How many days will Quant Mutual Fund require to liquidate 50% of its small and midcap portfolio? Check stress test result
Quant Mutual Fund (MF), currently under Sebi’s scrutiny for a suspected front-running case, indicated that it would require 28 days to liquidate 50% of its smallcap portfolio, as per stress test results released by the AMC. For liquidating 25% of its portfolio, the smallcap fund would need 14 days.
In the case of Quant Mid Cap Fund, it would require 9 days to liquidate 50% of its portfolio and 5 days to liquidate 25%.
According to the stress test results from the fund house, the trailing 12-month PE ratio for the midcap fund benchmark has risen above its levels from one year ago and two years ago. For the smallcap index, the trailing 12-month PE ratio is higher than it was one year ago and close to its level from two years ago.
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The top 10 investors hold 2.36% of the AUM in the midcap scheme, and 1.71% in the smallcap scheme.
According to the volatility measures, the portfolio annualised standard deviation for Quant Mid Cap Fund is 15.85 against 14.73 for the benchmark. For Quant Small Cap Fund, the portfolio annualised standard deviation is 18.62 compared to 18.08 for the benchmark.
The portfolio beta for Quant Mid Cap Fund is 0.93 and for Quant Small Cap Fund is 0.99. In the case of mutual funds, a portfolio beta over 1 indicates a higher sensitivity to market volatility and a beta lower than 1 indicates a less sensitive reaction to market volatility.
The main purpose of the stress test was to make mid and
