Details as on May 31, 2022 |
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An open ended equity scheme investing in quant model theme
Actively managed fund + Scientific approach + Expertise + Back test = Nippon India Quant Fund Nippon India Quant Fund is an actively managed investment fund that approaches stock selection process based on a proprietary system-based model. The model would shortlist 30-35 S&P BSE 200 stocks through a screening mechanism at pre-determined intervals, i.e. on quarterly basis. Stocks are selected on basis of parameters like valuation, earnings, price, momentum & quality.
April 18, 2008
Ashutosh Bhargava
Arun Sundaresan [Co-Fund Manager]
S&P BSE 200 TRI
Monthly Average : | ₹ 30.92 Cr |
Month End : | ₹ 31.53 Cr |
Growth Plan | ₹ 37.7979 |
IDCW Plan | ₹ 20.1495 |
Bonus Option | ₹ 37.7979 |
Direct - Growth Plan | ₹ 40.2577 |
Direct - IDCW Plan | ₹ 23.0942 |
Direct - Bonus Option | ₹ 40.2577 |
Entry Load: | Nil |
Exit Load: |
0.25% if redeemed or switched out on or before completion of 1 month from the date of allotment
of units. Nil, thereafter.
|
Standard Deviation | 5.37 |
Beta | 0.80 |
Sharpe Ratio | 0.15 |
Note: The above measures have been calculated using monthly rolling returns for 36 months period with 4.27% risk free return (FBIL Overnight MIBOR as on 31/05/2022). |
Portfolio Turnover | 1.25 |
Regular/Other than Direct | 0.95 |
Direct | 0.30 |
Company/Issuer | % of Assets |
Agricultural Food & other Products | |
Tata Consumer Products Limited | 1.38 |
Automobiles | |
Mahindra & Mahindra Limited* | 4.59 |
Banks | |
HDFC Bank Limited* | 8.08 |
ICICI Bank Limited* | 6.91 |
State Bank of India* | 3.44 |
Axis Bank Limited | 2.63 |
Kotak Mahindra Bank Limited | 2.62 |
Bank of Baroda | 1.61 |
Beverages | |
United Breweries Limited | 1.86 |
Cement & Cement Products | |
Grasim Industries Limited | 2.05 |
Chemicals & Petrochemicals | |
Aarti Industries Limited | 1.26 |
Construction | |
Larsen & Toubro Limited* | 4.61 |
Consumable Fuels | |
Coal India Limited | 1.66 |
Consumer Durables | |
Titan Company Limited | 1.58 |
Diversified FMCG | |
ITC Limited | 2.83 |
Hindustan Unilever Limited | 2.63 |
Diversified Metals | |
Vedanta Limited | 1.20 |
Ferrous Metals | |
Tata Steel Limited | 1.40 |
Finance | |
Bajaj Finance Limited | 2.80 |
SBI Cards and Payment Services Limited | 1.56 |
IT - Software | |
Infosys Limited* | 6.33 |
Tata Consultancy Services Limited* | 4.19 |
MindTree Limited | 1.30 |
Industrial Products | |
Polycab India Limited | 1.52 |
Insurance | |
SBI Life Insurance Company Limited | 1.98 |
Non - Ferrous Metals | |
Hindalco Industries Limited | 1.73 |
Oil | |
Oil & Natural Gas Corporation Limited | 2.43 |
Petroleum Products | |
Reliance Industries Limited* | 8.26 |
Pharmaceuticals & Biotechnology | |
Sun Pharmaceutical Industries Limited* | 3.23 |
Divi's Laboratories Limited | 1.53 |
Power | |
NTPC Limited | 2.17 |
Telecom - Services | |
Bharti Airtel Limited* | 3.40 |
Transport Infrastructure | |
Adani Ports and Special Economic Zone Limited | 1.34 |
Transport Services | |
Container Corporation of India Limited | 1.71 |
Cash and Other Receivables | 2.17 |
Grand Total | 100.00 |
*Top 10 Holdings
Record Date | Rate (₹/ Unit) | Cum IDCW NAV | Ex-IDCW NAV |
IDCW Plan | |||
24-Jun-15 | 4.20 | 14.6973 | 10.4973 |
15-Feb-13 | 1.00 | 11.6059 | 10.6059 |
24-Mar-11 | 2.50 | 13.2676 | 11.1021 |
Direct - IDCW Plan | |||
24-Jun-15 | 4.70 | 16.3432 | 11.6432 |
Past performance may or may not be sustained in future. Pursuant to IDCW payment, NAV falls to the extent of payout & statutory levy (if applicable). Face Value-₹ 10.
This product is suitable for investors who are seeking*:
• Long term capital growth
• Investment in active portfolio of stocks selected on the basis of a mathematical model
Fund Riskometer
Nippon India Quant Fund
Benchmark Riskometer
S&P BSE 200 TRI
* Investors should consult their financial advisers if in doubt about whether the product is suitable for them.