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
0.6%
0.65
0.96
—
—
-0.4%
—
Risk-free rate 6.5%. Beta, alpha and R² are regressed on the
— months this scheme and its benchmark share.
Growth of ₹100 since launch
Every one-year period it has lived through
Windows
Worst
Median
Best
Periods that lost money
148
6.4%
6.9%
7.3%
0%
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.
quant Arbitrage Fund
Regular Plan · Growth Option
Allocation
By asset
Equity
76.45%
Debt
21.30%
Cash & Equivalents
4.51%
By market cap
Unclassified
28.56%
Concentration
Number of stocks
203
Top 5 stocks
20.68%
Top 10 stocks
34.07%
Top 20 stocks
52.81%
Lines in the filing
205
Largest holding
4.80%
Largest sector
N.A. 28.56%
Effective stocks
29.8
Sectors held
34
Cash
-2.75%
Effective stocks is what the concentration works out to: a fund holding
203 names but most of its money in a few
behaves like a fund of 30. Cash includes repo and TREPS, which
every fund parks money in overnight.
Sector split
N.A.
25.81%
Transport Infrastructure
0.01%
quant Arbitrage Fund
Regular Plan · Growth Option · holdings as on 30 Sep 2026
Top 30 holdings
#
Company
Sector
Shares held
Value ₹ cr
% of fund
1
SIDBI CD 25-Mar-2027
N.A.
5,000,000
48
4.80%
2
Reliance Industries Limited
Petroleum Products
407,000
48
4.80%
3
Zydus Lifesciences Limited
Pharmaceuticals & Biotechnology
331,200
38
3.82%
4
TREPS 01-Oct-2026 DEPO 10
N.A.
36,558
37
3.63%
5
TREPS 01-Oct-2026 DEPO 10
N.A.
36,558
37
3.63%
6
HDFC Life Insurance Co Ltd
Insurance
617,100
32
3.19%
7
Info Edge (India) Ltd
Retailing
250,250
31
3.03%
8
HDFC Bank Limited
Banks
348,400
25
2.45%
9
Oil and Natural Gas Corporation Ltd.
Oil
1,062,000
24
2.38%
10
SWIGGY LIMITED
Retailing
939,875
24
2.33%
11
National Building Construction Corp
Construction
2,717,000
21
2.12%
12
Indus Towers Limited
Telecom - Services
567,800
21
2.10%
13
182 Days Treasury Bill 18-Mar-2027
N.A.
2,000,000
19
1.93%
14
364 Days Treasury Bill 01-Jul-2027
N.A.
2,000,000
19
1.90%
15
364 Days Treasury Bill 29-Jul-2027
N.A.
2,000,000
19
1.89%
16
364 Days Treasury Bill 05-Aug-2027
N.A.
2,000,000
19
1.89%
17
NTPC Limited
Power
583,500
19
1.87%
18
State Bank of India
Banks
189,750
18
1.81%
19
Punjab National Bank
Banks
1,440,000
16
1.62%
20
Cholamandalam Investment & Finance Co
Finance
100,000
16
1.61%
21
Varun Beverages Limited
Beverages
364,650
16
1.56%
22
Adani Ports & Special Economic Zone Ltd
Transport Infrastructure
81,700
15
1.46%
23
LIC Housing Finance Ltd
Finance
274,000
15
1.44%
24
364 Days Treasury Bill 20-May-2027
N.A.
1,500,000
14
1.44%
25
364 Days Treasury Bill 28-May-2027
N.A.
1,500,000
14
1.43%
26
ITC Limited
Diversified FMCG
541,650
14
1.41%
27
UPL Limited
Fertilizers & Agrochemicals
256,095
14
1.37%
28
Vodafone Idea Limited
Telecom - Services
10,006,500
13
1.29%
29
Bharat Heavy Electricals Ltd
Electrical Equipment
286,125
12
1.18%
30
YES Bank Ltd.
Banks
5,660,200
12
1.18%
quant Arbitrage Fund
Regular Plan · Growth Option · where the money sits
What the manager did last month
Between the filings of 31 Aug 2026 and 30 Sep 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
₹0 cr
₹0 cr
0
3
—
Stock
Shares traded
Shares
Price
Value ₹ cr
New position
TREPS 01-Oct-2026 DEPO 10
36,558
entered
—
36.6
Sold out of
Oracle Financial Services Software Ltd
26,000
exited
—
32.6
Max Healthcare Institute Limited
13,650
exited
—
1.4
Sona BLW Precision Forgings Limited
1,225
exited
—
0.1
TREPS 01-Sep-2026 DEPO 10
23,251
exited
—
23.3
Not equity
Previous filing
This filing
Change
Cash, repo and TREPS
₹23 cr
₹37 cr
+₹13 cr
Debt: bills, CDs and commercial paper
₹836 cr
₹-558 cr
−₹1,394 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. MF Analyser 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 12 Nov 2026.
