DSP Quant Fund
An Open ended equity Scheme investing based on a quant model theme
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DSP Quant Fund An Open ended equity Scheme investing based on a quant model theme |
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Fund Manager
Anil Ghelani
Total work experience of 22 years.
Managing this Scheme since June 2019.
Inception date
Jun 10, 2019
Benchmark
S&P BSE 200 TRI
NAV
| Regular Plan | |
| Growth: | ₹ 11.113 |
| Direct Plan | |
| Growth: | ₹ 11.225 |
Total aum
₹ 342 Cr
Monthly average aum
₹ 309 Cr
Portfolio Turnover Ratio(Last 12 month):
0.92
Month End Expense Ratio
| Regular Plan : | 1.25% |
| Direct Plan : | 0.56% |
Fund Category
Sectoral\Thematic
Tenure
1 Yr 3 Mn
Exit Load
Nil.
Data As On September 30, 2020
| Name of Instrument | % to Net Assets |
| EQUITY & EQUITY RELATED | |
| Listed / awaiting listing on the stock exchanges | |
| Finance | 25.85 |
| ✔ Housing Development Finance Corporation Limited | 6.54 |
| ✔ Bajaj Finance Limited | 4.96 |
| ✔ Bajaj Finserv Limited | 3.94 |
| ✔ HDFC Life Insurance Company Limited | 3.94 |
| ✔ ICICI Prudential Life Insurance Company Limited | 2.46 |
| ICICI Lombard General Insurance Company Limited | 2.08 |
| Muthoot Finance Limited | 1.92 |
| Consumer Non Durables | 16.81 |
| Asian Paints Limited | 1.74 |
| Britannia Industries Limited | 1.71 |
| Dabur India Limited | 1.70 |
| Berger Paints (I) Limited | 1.69 |
| Godrej Consumer Products Limited | 1.69 |
| Marico Limited | 1.68 |
| Colgate Palmolive (India) Limited | 1.66 |
| Nestle India Limited | 1.66 |
| ITC Limited | 1.65 |
| Hindustan Unilever Limited | 1.63 |
| Software | 15.71 |
| ✔ Infosys Limited | 3.13 |
| ✔ Tata Consultancy Services Limited | 3.08 |
| ✔ HCL Technologies Limited | 2.93 |
| ✔ Tech Mahindra Limited | 2.84 |
| MphasiS Limited | 1.94 |
| Larsen & Toubro Infotech Limited | 1.79 |
| Pharmaceuticals | 9.57 |
| Torrent Pharmaceuticals Limited | 2.05 |
| Cipla Limited | 2.01 |
| Dr. Reddy's Laboratories Limited | 1.85 |
| Alkem Laboratories Limited | 1.23 |
| Sanofi India Limited | 1.23 |
| Abbott India Limited | 1.20 |
| Banks | 6.39 |
| ✔ HDFC Bank Limited | 6.39 |
| Auto | 5.81 |
| Hero MotoCorp Limited | 1.98 |
| Eicher Motors Limited | 1.98 |
| Bajaj Auto Limited | 1.85 |
| Consumer Durables | 3.70 |
| Voltas Limited | 2.44 |
| Bata India Limited | 1.26 |
| Cement | 3.58 |
| Shree Cement Limited | 1.80 |
| Ambuja Cements Limited | 1.78 |
| Chemicals | 3.16 |
| Pidilite Industries Limited | 1.71 |
| Aarti Industries Limited | 1.45 |
| Auto Ancillaries | 3.13 |
| Balkrishna Industries Limited | 1.91 |
| Exide Industries Limited | 1.22 |
| Industrial Capital Goods | 2.97 |
| Siemens Limited | 1.92 |
| Honeywell Automation India Limited | 1.05 |
| Textile Products | 1.81 |
| Page Industries Limited | 1.81 |
| Fertilisers | 1.21 |
| Coromandel International Limited | 1.21 |
| Total | 99.69 |
| MONEY MARKET INSTRUMENTS | |
| TREPS / Reverse Repo Investments / Corporate Debt Repo | 0.16 |
| Total | 0.16 |
| Cash & Cash Equivalent | |
| Net Receivables/Payables | 0.15 |
| Total | 0.15 |
| GRAND TOTAL | 100.00 |
as on 30th Sept'20
✔Top Ten Holdings
| Growth of Rs. 1 L invested at inception: | 1.11 L |
| SIP Returns(In %) | ||||
| SI* | ||||
| 15.94 | ||||
| Outperformed Benchmark TRI (calendar year) | S&P BSE 200 TRI
31% |
Rolling Return
| 1 yr | |
| Minimum (%) | -4.7 |
| Maximum (%) | 19.8 |
| Average (%) | 10.3 |
| % times negative returns | 8.6 |
| % of times returns are in excess of 7% | 70.4 |
Mid Cap: 101st -250th company in terms of full market capitalization
Small Cap: 251st company onwards in terms of full market capitalization.
| Positions Exited |
| Stock |
| Pharmaceuticals |
| Divi's Laboratories Limited |
| Cadila Healthcare Limited |
| Pfizer Limited |
| Consumer Durables |
| Havells India Limited |
| Titan Company Limited |
| Consumer Non Durables |
| Jubilant Foodworks Limited |
| Auto |
| Maruti Suzuki India Limited |
| Auto Ancillaries |
| Bosch Limited |
| Banks |
| City Union Bank Limited |
| Petroleum Products |
| Castrol India Limited |
| New Position Bought |
| Stock |
| Pharmaceuticals |
| Torrent Pharmaceuticals Limited |
| Cipla Limited |
| Sanofi India Limited |
| Cement |
| Shree Cement Limited |
| Ambuja Cements Limited |
| Auto Ancillaries |
| Balkrishna Industries Limited |
| Exide Industries Limited |
| Consumer Durables |
| Voltas Limited |
| Chemicals |
| Aarti Industries Limited |
| Positions Increased |
| Consumer Non Durables |
| Nestle India Limited |
| ITC Limited |
| Marico Limited |
| Dabur India Limited |
| Godrej Consumer Products Limited |
| Colgate Palmolive (India) Limited |
| Britannia Industries Limited |
| Auto |
| Bajaj Auto Limited |
| Eicher Motors Limited |
| Hero MotoCorp Limited |
| Software |
| Tata Consultancy Services Limited |
| MphasiS Limited |
| Larsen & Toubro Infotech Limited |
| Tech Mahindra Limited |
| Infosys Limited |
| Finance |
| Housing Development Finance Corporation Limited |
| ICICI Lombard General Insurance Company Limited |
| ICICI Prudential Life Insurance Company Limited |
| Muthoot Finance Limited |
| Bajaj Finserv Limited |
| HDFC Life Insurance Company Limited |
| Bajaj Finance Limited |
| Textile Products |
| Page Industries Limited |
| Consumer Durables |
| Bata India Limited |
| Pharmaceuticals |
| Dr. Reddy's Laboratories Limited |
| Alkem Laboratories Limited |
| Abbott India Limited |
| Industrial Capital Goods |
| Siemens Limited |
| Honeywell Automation India Limited |
| Fertilisers |
| Coromandel International Limited |
| Positions Decreased |
| Stock |
| Banks |
| HDFC Bank Limited |
| Software |
| HCL Technologies Limited |
| Chemicals |
| Pidilite Industries Limited |
| Consumer Non Durables |
| Berger Paints (I) Limited |
| Hindustan Unilever Limited |
| Asian Paints Limited |
Rebalances below 0.05 % are not considered.
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.
Product Labelling
This Open Ended Scheme is suitable for investors who are seeking*
• Long term capital growth
• Investment in active portfolio of stocks screened, selected, weighed and rebalanced on the
basis of a predefined fundamental factor model
* Investors should consult their financial advisors if in doubt whether the product is suitable for them.