Tata Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹15.13(R) -1.88% ₹16.4(D) -1.87%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 13.44% 15.23% -% -% -%
LumpSum (D) 15.18% 17.11% -% -% -%
SIP (R) -38.95% 12.39% -% -% -%
SIP (D) -37.89% 14.3% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.49 0.25 0.64 -0.1% 0.07
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.43% -17.07% -11.38% 0.89 9.56%

No data available

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
TATA Quant Fund Regular Plan - Reinvestment of Income Distribution cum capital withdrawal option 15.13
-0.2900
-1.8800%
Tata Quant Fund-Regular Plan-Growth 15.13
-0.2900
-1.8800%
TATA Quant Equity Fund Regular Plan - Payout of Income Distribution cum capital withdrawal option 15.13
-0.2900
-1.8800%
Tata Quant Fund-Direct Plan-Growth 16.4
-0.3100
-1.8700%
TATA Quant Fund Direct Plan - Reinvestment of Income Distribution cum capital withdrawal option 16.4
-0.3100
-1.8700%
TATA Quant Equity Fund Direct Plan - Payout of Income Distribution cum capital withdrawal option 16.4
-0.3100
-1.8700%

Review Date: 20-12-2024

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%: One return parameter of the Tata Quant Fund is in the top 25% in the category, as shown below:
      • 1M 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 listed below:
      • 6M Return %
    3. Below Average: Tata Quant Fund has three return parameters that are below average in the category, which are listed below:
      • 3Y Return %
      • 1Y Return %
      • 3M 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 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 13.43 %.
      • 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 9.56 %.
    3. Above Average: Tata Quant Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For Tata Quant Fund, we have evaluated four risk-adjusted performance parameters.
    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 0.49 compared to the category average of 0.67.
      • Sterling Ratio: Tata Quant Fund has a Sterling Ratio of 0.64 compared to the category average of 0.78.
      • Sortino Ratio: Tata Quant Fund has a Sortino Ratio of 0.25 compared to the category average of 0.35.
      • Treynor Ratio: Tata Quant Fund has a Treynor Ratio of 0.07 compared to the category average of 0.1.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 2.58
1.86
0.65 | 2.58 1 | 9 Very Good
3M Return % -9.32
-8.42
-13.41 | -4.93 7 | 9 Average
6M Return % 0.74
-0.62
-11.17 | 3.32 5 | 9 Good
1Y Return % 13.44
20.12
13.36 | 27.27 7 | 8 Poor
3Y Return % 15.23
18.52
8.84 | 27.18 5 | 7 Average
1Y SIP Return % -38.95
-37.20
-39.21 | -35.43 4 | 5 Good
3Y SIP Return % 12.39
16.20
7.84 | 24.81 4 | 5 Good
Standard Deviation 13.43
13.74
11.11 | 16.94 3 | 6 Good
Semi Deviation 9.56
9.70
8.16 | 11.95 4 | 6 Good
Max Drawdown % -11.38
-12.46
-18.22 | -9.66 4 | 6 Good
VaR 1 Y % -17.07
-16.40
-21.63 | -12.65 4 | 6 Good
Average Drawdown % -4.88
-5.35
-6.57 | -4.06 2 | 6 Very Good
Sharpe Ratio 0.49
0.67
0.11 | 1.12 5 | 6 Average
Sterling Ratio 0.64
0.78
0.30 | 1.32 4 | 6 Good
Sortino Ratio 0.25
0.35
0.08 | 0.60 5 | 6 Average
Jensen Alpha % -0.10
1.96
-6.63 | 9.12 4 | 6 Good
Treynor Ratio 0.07
0.10
0.02 | 0.18 4 | 6 Good
Modigliani Square Measure % 13.78
16.37
8.13 | 21.55 5 | 6 Average
Alpha % -1.78
1.09
-7.07 | 10.42 5 | 6 Average
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 2.70 1.93 0.71 | 2.70 1 | 9
3M Return % -8.98 -8.22 -13.11 | -4.87 7 | 9
6M Return % 1.50 -0.16 -10.56 | 3.56 5 | 9
1Y Return % 15.18 21.28 14.18 | 28.97 7 | 8
3Y Return % 17.11 19.86 9.63 | 29.15 5 | 7
1Y SIP Return % -37.89 -36.52 -38.71 | -34.98 4 | 5
3Y SIP Return % 14.30 17.37 8.68 | 26.46 4 | 5
Standard Deviation 13.43 13.74 11.11 | 16.94 3 | 6
Semi Deviation 9.56 9.70 8.16 | 11.95 4 | 6
Max Drawdown % -11.38 -12.46 -18.22 | -9.66 4 | 6
VaR 1 Y % -17.07 -16.40 -21.63 | -12.65 4 | 6
Average Drawdown % -4.88 -5.35 -6.57 | -4.06 2 | 6
Sharpe Ratio 0.49 0.67 0.11 | 1.12 5 | 6
Sterling Ratio 0.64 0.78 0.30 | 1.32 4 | 6
Sortino Ratio 0.25 0.35 0.08 | 0.60 5 | 6
Jensen Alpha % -0.10 1.96 -6.63 | 9.12 4 | 6
Treynor Ratio 0.07 0.10 0.02 | 0.18 4 | 6
Modigliani Square Measure % 13.78 16.37 8.13 | 21.55 5 | 6
Alpha % -1.78 1.09 -7.07 | 10.42 5 | 6
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -1.88 ₹ 9,812.00 -1.87 ₹ 9,813.00
1W -4.11 ₹ 9,589.00 -4.08 ₹ 9,592.00
1M 2.58 ₹ 10,258.00 2.70 ₹ 10,270.00
3M -9.32 ₹ 9,068.00 -8.98 ₹ 9,102.00
6M 0.74 ₹ 10,074.00 1.50 ₹ 10,150.00
1Y 13.44 ₹ 11,344.00 15.18 ₹ 11,518.00
3Y 15.23 ₹ 15,302.00 17.11 ₹ 16,063.00
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 -38.95 ₹ 9,279.97 -37.89 ₹ 9,360.11
3Y ₹ 36000 12.39 ₹ 43,330.68 14.30 ₹ 44,541.04
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Tata Quant Fund NAV Regular Growth Tata Quant Fund NAV Direct Growth
20-12-2024 15.1263 16.3952
19-12-2024 15.4159 16.7084
18-12-2024 15.4985 16.7973
17-12-2024 15.6017 16.9083
16-12-2024 15.7943 17.1164
13-12-2024 15.7749 17.0932
12-12-2024 15.7413 17.0561
11-12-2024 15.8552 17.1788
10-12-2024 15.8012 17.1197
09-12-2024 15.8007 17.1184
06-12-2024 15.7479 17.0591
05-12-2024 15.7537 17.0646
04-12-2024 15.6878 16.9925
03-12-2024 15.6565 16.9579
02-12-2024 15.4877 16.7744
29-11-2024 15.3402 16.6126
28-11-2024 15.2008 16.461
27-11-2024 15.2701 16.5353
26-11-2024 15.1255 16.3781
25-11-2024 15.1958 16.4535
22-11-2024 14.9808 16.2187
21-11-2024 14.7462 15.9641

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.