Over a year annualised (CAGR), under a year absolute. Computed from AMFI's published
NAV history for this scheme.
Risk
Volatility
Sharpe
Sortino
Beta
Alpha
Max fall
R²
This scheme
17.0%
0.51
0.70
1.13
5.21%
-23.1%
78.36
Nifty 500 benchmark
17.2%
0.35
0.47
—
—
-37.3%
—
Risk-free rate 6.5%. Beta, alpha and R² are regressed on the
33 months this scheme and its benchmark share.
Growth of ₹100 since launch
Drawdown from peak (%)
Every one-year period it has lived through
Windows
Worst
Median
Best
Periods that lost money
90
-14.0%
2.2%
43.1%
48%
Every one-year holding period in this scheme's history, not just the last one — the
spread a real investor would have met depending only on when they started.
How it behaves against its benchmark
Up capture
Down capture
Correlation
Tracking error
Information ratio
Treynor
124%
102%
0.89
9.3%
0.62
9.16
Up capture is how much of the benchmark's gain this scheme kept in the months the
benchmark rose; down capture, how much of its fall it took. Below 100 on the down side and above it
on the up side is the combination every fund is trying for and few reach.
Measured over the 33 months this scheme and
Nifty 500 share.
quant Momentum Fund
Regular Plan · IDCW Option
Allocation
By asset
Equity
72.33%
Cash & Equivalents
21.07%
Debt
6.60%
By market cap
Large Cap
46.24%
Mid Cap
18.29%
Small Cap
7.80%
Unclassified
26.90%
Concentration
Number of stocks
22
Top 5 stocks
56.11%
Top 10 stocks
83.24%
Top 20 stocks
97.77%
Lines in the filing
29
Largest holding
20.30%
Largest sector
N.A. 92.63%
Effective stocks
10.8
Sectors held
2
Cash
0.77%
Effective stocks is what the concentration works out to: a fund holding
22 names but most of its money in a few
behaves like a fund of 11. Cash includes repo and TREPS, which
every fund parks money in overnight.
Sector split
N.A.
93.40%
SOV
6.60%
quant Momentum Fund
Regular Plan · IDCW Option · holdings
Top 30 holdings
#
Company
Sector
Shares held
Value ₹ cr
% of fund
1
TREPS 01-Sep-2026 DEPO 10
N.A.
275,011
275
20.30%
2
Piramal Finance Ltd
N.A.
548,121
126
9.31%
3
Indus Towers Limited
N.A.
3,194,178
124
9.17%
4
Aurobindo Pharma Limited
N.A.
708,612
122
8.98%
5
Adani Enterprises Limited
N.A.
395,958
113
8.36%
6
Tata Consultancy Services Limited 29/09/2026
N.A.
455,625
106
7.86%
7
Adani Green Energy Limited
N.A.
827,061
100
7.42%
8
Kotak Mahindra Bank Limited 29/09/2026
N.A.
2,286,000
98
7.20%
9
Reliance Industries Limited
N.A.
717,241
92
6.76%
10
DLF Limited 29/09/2026
N.A.
1,030,750
69
5.13%
11
Bharat Heavy Electricals Ltd
N.A.
1,498,636
66
4.90%
12
Hexaware Technologies Limited
N.A.
1,039,372
58
4.26%
13
LTIMindtree Limited 29/09/2026
N.A.
120,900
55
4.04%
14
Life Insurance Corporation Of India
N.A.
1,233,692
52
3.81%
15
HFCL Limited
N.A.
1,926,274
48
3.54%
16
Bharti Airtel Limited
N.A.
218,606
40
2.92%
17
Torrent Pharmaceuticals Ltd
N.A.
78,125
40
2.92%
18
Reliance Industries Limited 29/09/2026
N.A.
242,500
32
2.33%
19
Life Insurance Corporation Of India 29/09/2026
N.A.
359,800
15
1.11%
20
91 Days Treasury Bill 03-Sep-2026
SOV
1,000,000
10
0.74%
21
91 Days Treasury Bill 10-Sep-2026
SOV
1,000,000
10
0.74%
22
91 Days Treasury Bill 17-Sep-2026
SOV
1,000,000
10
0.74%
23
91 Days Treasury Bill 15-Oct-2026
SOV
1,000,000
10
0.73%
24
91 Days Treasury Bill 22-Oct-2026
SOV
1,000,000
10
0.73%
25
91 Days Treasury Bill 29-Oct-2026
SOV
1,000,000
10
0.73%
26
91 Days Treasury Bill 05-Nov-2026
SOV
1,000,000
10
0.73%
27
91 Days Treasury Bill 19-Nov-2026
SOV
1,000,000
10
0.73%
28
91 Days Treasury Bill 27-Nov-2026
SOV
1,000,000
10
0.73%
quant Momentum Fund
Regular Plan · IDCW Option · where the money sits
What the manager did last month
Between the filings of 31 Jul 2026 and 31 Aug 2026.
A position grows because the manager bought or because the price rose; only the share count separates them.
Bought
Sold
New positions
Sold out of
Price move of holdings
₹40 cr
₹22 cr
2
2
+2.29%
Stock
Shares traded
Shares
Price
Value ₹ cr
New position
Life Insurance Corporation Of India
1,233,692
entered
—
51.6
Torrent Pharmaceuticals Ltd
78,125
entered
—
39.6
TREPS 01-Sep-2026 DEPO 10
275,011
entered
—
275
Added to
Reliance Industries Limited
310,362
+76.3%
-2.4%
39.6
Trimmed
Piramal Finance Ltd
97,548
-15.1%
+11.9%
22.4
Sold out of
Tech Mahindra Limited
347,215
exited
—
57.3
YES Bank Ltd.
8,426,289
exited
—
19.2
TREPS 03-Aug-2026 DEPO 10
309,584
exited
—
310
Not equity
Previous filing
This filing
Change
Cash, repo and TREPS
₹310 cr
₹275 cr
−₹34 cr
Debt: bills, CDs and commercial paper
₹99 cr
₹89 cr
−₹10 cr
The list above is stocks and fund units. Treasury bills, repo and money-market
lines roll over every month by design — they are not decisions, so they are totalled here rather
than listed as activity.
Not investment advice. InvestVerdict is not a SEBI-registered Investment Adviser or Research Analyst. Every figure is computed from AMFI's published NAV history and the
portfolio the AMC filed with AMFI; none of it is a recommendation to buy, hold or sell. Past
returns do not predict future ones. Generated 26 Sep 2026.
