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