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
19.6%
0.55
0.94
1.13
5.70%
-23.1%
78.13
Nifty 500 benchmark
15.2%
0.39
0.58
—
—
-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
439
-15.3%
1.8%
44.9%
45%
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
126%
102%
0.88
9.4%
0.67
9.60
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
73.88%
Cash & Equivalents
10.57%
Debt
7.82%
Derivatives
7.73%
By market cap
Large Cap
52.09%
Mid Cap
22.02%
Small Cap
7.49%
Unclassified
26.29%
Concentration
Number of stocks
28
Top 5 stocks
55.08%
Top 10 stocks
82.94%
Top 20 stocks
105.77%
Lines in the filing
29
Largest holding
18.47%
Largest sector
N.A. 100.08%
Effective stocks
10.8
Sectors held
2
Cash
-7.90%
Effective stocks is what the concentration works out to: a fund holding
28 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.
92.18%
SOV
7.82%
quant Momentum Fund
Regular Plan · IDCW Option · holdings
Top 30 holdings
#
Company
Sector
Shares held
Value ₹ cr
% of fund
1
TREPS 01-Oct-2026 DEPO 10
N.A.
234,387
234
18.47%
2
Indus Towers Limited
N.A.
3,194,178
119
9.39%
3
Aurobindo Pharma Limited
N.A.
708,612
118
9.34%
4
Adani Enterprises Limited
N.A.
395,958
115
9.06%
5
Piramal Finance Ltd
N.A.
548,121
112
8.83%
6
Adani Green Energy Limited
N.A.
827,061
106
8.33%
7
Reliance Industries Limited
N.A.
717,241
85
6.71%
8
Bharat Heavy Electricals Ltd
N.A.
1,498,636
62
4.91%
9
Hexaware Technologies Limited
N.A.
1,039,372
51
4.05%
10
Colgate Palmolive (India) Ltd.
N.A.
275,275
49
3.86%
11
Life Insurance Corporation Of India
N.A.
1,233,692
49
3.84%
12
LTM Ltd.
N.A.
120,900
48
3.80%
13
HFCL Limited
N.A.
1,926,274
44
3.45%
14
Bharti Airtel Limited
N.A.
218,606
38
3.03%
15
Torrent Pharmaceuticals Ltd
N.A.
78,125
38
2.95%
16
Reliance Industries Ltd.
N.A.
242,500
29
2.28%
17
Life Insurance Corporation of India
N.A.
359,800
14
1.13%
18
91 Days Treasury Bill 15-Oct-2026
SOV
1,000,000
10
0.79%
19
91 Days Treasury Bill 22-Oct-2026
SOV
1,000,000
10
0.79%
20
91 Days Treasury Bill 29-Oct-2026
SOV
1,000,000
10
0.78%
21
91 Days Treasury Bill 05-Nov-2026
SOV
1,000,000
10
0.78%
22
91 Days Treasury Bill 19-Nov-2026
SOV
1,000,000
10
0.78%
23
91 Days Treasury Bill 27-Nov-2026
SOV
1,000,000
10
0.78%
24
91 Days Treasury Bill 03-Dec-2026
SOV
1,000,000
10
0.78%
25
91 Days Treasury Bill 10-Dec-2026
SOV
1,000,000
10
0.78%
26
91 Days Treasury Bill 17-Dec-2026
SOV
1,000,000
10
0.78%
27
91 Days Treasury Bill 24-Dec-2026
SOV
1,000,000
10
0.78%
quant Momentum Fund
Regular Plan · IDCW Option · where the money sits
What the manager did last month
Between the filings of 30 Jun 2026 and 31 Jul 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
₹111 cr
₹45 cr
1
5
-0.39%
Stock
Shares traded
Shares
Price
Value ₹ cr
New position
Reliance Industries Limited
406,879
entered
—
53.2
TREPS 03-Aug-2026 DEPO 10
309,584
entered
—
310
Added to
Hexaware Technologies Limited
1,038,738
+163,838.8%
+9.2%
58.3
Indus Towers Limited
1,347,978
+73.0%
-0.2%
52.7
Trimmed
YES Bank Ltd.
8,463,677
-50.1%
-5.8%
19.3
Adani Enterprises Limited
43,403
-9.9%
-0.9%
13.1
Adani Green Energy Limited
90,305
-9.8%
-7.3%
12.5
Sold out of
Max Healthcare Institute Limited
540,609
exited
—
61.1
Divi's Laboratories Limited
60,815
exited
—
40.0
Larsen & Toubro Limited
96,314
exited
—
39.9
HDFC Life Insurance Co Ltd
567,774
exited
—
32.7
Sai Parenterals Limited
216,024
exited
—
12.7
TREPS 01-Jul-2026 DEPO 10
217,947
exited
—
218
Not equity
Previous filing
This filing
Change
Cash, repo and TREPS
₹218 cr
₹310 cr
+₹92 cr
Debt: bills, CDs and commercial paper
₹99 cr
₹99 cr
+₹0 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 1 Nov 2026.
