05-2023 10.9687 11.6069
18-05-2023 10.9853 11.624
17-05-2023 10.9916 11.6305
16-05-2023 11.0632 11.7058
15-05-2023 11.0868 11.7303
12-05-2023 11.0369 11.676
11-05-2023 11.0344 11.6728
10-05-2023 10.9288 11.5607
09-05-2023 10.8928 11.522
08-05-2023 10.8616 11.4885
05-05-2023 10.7004 11.3166
04-05-2023 10.8314 11.4547
03-05-2023 10.7759 11.3955
02-05-2023 10.7067 11.3217
28-04-2023 10.6594 11.2698
27-04-2023 10.593 11.1991
26-04-2023 10.5715 11.1759
25-04-2023 10.5303 11.1318
24-04-2023 10.5475 11.1495
21-04-2023 10.4868 11.0844
20-04-2023 10.455 11.0505
19-04-2023 10.4371 11.0312
18-04-2023 10.5102 11.108
17-04-2023 10.472 11.0673

Fund Launch Date: 03/Jan/2020
Fund Category: Quant Fund
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
Fund Description: 1) Suitable for Investors who are Seeking to leverage the strength of Artificial Intelligence (AI) & Machine Learning (ML) for investment decisions. 2) Ideal for Investors who are preferring Risk Control & disciplined investment.
Fund Benchmark: S&P BSE 200 Total Return Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.