quant-ESG-Fund

quant Quantamental Fund

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

Fund Details(quant Quantamental Fund)

Investment Objective The investment objective of the Scheme is to deliver superior returns as compared to the underlying benchmark over the medium to long term through investing in equity and equity related securities. The portfolio of stocks will be selected, weighed and rebalanced using stock screeners, factor based scoring and an optimization formula which aims to enhance portfolio exposures to factors representing „good investing principles‟ such as growth, value and quality within risk constraints. However, there can be no assurance that the investment objective of the scheme will be realized.
Category of Scheme Thematic – Quant
Type of Scheme An Open ended Equity Scheme following a Quant-based investment theme.
Inception Date April, 2021
Lock in Period Nil
Minimum Application Amount For new investor, ₹ 5000/- and in multiples of ₹ 1/- thereafter For existing investors, ₹ 1000/- in multiples of ₹ 1/- thereafter For Systematic Investment Plan (SIP), the minimum amount is ₹ 1000/- and in multiples of INR 1/- thereafter.
Benchmark Index NIFTY 500 TRI
Load Structure Entry Load - Nil Exit Load - 1% if redeemed or switched out on or before completion of 1 year (365 days) from the date of allotments of units No Exit Load is payable if units are redeemed/ switched-out after 1 year from the date of allotment
Asset Allocation Pattern
Under normal circumstances, the asset allocation pattern will be as follows Indicative allocations (% of total assets) Risk Profile
Instruments Minimum Maximum High/Medium/Low
Equity and Equity related instruments 80 100 Medium to High
Debt & Money Market instruments 0 20 Low to Medium
Units issued by REITs & InvITs 0 5 Medium to 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.
Overseas Investments: Under normal circumstances the Schemes shall not have an exposure of more than 20% of its net assets in foreign assets/securities/instruments including ADRs / GDRs, subject to applicable regulatory limits.
Trading in Derivatives: To optimally manage portfolio risk, the Scheme may use various derivative instruments and hedging products in a manner permitted by SEBI. The scheme may take exposure to derivative instruments up to 100% of net assets.

Fund Manager Mr Ankit Pande, Mr. Sandeep Tandon, 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 For detailed scheme/securities related risk factors, please refer to the Scheme Information Document
Investment strategy

The underlying theme driving the relative allocation will be quant Money Managers Limited (qMML) research‟s 'quantamental' investment strategies. qMML believes that a quantitative approach to money management would yield optimal results when combined with the value of human judgement as rules or factors can behave differently when the entire market environment changes, such as our predictive analytics tools suggest. Thus, the quantamental approach seeks to find the harmony between objectivity and subjectivity.

In order to provide the best possible returns and capital preservation, the quantamental approach goes beyond purely factor-based, smart beta or algorithmic strategies. We believe a rules-based mechanical approach needs to be combined with the value of years of human judgement and experience to yield 'adaptive alpha' - the outperformance generated by an ability to adapt investment rules/factors to novel market phases. Thus, we augment traditional quantitative and qualitative methods alongwith „sentiments data‟ - a deep knowledge of market structure dynamics, micro level stock selection and inflexion point identification between bouts of greed and fear through analysis of the larger, ever-changing macro environment.

Quantamental combines the innate human ability to adapt, adding to the alpha generated by discipline and identification of underlying factors - adaptive alpha, providing the edge needed to manage volatility and utilize periodic market imbalances to the portfolio's advantage.

qMML 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 unitholders and if market conditions warrant it. No assurance can be given that the fund manager will be able to identify or execute such strategies.

The fund will invest in stocks from a universe of NIFTY 500 TRI selected on the basis of a quantamental models. Quantitative methods will be used for (i) screening mechanism to choose best picks and make the stock selection universe smaller, (ii) Deciding on the portfolio weightage for better return as the investment will focus on company‟s size and liquidity.

The qualitative model which will be used for stock selection will be based on two broad parameters viz., Stock Price movement & Financial/ valuation aspects. The model will use aspects like:

Stock Price related parameters – This would include stock specific aspects like relative strength, liquidity and volatility, Historic Performance (based on quarterly and annual relative and absolute price movement).

Financial/ Valuation parameters – This would include aspects based on a company‟s Balance sheet, cash flow statement & profit & loss account. The parameters are Sales growth (Historical), Earning before Interest and tax (EBIT) & Free Cash flows. (Historical), Dividend yield, Price to book ratio (PB), Return ratios, etc.

The portfolio is reviewed on dynamic basis and changes are made based on the data generated by the model and on the discretion of the fund manager. The change in the portfolio involves both sale and purchase, both partial and complete, of the existing stocks and purchase of new stocks, if any.

Statutory Details: Sponsor:quant Capital Finance & Investments Private Limited
Investment Manager:quant Money Managers Limited. CIN: U74899MH1995PLC324387
"*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