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ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 28.9598 0.14%
    (as on 26th November, 2021)
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Crisil Rank
Average performance among peers
Risk-O-Meter
Moderate

Fund has 67.47% investment in indian stocks of which 50.05% is in large cap stocks, 14.23% is in mid cap stocks, 2.6% in small cap stocks.Fund has 27.56% investment in Debt of which 24.19% in Government securities, 3.35% in funds invested in very low risk securities..

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Returns (NAV as on 26th November, 2021)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 18-Nov-21 10019.90 0.20% - 0.19% 12/27
1 Month 26-Oct-21 10061.70 0.62% - 0.54% 3/27
3 Month 26-Aug-21 10111.50 1.11% - 0.99% 7/27
6 Month 26-May-21 10240.80 2.41% - 2.20% 6/27
YTD 01-Jan-21 10424.80 4.25% - 3.88% 8/27
1 Year 26-Nov-20 10464.30 4.64% 4.64% 4.30% 9/27
2 Year 26-Nov-19 10972.10 9.72% 4.74% 4.42% 10/24
3 Year 26-Nov-18 11709.30 17.09% 5.40% 5.13% 9/20
5 Year 25-Nov-16 13272.80 32.73% 5.82% 5.54% 8/17
Since Inception 07-Jan-13 18457.50 84.58% 7.14% 5.92% 3/27

SIP Returns (NAV as on 26th November, 2021)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 26-Nov-20 12000 12313.22 2.61 % 4.85 %
2 Year 26-Nov-19 24000 25164.4 4.85 % 4.61 %
3 Year 26-Nov-18 36000 38799.49 7.78 % 4.91 %
5 Year 25-Nov-16 60000 68897.63 14.83 % 5.46 %
 

Tax Treatment

If sold after 1 year from purchase date, long term capital gain tax will be applicable. Current tax rate is 10%, if your total long term capital gain exceeds 1 lakh. Any cess/surcharge is not included.|If sold before 1 year from purchase date, short term capital gain tax will be applicable. Current tax rate is 15%. Any cess/surcharge is not included in the 15%.

Portfolio (Updated on 31st Oct,2021)

Portfolio Turnover Ratio : 133.00%  |   Category average turnover ratio is 1495.53%  
Fund manager updated portfolio less frequently than peers in last 1 year. (I.e. fund manager held stocks/bonds in the portfolio for longer duration than peers)
Equity Holding : 67.47% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 67.47%
No of Stocks : 160 (Category Avg - 120.12) | Large Cap Investments : 50.05%| Mid Cap Investments : 14.23% | Small Cap Investments : 2.6% | Other : 0.6%

Top 10 Stocks in Portfolio

How to read this table?
Stock Invested in Sector Value(Mn) % of Total Holdings 1M Change 1Y Highest Holding 1Y Lowest Holding Quantity 1M Change in Qty
Tata Steel Ltd. Steel 5366.8 3.62% 0.17% 3.86% (Aug 2021) 1.4% (Nov 2020) 40.78 L -0.37 L
ICICI Bank Ltd. Banks 4083.7 2.76% 0.04% 4.92% (Nov 2020) 1.95% (Jun 2021) 50.92 L -8.55 L
Adani Ports And Special Economic Zone Ltd. Port 3685.9 2.49% -0.04% 3.46% (May 2021) 1.17% (Jan 2021) 53.19 L 68.75 k
State Bank Of India Banks 3223.8 2.18% 0.03% 3.16% (Feb 2021) 2.11% (Dec 2020) 64.20 L -8.33 L
Housing Development Finance Corporation Ltd. Housing finance 3062 2.07% -0.05% 8.51% (Nov 2020) 2.04% (Jun 2021) 10.76 L -1.01 L
Vedanta Ltd. Copper & copper products 2754.6 1.86% 0.12% 1.86% (Oct 2021) 0.08% (Dec 2020) 90.61 L -1.98 L
Sun Pharmaceutical Industries Ltd. Pharmaceuticals 2604.4 1.76% -0.06% 2.7% (Apr 2021) 1.76% (Oct 2021) 32.76 L -1.34 L
Reliance Industries Ltd. Refineries/marketing 2579.4 1.74% -0.64% 6.75% (Dec 2020) 1.74% (Oct 2021) 10.17 L -4.36 L
ITC Limited Cigarettes 2295.6 1.55% -0.11% 1.66% (Sep 2021) 0.15% (Nov 2020) 1.03 Cr -5.02 L
J S W Steel Ltd. Steel 2226.8 1.50% 0.05% 2.08% (Apr 2021) 1.01% (Jan 2021) 33.28 L 0.00
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 14 (Category Avg - 11.31) | Modified Duration 0.31 Years (Category Avg - 0.40)| Yield to Maturity - -- (Category Avg - 3.55%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 7.24% 4.06%
CD 0.00% 0.29%
T-Bills 16.95% 9.09%
CP 2.66% 1.62%
NCD & Bonds 0.69% 0.94%
PTC 0.00% 0.02%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 24.19% 13.15%
Low Risk 3.35% 2.87%
Moderate Risk 0.00% 0.00%
High Risk 0.00% 0.00%
Very High Risk 0.00% 0.00%
Others 0.00% 0.00%
Name Type of Instrument Weight (%)
TREPS TREPS 5.32%
Margin Margin 0.39%
Net Receivables Net Receivables -0.75%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 31st October, 2021)

  • Standard Deviation

    High volatility
    0.82vs0.72
    Category Avg
  • Beta

    Low volatility
    0.14vs0.61
    Category Avg
  • Sharpe Ratio

    Better risk adjusted returns
    1.61vs1.04
    Category Avg
  • Treynor's Ratio

    Better risk adjusted returns
    0.1vs-0.06
    Category Avg
  • Jension's Alpha

    Better risk adjusted returns
    0.94vs-0.02
    Category Avg

Alternative Funds (Category Peers)

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
Tata Arbitrage Fund - Direct Plan - Growth 5 11980.05 0.60 1.06 2.39 4.85 0.00
Edelweiss Arbitrage Fund - Direct Plan - Growth 4 6017.17 0.64 1.20 2.53 4.83 5.72
Kotak Equity Arbitrage Fund - Direct Plan - Growth 5 24429.84 0.61 1.13 2.46 4.81 5.47
Aditya Birla Sun Life Arbitrage Fund - Direct Plan - Growth 4 8942.27 0.55 1.06 2.40 4.81 5.48
Axis Arbitrage Fund - Direct Plan - Growth NA 3938.36 0.66 1.26 2.49 4.76 5.46
Nippon India Arbitrage Fund - Direct Plan - Growth 4 12135.57 0.62 1.15 2.47 4.74 5.61
BNP Paribas Arbitrage Fund - Direct Plan - Growth 3 746.70 0.55 1.09 2.34 4.67 5.54
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 4 4905.94 0.53 1.01 2.33 4.67 5.53
SBI Arbitrage Opportunities Fund - Direct Plan - Growth 2 5013.49 0.55 1.35 2.61 4.63 5.08
UTI Arbitrage Fund - Direct Plan - Growth 3 6067.13 0.43 0.94 2.28 4.59 5.45

More Funds from ICICI Prudential Mutual Fund

Out of 114 mutual fund schemes offered by this AMC, 2 is/are ranked 5 * , 9 is/are ranked 4 * , 11 is/are ranked 3 * , 5 is/are ranked 2 * , 3 is/are ranked 1 * , and 84 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
ICICI Prudential Balanced Advantage Fund - Direct Plan - Growth NA 36815.96 -1.58 3.37 6.93 19.66 13.75
ICICI Prudential Liquid Fund - Direct Fund - Growth 3 35560.71 0.31 0.83 1.70 3.29 4.93
ICICI Prudential Savings Fund - Direct Plan - Growth 5 31729.79 0.20 1.03 2.52 4.56 7.45
ICICI Prudential Bluechip Fund - Direct Plan - Growth 3 31081.90 -5.49 5.11 14.10 37.84 18.00
ICICI Prudential Value Discovery Fund - Direct Plan - Growth 4 22558.22 -5.03 7.93 14.37 48.66 20.37
ICICI Prudential Corporate Bond Fund - Direct Plan - Growth 4 20838.19 0.53 1.45 2.67 4.77 8.78
ICICI Prudential Short Term Fund - Direct Fund - Growth 4 20583.56 0.39 1.34 2.63 5.02 9.18
ICICI Prudential Equity & Debt Fund - Direct Plan - Growth 4 18740.21 -4.00 9.87 18.12 53.64 19.94
ICICI Prudential Floating Interest Fund - Direct Plan - Growth 1 15014.20 0.14 1.07 3.18 5.62 8.40
ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth 3 14821.33 0.62 1.11 2.41 4.64 5.40

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