Quant Momentum Fund

Benchmark Index
  • NIFTY 500 TR
  • Regular
  • Direct
*Investors should consult their financial advisers if in doubt about whether the product is suitable for them

Fund Details(Quant Momentum Fund)

Investment Objective The primary investment objective of the scheme is to achieve long-term capital appreciation for its investors. This objective will be pursued by strategically investing in a diversified portfolio of equity and equity-related instruments. The selection of these instruments will be based on a quantitative model meticulously designed to identify potential investment opportunities that exhibit the potential for significant capital appreciation over the specified investment horizon. There is no assurance that the investment objective of the Scheme will be realized.
Category of Scheme Thematic
Type of Scheme An open ended equity scheme following momentum theme
Inception Date 21st November, 2023
Minimum Application Amount For new investor, INR 5000/- and any amount thereafter For existing investors, INR 1000/- and any amount thereafter For Systematic Investment Plan (SIP), the minimum amount is INR 1000/- and in multiples of INR 1/- thereafter.
Benchmark Index NIFTY 500 TR
Load Structure Entry Load - Nil
Exit Load -15 Days / 1%
Asset Allocation Pattern
Under normal circumstances, the asset allocation pattern will be as follows Indicative allocations (% of total assets) Risk Profile
Instrument Minimum Maximum High/Medium/Low
Equity and Equity related instruments 80 100 Very High
Debt & Money Market instruments* 0 20 Low to Medium
Foreign Equity and Equity related instruments and Overseas ETFs 0 20 Very High
Units issued by REITs & InvITs 0 10 Very High

The Scheme retains the flexibility to invest across all the securities in the debt and money markets as permitted by SEBI / RBI from time to time, including schemes of mutual funds. The Scheme does not intend to invest in securities with Structured Obligations or Credit Enhancements. The Scheme does not intend to invest in debt instruments with special features in line with Clause 4.4.4 of Master Circular dated May 19, 2023. The investment pattern stated above is indicative and may be changed due to market conditions. The proportion of the scheme invested in each type of security will vary in accordance with microeconomic & macroeconomic conditions, interest rates, and other relevant considerations. These instances may be beyond the control of the fund manager & the AMC and hence may require such deviations only with the prior approval of SEBI. Such changes in the investment pattern will be transitionary in nature and will be undertaken as defensive considerations only in accordance with Clause 1.14 of SEBI Master Circular dated May 19, 2023. Defensive considerations may be determined by the fund manager and in case of deviations on account of exogenous factors, the fund manager will endeavor to rebalance the Scheme within 30 calendar days from the date of such deviation. The intention being at all times to seek to protect the interests of the Unit holders. The risks associated with each investment are an important factor as well. The net assets of this scheme shall predominantly be invested as per the investment pattern stated above.

Fund Manager Mr. Sandeep Tandon, Mr. Ankit Pande, Mr. Sanjeev Sharma, Mr. Vasav Sahgal
Plans Available Regular Plan and Direct Plan.
(The Regular and Direct plan will have a common portfolio)
Options Available 1. Growth Option and 2. IDCW The IDCW option has the following facilities:
(i) IDCW Reinvestment Facility. (ii) IDCW Pay-out Facility. Default Investment option is Growth Option. For the IDCW option, the default facility will be IDCW Reinvestment.
Applicable NAV The NAV applicable for purchase or redemption or switching of Units based on the time of the Business Day on which the application is time stamped
Risk Factors FFor detailed scheme/securities related risk factors, please refer to the Scheme Information Document
Investment strategy 1.Thematic Momentum Strategy: Our investment approach revolves around a thematic quantitative momentum strategy and therefore, our investment thesis aims to forecast the expected return using momentum attributes and auto-correlations to optimize the risk-return trade-off of our portfolio primarily derived from our Multi-Dimensional Research. We recognize that momentum strategy depends on time scale and can vary across different time scales, ranging long term to medium term, medium term to short term and short term to near term. Our active strategies continuously search for opportunities within these different time frames, enabling us to capitalize on our momentum strategy effectively.
2. Screening Process: To identify promising stocks within our investment universe, we employ a screening process based on our VLRT framework's scoring methodology. Each stock is selected by the statistical significance of the risk exposure and the conditional expected return based on generalized t-statistics. Our risk mitigating investment framework VLRT combines Valuation Analytics, Liquidity Analytics, Risk Appetite Analytics and other risk factors derived from financial statements and macro-economic data. Stocks are evaluated based on these complex scoring criteria in a dynamic environment to determine their suitability to generate superior risk-adjusted returns.
3. Portfolio Construction: We employ a completely systematic approach to portfolio construction, grounded in our rigorous multivariate models, which are equipped and tech enabled to quantify the expected return using our ‗Predictive Analytics‘ tools, along with incorporating other anomalies including both dependent and independent macroeconomic variables. The portfolio type selection depends on the strategy's imposed constraints and desired risk attributes. Some available options include market-neutral portfolios, equal-weighted portfolios, sector-constrained cap-weighted portfolios, Risk-Parity portfolios, Maximum Sharpe Ratio optimization portfolio are just a few examples. We will also capture the acumen of Black-Litterman model which combines investor views and market equilibrium to improve asset allocation decisions in portfolio management by optimizing the expected risk-return trade off of our portfolio while ensuring skewness to our momentum strategy. In conclusion, our investment strategy combines rigorous quantitative methodologies, risk-based analysis, and systematic portfolio construction to achieve optimal investment returns. By capturing risk-factors and employing scientific research, we aim to provide our investor‘s with valuable insights and deliver long-term investment success. The AMC may, from time to time, review and modify the Scheme‘s investment strategy if such changes are considered to be in the best interests of the unit holders and if market conditions warrant it. Investments in securities and instruments not specifically mentioned earlier may also be made, provided they are permitted by SEBI/RBI and approved by the Trustee. However, such investments shall be made keeping in view the Fundamental Attributes of the Scheme.
Statutory Details: Sponsor: quant Capital Finance & Investments Private Limited
Investment Manager:quant Money Managers Limited. CIN: U74899MH1995PLC324387
For Further Details :- https://quantmutual.com/downloads/factsheet
"*Mutual Fund investments are subject to market risks, read all scheme related documents carefully."
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Mutual fund investments are subject to market risks, read all scheme related documents carefully