Fund Overview
Fund
Tata Nifty200 Alpha 30 Index Fund
Underlying Index: Nifty200 Alpha 30ISIN: INF277KA1CI7
9.095.36% (1Y)
End of Day NAV as on Sep 10, 2026
Fundamentals
| Asset Type | Equity |
| Underlying Index Type | Strategy Index |
| No. of Companies | 30 Companies |
| Market Cap Focus | Multi / Flexi Cap |
| Std Deviation (1 yr) | 1.18% |
| P/E | 48.97 |
| P/B | 10.23 |
| Div Yield | 1.19% |
| Asset Type | Equity |
| Underlying Index Type | Strategy Index |
| No. of Companies | 30 |
| Market Cap Focus | Multi / Flexi Cap |
| P/E | 48.97 |
| P/B | 10.23 |
| Div Yield | 1.19% |
| Std Deviation (1 yr) | 1.18% |
Fund Parameters
| AUM (Cr) | 199 |
| Base Expense Ratio | 0.39% |
| Tracking Error | 0.21% |
| All-In-Cost | 0.60% |
| Inception Date | 05 Sept 2024 |
| Scheme Plan - Option - Type | Direct Plan - Growth - Open ended scheme |
Native Score
| AUM (Cr) | 199 |
| Base Expense Ratio | 0.39% |
| Tracking Error | 0.21% |
| All-In-Cost | 0.60% |
| Inception Date | 05 Sept 2024 |
| Scheme Plan - Option - Type | Direct Plan - Growth - Open ended scheme |
| Native Score |
Similar Exchange Traded Funds (ETFs)
| Fund Name | ||||||||
|---|---|---|---|---|---|---|---|---|
| 26.57 | 420 | 0.38% | 0.01% | 1 | -0.18% | 0.39% |
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| Fund Name | Last Close | AUM (Cr) | Avg Exp Ratio | Tracking Error | 1M ADTO (Cr) | 1M Avg NAV Gap | All-In-Cost | Score |
|---|---|---|---|---|---|---|---|---|
| 26.57 | 420 | 0.38% | 0.01% | 1 | -0.18% | 0.39% |
Similar Index Funds
No similar index funds available for this index
Sectoral Allocation
Total
100%
allocation
- Finance20.9%
- Non - Ferrous Metals13.2%
- Capital Goods11.5%
- Power11.5%
- Automobile & Ancillaries11.3%
- Healthcare10.6%
- Bank6.8%
- Telecom4.3%
- Iron & Steel2.9%
- Electricals2.9%
- IT2.2%
- Retailing1.8%
- Miscellaneous0.1%
- Others0.1%
- Finance20.9%
- Non - Ferrous Metals13.2%
- Capital Goods11.5%
- Power11.5%
- Automobile & Ancillaries11.3%
- Healthcare10.6%
- Bank6.8%
- Telecom4.3%
- Iron & Steel2.9%
- Electricals2.9%
- IT2.2%
- Retailing1.8%
- Miscellaneous0.1%
- Others0.1%
Fund Holdings
| Name | Weight |
|---|
| Laurus Labs Ltd. | 6.2% |
| National Aluminium Company Ltd. | 5.0% |
| Multi Commodity Exchange Of India Ltd. | 4.7% |
| Vedanta Ltd. | 4.6% |
| Adani Power Ltd. | 4.6% |
| Vodafone Idea Ltd. | 4.3% |
| Adani Energy Solutions Ltd. | 4.3% |
| GE Vernova T&D India Ltd. | 4.3% |
| Hitachi Energy India Ltd. | 4.0% |
| L&T Finance Ltd. | 3.8% |
| Cummins India Ltd. | 3.7% |
| Hindalco Industries Ltd. | 3.6% |
| Aditya Birla Capital Ltd. | 3.5% |
| Bharat Forge Ltd. | 3.2% |
| Bharat Heavy Electricals Ltd. | 3.2% |
| Shriram Finance Ltd. | 3.1% |
| BSE Ltd. | 3.0% |
| Steel Authority Of India Ltd. | 2.9% |
| Polycab India Ltd. | 2.9% |
| Muthoot Finance Ltd. | 2.8% |
| Glenmark Pharmaceuticals Ltd. | 2.8% |
| Adani Green Energy Ltd. | 2.6% |
| The Federal Bank Ltd. | 2.4% |
| Ashok Leyland Ltd. | 2.3% |
| AU Small Finance Bank Ltd. | 2.2% |
| One97 Communications Ltd. | 2.2% |
| Indian Bank | 2.1% |
| Eicher Motors Ltd. | 2.1% |
| FSN E-Commerce Ventures Ltd. | 1.8% |
| Fortis Healthcare Ltd. | 1.6% |
| Tri-Party Repo (TREPS) | 0.1% |
| Net Current Asset | 0.1% |
NameWeight
Laurus Labs Ltd.6.2%
National Aluminium Company Ltd.5.0%
Multi Commodity Exchange Of India Ltd.4.7%
Vedanta Ltd.4.6%
Adani Power Ltd.4.6%
Vodafone Idea Ltd.4.3%
Adani Energy Solutions Ltd.4.3%
GE Vernova T&D India Ltd.4.3%
Hitachi Energy India Ltd.4.0%
L&T Finance Ltd.3.8%
Cummins India Ltd.3.7%
Hindalco Industries Ltd.3.6%
Aditya Birla Capital Ltd.3.5%
Bharat Forge Ltd.3.2%
Bharat Heavy Electricals Ltd.3.2%
Shriram Finance Ltd.3.1%
BSE Ltd.3.0%
Steel Authority Of India Ltd.2.9%
Polycab India Ltd.2.9%
Muthoot Finance Ltd.2.8%
Glenmark Pharmaceuticals Ltd.2.8%
Adani Green Energy Ltd.2.6%
The Federal Bank Ltd.2.4%
Ashok Leyland Ltd.2.3%
AU Small Finance Bank Ltd.2.2%
One97 Communications Ltd.2.2%
Indian Bank2.1%
Eicher Motors Ltd.2.1%
FSN E-Commerce Ventures Ltd.1.8%
Fortis Healthcare Ltd.1.6%
Tri-Party Repo (TREPS)0.1%
Net Current Asset0.1%
Holdings Concentration
Total covered: 100%
Top 1–5
5 holdings
25.2%
25%
share
Top 6–10
5 holdings
20.7%
21%
share
Top 11–20
10 holdings
31.9%
32%
share
Beyond 20
12 holdings
22.2%
22%
share
Market Cap Classification
Total
100%
allocation
- Large Cap50.8%
- Mid Cap49.0%
- Large Cap50.8%
- Mid Cap49.0%
Advanced Ratios
| Alpha | -0.02 |
| Beta | 0.99 |
| Sharpe Ratio | 0.02 |
| Sortino Ratio | 0.03 |
| Treynor Ratio | 0.02 |
| Information Ratio | -0.10 |
| Upside Capture | 96.35% |
| Downside Capture | 100.96% |
Index Methodology
| Factor Basis | Others |
| What universe selected from? | Nifty 200 |
| Weightage? | Alpha based weighting. Wt of stock = Alpha Score * FF Market Cap; Max Weight = 5% |
| Stocks Included | Top 30 stocks from the Nifty 200 based on their Jensen's Alpha (based on 1-year trailing prices) are selected. Steps: [A] Jensen's Alpha = R(s) - [Rf + Beta*(Rm-Rf)]; R(s) - return of stock, Rm - return of market, Rf - risk free rate, Beta - Beta of the stock. - Computed using 1-year traliling prices. [B] Alpha Score = (1+ Z score) if Z score >0 (1- Z score)^-1 if Z score < 0; [C] Z-Score = (x- Mean)/Std Deviation; x- jensen alpha of the stock, mean - mean Jensen's Alpha of the entire universe, std deviation - std dev of the Jensen's alpha of the entire universe |
| Exclusions | Constituents moving out of the Nifty 200 and currently part of the Nifty 200 Alpha 30 are excluded; Rank of stocks goes below 75; |
| Factor Basis | Others |
| Universe | Nifty 200 |
| Weightage | Alpha based weighting. Wt of stock = Alpha Score * FF Market Cap; Max Weight = 5% |
| Stocks Included | Top 30 stocks from the Nifty 200 based on their Jensen's Alpha (based on 1-year trailing prices) are selected. Steps: [A] Jensen's Alpha = R(s) - [Rf + Beta*(Rm-Rf)]; R(s) - return of stock, Rm - return of market, Rf - risk free rate, Beta - Beta of the stock. - Computed using 1-year traliling prices. [B] Alpha Score = (1+ Z score) if Z score >0 (1- Z score)^-1 if Z score < 0; [C] Z-Score = (x- Mean)/Std Deviation; x- jensen alpha of the stock, mean - mean Jensen's Alpha of the entire universe, std deviation - std dev of the Jensen's alpha of the entire universe |
| Exclusions | Constituents moving out of the Nifty 200 and currently part of the Nifty 200 Alpha 30 are excluded; Rank of stocks goes below 75; |
Fund • Last updated: 11/09/2026