Tata Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹15.13(R) +0.34% ₹16.38(D) +0.34%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 19.36% 12.28% -% -% -%
LumpSum (D) 21.18% 14.12% -% -% -%
SIP (R) -5.59% 16.47% -% -% -%
SIP (D) -4.06% 18.36% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.4 0.2 0.49 0.06% 0.06
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.8% -18.08% -15.58% 0.89 9.91%

No data available

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
TATA Quant Fund Regular Plan - Reinvestment of Income Distribution cum capital withdrawal option 15.13
0.0500
0.3400%
Tata Quant Fund-Regular Plan-Growth 15.13
0.0500
0.3400%
TATA Quant Equity Fund Regular Plan - Payout of Income Distribution cum capital withdrawal option 15.13
0.0500
0.3400%
Tata Quant Fund-Direct Plan-Growth 16.38
0.0600
0.3400%
TATA Quant Fund Direct Plan - Reinvestment of Income Distribution cum capital withdrawal option 16.38
0.0600
0.3400%
TATA Quant Equity Fund Direct Plan - Payout of Income Distribution cum capital withdrawal option 16.38
0.0600
0.3400%

Review Date: 19-11-2024

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%: Two return parameters of the Tata Quant Fund are in the top 25% in the category, as listed below:
      • 1M Return %
      • 6M Return %
    2. Above Average Below the Top 25%: The Tata Quant Fund has one return parameter in the category, which is above average but below the top 25%, as shown below:
      • 3M Return %
    3. Below Average: Two return parameters of the fund are below average in the category, which are listed below:
      • 1Y Return %
      • 3Y Return %
  2. Risk: Various factors can lead to the risk of either not meeting expected returns or encountering a monetary loss. For Tata Quant Fund, we have analyzed two risk parameters and divided them 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 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 13.8 %.
      • 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 9.91 %.
    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 0.4 compared to the category average of 0.58.
      • Sterling Ratio: Tata Quant Fund has a Sterling Ratio of 0.49 compared to the category average of 0.7.
      • Sortino Ratio: Tata Quant Fund has a Sortino Ratio of 0.2 compared to the category average of 0.31.
      • Treynor Ratio: Tata Quant Fund has a Treynor Ratio of 0.06 compared to the category average of 0.09.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -4.64
-5.99
-8.12 | -4.64 1 | 9 Very Good
3M Return % -5.64
-5.89
-10.92 | -2.80 5 | 9 Good
6M Return % 6.60
2.52
-7.96 | 7.19 2 | 8 Very Good
1Y Return % 19.36
26.52
18.67 | 33.81 7 | 8 Poor
3Y Return % 12.28
14.62
6.24 | 25.02 4 | 6 Good
1Y SIP Return % -5.59
-6.51
-13.52 | -2.07 4 | 8 Good
3Y SIP Return % 16.47
18.67
11.48 | 25.73 4 | 6 Good
Standard Deviation 13.80
14.08
11.81 | 16.77 3 | 6 Good
Semi Deviation 9.91
10.00
8.77 | 11.90 4 | 6 Good
Max Drawdown % -15.58
-13.90
-18.79 | -10.40 5 | 6 Average
VaR 1 Y % -18.08
-17.74
-21.63 | -14.91 4 | 6 Good
Average Drawdown % -5.80
-5.54
-6.36 | -4.28 4 | 6 Good
Sharpe Ratio 0.40
0.58
0.04 | 1.21 5 | 6 Average
Sterling Ratio 0.49
0.70
0.26 | 1.39 5 | 6 Average
Sortino Ratio 0.20
0.31
0.05 | 0.64 5 | 6 Average
Jensen Alpha % 0.06
2.43
-6.02 | 12.60 5 | 6 Average
Treynor Ratio 0.06
0.09
0.01 | 0.20 5 | 6 Average
Modigliani Square Measure % 12.72
15.40
7.28 | 23.60 5 | 6 Average
Alpha % -1.41
1.61
-6.58 | 13.23 5 | 6 Average
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -4.52 -5.92 -8.11 | -4.52 1 | 9
3M Return % -5.28 -5.68 -10.61 | -2.62 5 | 9
6M Return % 7.41 3.03 -7.33 | 7.57 2 | 8
1Y Return % 21.18 27.74 19.53 | 35.57 7 | 8
3Y Return % 14.12 15.92 7.02 | 26.97 4 | 6
1Y SIP Return % -4.06 -5.54 -12.26 | -1.52 4 | 8
3Y SIP Return % 18.36 19.99 12.30 | 27.66 4 | 6
Standard Deviation 13.80 14.08 11.81 | 16.77 3 | 6
Semi Deviation 9.91 10.00 8.77 | 11.90 4 | 6
Max Drawdown % -15.58 -13.90 -18.79 | -10.40 5 | 6
VaR 1 Y % -18.08 -17.74 -21.63 | -14.91 4 | 6
Average Drawdown % -5.80 -5.54 -6.36 | -4.28 4 | 6
Sharpe Ratio 0.40 0.58 0.04 | 1.21 5 | 6
Sterling Ratio 0.49 0.70 0.26 | 1.39 5 | 6
Sortino Ratio 0.20 0.31 0.05 | 0.64 5 | 6
Jensen Alpha % 0.06 2.43 -6.02 | 12.60 5 | 6
Treynor Ratio 0.06 0.09 0.01 | 0.20 5 | 6
Modigliani Square Measure % 12.72 15.40 7.28 | 23.60 5 | 6
Alpha % -1.41 1.61 -6.58 | 13.23 5 | 6
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.34 ₹ 10,034.00 0.34 ₹ 10,034.00
1W -1.70 ₹ 9,830.00 -1.67 ₹ 9,833.00
1M -4.64 ₹ 9,536.00 -4.52 ₹ 9,548.00
3M -5.64 ₹ 9,436.00 -5.28 ₹ 9,472.00
6M 6.60 ₹ 10,660.00 7.41 ₹ 10,741.00
1Y 19.36 ₹ 11,936.00 21.18 ₹ 12,118.00
3Y 12.28 ₹ 14,156.00 14.12 ₹ 14,863.00
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 -5.59 ₹ 11,632.33 -4.06 ₹ 11,733.67
3Y ₹ 36000 16.47 ₹ 45,954.97 18.36 ₹ 47,197.30
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Tata Quant Fund NAV Regular Growth Tata Quant Fund NAV Direct Growth
19-11-2024 15.128 16.376
18-11-2024 15.0769 16.32
14-11-2024 15.0831 16.3241
13-11-2024 15.1376 16.3823
12-11-2024 15.389 16.6538
11-11-2024 15.5263 16.8016
08-11-2024 15.593 16.8716
07-11-2024 15.7296 17.0188
06-11-2024 15.843 17.1408
05-11-2024 15.5597 16.8336
04-11-2024 15.5016 16.7701
31-10-2024 15.6376 16.9143
30-10-2024 15.6098 16.8835
29-10-2024 15.5473 16.8153
28-10-2024 15.416 16.6726
25-10-2024 15.278 16.5212
24-10-2024 15.4469 16.7033
23-10-2024 15.4749 16.7328
22-10-2024 15.522 16.7831
21-10-2024 15.864 17.1521

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.