Nippon India Quant Fund

Details as on May 31, 2022
Thematic (following a factor based model)
Type of Scheme

An open ended equity scheme investing in quant model theme

Current Investment Philosophy

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.

Date of Allotment

April 18, 2008

Fund Manager

Ashutosh Bhargava
Arun Sundaresan [Co-Fund Manager]

Benchmark

S&P BSE 200 TRI

Fund Size
Monthly Average : ₹ 30.92 Cr
Month End : ₹ 31.53 Cr
NAV as on May 31, 2022
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

Load structure
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.

Volatility Measures
Standard Deviation5.37
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 (Times)
Portfolio Turnover1.25

Total Expense Ratio^
Regular/Other than Direct0.95
Direct0.30
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


Inception Date: April 18, 2008
Past performance may or may not be sustained in future. It is assumed that a SIP of ₹10,000 each executed on 10th of every month including the first installment in the Growth option of the Fund. Returns on SIP and Benchmark are annualized and cumulative investment return for cash flows resulting out of uniform and regular monthly subscriptions have been worked out on excel spreadsheet function known as XIRR. Load has not been taken into consideration.
B: Benchmark, AB: Additional Benchmark, TRI: Total Return Index
TRI - Total Returns Index reflects the returns on the index arising from (a) constituent stock price movements and (b) dividend receipts from constituent index stocks, thereby showing a true picture of returns.
For scheme performance please click here. For Fund manager wise scheme performance click here.
Record DateRate (₹/ 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.



Special Feature: Nippon India Any Time Money Card
Please click here for explanation on symbol: ^ and @ wherever available

loading