Tata Quant Fund Overview
Category Quant Fund
BMSMONEY Rank -
Rating
Growth Option 21-02-2025
NAV ₹14.16(R) -1.07% ₹15.38(D) -1.06%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 5.29% 12.29% 7.48% -% -%
Direct 6.9% 14.11% 9.24% -% -%
Nifty 500 TRI 3.79% 13.47% 16.97% 13.57% 12.47%
SIP (XIRR) Regular -7.75% 11.33% 11.7% -% -%
Direct -6.29% 13.13% 13.51% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.33 0.17 0.48 -0.77% 0.05
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.93% -17.07% -14.21% 0.9 9.94%

No data available

NAV Date: 21-02-2025

Scheme Name NAV Rupee Change Percent Change
TATA Quant Fund Regular Plan - Reinvestment of Income Distribution cum capital withdrawal option 14.16
-0.1500
-1.0700%
Tata Quant Fund-Regular Plan-Growth 14.16
-0.1500
-1.0700%
TATA Quant Equity Fund Regular Plan - Payout of Income Distribution cum capital withdrawal option 14.16
-0.1500
-1.0700%
Tata Quant Fund-Direct Plan-Growth 15.38
-0.1700
-1.0600%
TATA Quant Fund Direct Plan - Reinvestment of Income Distribution cum capital withdrawal option 15.38
-0.1700
-1.0600%
TATA Quant Equity Fund Direct Plan - Payout of Income Distribution cum capital withdrawal option 15.38
-0.1700
-1.0600%

Review Date: 21-02-2025

A review of the different performance parameters of the fund is as follows:
  1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on six return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
    1. Top 25%: The Tata Quant Fund has two return parameters in the top 25% in the category, as shown below:
      • 1M Return %
      • 3M Return %
    2. Above Average Below the Top 25%: The Tata Quant Fund has two return parameters in the category, which are above average but below the top 25%, as shown below:
      • 6M Return %
      • 1Y Return %
    3. Below Average: Tata Quant Fund has two return parameters that are below average in the category, which are listed below:
      • 3Y Return %
      • 5Y Return %
  2. Risk: The threat of not realizing projected profits or even facing financial loss due to different issues is known as risk. 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%: one risk parameter in the lowest 25% in the category, which is listed below.
      • 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 13.93 %.
    2. Below Average but Above the Lowest 25%: Tata Quant Fund has one risk parameter that is below average but above the lowest 25% in the category. These are:
      • 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 9.94 %.
    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 0.33 compared to the category average of 0.51.
      • Sterling Ratio: Tata Quant Fund has a Sterling Ratio of 0.48 compared to the category average of 0.65.
      • Sortino Ratio: Tata Quant Fund has a Sortino Ratio of 0.17 compared to the category average of 0.27.
      • Treynor Ratio: Tata Quant Fund has a Treynor Ratio of 0.05 compared to the category average of 0.08.


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KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -0.46 -3.35
-4.48
-11.14 | -0.46 1 | 9 Very Good
3M Return % -3.99 -5.00
-6.76
-13.87 | -1.75 2 | 9 Very Good
6M Return % -12.89 -11.16
-14.12
-19.49 | -7.47 4 | 9 Good
1Y Return % 5.29 3.79
1.76
-5.71 | 9.93 3 | 8 Good
3Y Return % 12.29 13.47
14.99
7.08 | 22.61 5 | 7 Average
5Y Return % 7.48 16.97
12.66
7.48 | 18.72 3 | 3 Average
1Y SIP Return % -7.75
-11.97
-21.91 | -1.29 2 | 8 Very Good
3Y SIP Return % 11.33
13.93
7.85 | 19.86 5 | 7 Average
5Y SIP Return % 11.70
13.96
10.47 | 19.72 2 | 3 Good
Standard Deviation 13.93
14.65
11.35 | 17.71 2 | 7 Very Good
Semi Deviation 9.94
10.29
8.26 | 12.50 3 | 7 Good
Max Drawdown % -14.21
-13.47
-15.14 | -9.53 3 | 7 Good
VaR 1 Y % -17.07
-18.46
-22.76 | -14.89 3 | 7 Good
Average Drawdown % -5.59
-6.17
-7.67 | -4.73 3 | 7 Good
Sharpe Ratio 0.33
0.51
0.02 | 0.85 5 | 7 Average
Sterling Ratio 0.48
0.65
0.28 | 0.91 5 | 7 Average
Sortino Ratio 0.17
0.27
0.04 | 0.45 5 | 7 Average
Jensen Alpha % -0.77
1.65
-5.81 | 7.66 5 | 7 Average
Treynor Ratio 0.05
0.08
0.00 | 0.14 5 | 7 Average
Modigliani Square Measure % 11.70
14.29
7.14 | 18.15 5 | 7 Average
Alpha % -2.11
1.34
-6.61 | 9.07 5 | 7 Average
Return data last Updated On : Feb. 21, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
KPIs: Key Performance Indicators

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KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -0.33 -3.35 -4.41 -11.12 | -0.33 1 | 9
3M Return % -3.63 -5.00 -6.55 -13.81 | -1.56 2 | 9
6M Return % -12.22 -11.16 -13.73 -19.25 | -7.16 4 | 9
1Y Return % 6.90 3.79 2.76 -4.42 | 10.59 2 | 8
3Y Return % 14.11 13.47 16.29 7.86 | 24.49 5 | 7
5Y Return % 9.24 16.97 13.78 9.24 | 19.51 3 | 3
1Y SIP Return % -6.29 -11.07 -20.78 | -0.65 2 | 8
3Y SIP Return % 13.13 15.24 8.65 | 21.45 5 | 7
5Y SIP Return % 13.51 15.10 11.30 | 20.48 2 | 3
Standard Deviation 13.93 14.65 11.35 | 17.71 2 | 7
Semi Deviation 9.94 10.29 8.26 | 12.50 3 | 7
Max Drawdown % -14.21 -13.47 -15.14 | -9.53 3 | 7
VaR 1 Y % -17.07 -18.46 -22.76 | -14.89 3 | 7
Average Drawdown % -5.59 -6.17 -7.67 | -4.73 3 | 7
Sharpe Ratio 0.33 0.51 0.02 | 0.85 5 | 7
Sterling Ratio 0.48 0.65 0.28 | 0.91 5 | 7
Sortino Ratio 0.17 0.27 0.04 | 0.45 5 | 7
Jensen Alpha % -0.77 1.65 -5.81 | 7.66 5 | 7
Treynor Ratio 0.05 0.08 0.00 | 0.14 5 | 7
Modigliani Square Measure % 11.70 14.29 7.14 | 18.15 5 | 7
Alpha % -2.11 1.34 -6.61 | 9.07 5 | 7
Return data last Updated On : Feb. 21, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -1.07 ₹ 9,893.00 -1.06 ₹ 9,894.00
1W 0.19 ₹ 10,019.00 0.22 ₹ 10,022.00
1M -0.46 ₹ 9,954.00 -0.33 ₹ 9,967.00
3M -3.99 ₹ 9,601.00 -3.63 ₹ 9,637.00
6M -12.89 ₹ 8,711.00 -12.22 ₹ 8,778.00
1Y 5.29 ₹ 10,529.00 6.90 ₹ 10,690.00
3Y 12.29 ₹ 14,158.00 14.11 ₹ 14,858.00
5Y 7.48 ₹ 14,341.00 9.24 ₹ 15,558.00
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 -7.75 ₹ 11,487.97 -6.29 ₹ 11,585.22
3Y ₹ 36000 11.33 ₹ 42,682.93 13.13 ₹ 43,814.38
5Y ₹ 60000 11.70 ₹ 80,550.54 13.51 ₹ 84,245.70
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Tata Quant Fund NAV Regular Growth Tata Quant Fund NAV Direct Growth
21-02-2025 14.1571 15.3849
20-02-2025 14.3098 15.5502
19-02-2025 14.2827 15.5201
18-02-2025 14.1866 15.415
17-02-2025 14.1328 15.3559
14-02-2025 14.1303 15.3513
13-02-2025 14.3219 15.5588
12-02-2025 14.2506 15.4807
11-02-2025 14.225 15.4522
10-02-2025 14.5766 15.8335
07-02-2025 14.7344 16.003
06-02-2025 14.7268 15.9941
05-02-2025 14.7408 16.0086
04-02-2025 14.5525 15.8034
03-02-2025 14.3459 15.5784
31-01-2025 14.4578 15.6978
30-01-2025 14.2735 15.4971
29-01-2025 14.2782 15.5016
28-01-2025 14.0492 15.2523
27-01-2025 14.0322 15.2332
24-01-2025 14.3737 15.6021
23-01-2025 14.4789 15.7156
22-01-2025 14.2261 15.4405
21-01-2025 14.2229 15.4365

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.