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BNP Paribas Arbitrage Fund - Direct Plan - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 12.935 0.13%
    (as on 26th February, 2021)
Crisil Rank

Not Ranked

Rank not available for the fund
Risk-O-Meter
Moderately High

Fund has 67.43% investment in indian stocks of which 54.21% is in large cap stocks, 11.29% is in mid cap stocks, 0.29% in small cap stocks.

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Returns (NAV as on 26th February, 2021)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 19-Feb-21 10005.40 0.05% - 0.01% 4/28
1 Month 25-Jan-21 10040.40 0.40% - 0.28% 2/28
3 Month 26-Nov-20 10108.60 1.09% - 0.87% 1/28
6 Month 26-Aug-20 10217.20 2.17% - 1.78% 3/28
YTD 01-Jan-21 10066.10 0.66% - 0.46% 2/28
1 Year 26-Feb-20 10469.40 4.69% 4.68% 3.80% 4/26
2 Year 26-Feb-19 11188.50 11.88% 5.77% 5.12% 3/24
3 Year 26-Feb-18 11948.10 19.48% 6.11% 5.54% 3/19
Since Inception 28-Dec-16 12935.00 29.35% 6.37% 5.86% 17/28

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

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 26-Feb-20 12000 12273.88 2.28 % 4.22 %
2 Year 26-Feb-19 24000 25286.85 5.36 % 5.08 %
3 Year 26-Feb-18 36000 39200.47 8.89 % 5.59 %
 

Tax Treatment

Portfolio (Updated on 31st Jan,2021)

Portfolio Turnover Ratio : 2131.00%  |   Category average turnover ratio is 1376.25%  
Fund manager updated portfolio more frequently than peers in last 1 year. (I.e. fund manager held stocks/bonds in the portfolio for shorter duration than peers)
Equity Holding : 67.43% | F&O Holdings : -67.75%| Foreign Equity Holdings : 0.00%| Total : -0.32%
No of Stocks : 142 (Category Avg - 76.93) | Large Cap Investments : 54.21%| Mid Cap Investments : 11.29% | Small Cap Investments : 0.29% | Other : -66.11%

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
Housing Development Finance Corporation Ltd. Housing finance 300.3 4.54% 0.84% 4.93% (Jun 2020) 0% (Feb 2020) 1.26 L 44.10 k
# ICICI Bank Ltd. Banks 296.1 4.48% 0.00% 6.46% (May 2020) 0% (Feb 2020) 5.51 L 5.51 L
Tata Power Co. Ltd. Power 262.6 3.97% 0.04% 4.38% (Nov 2020) 0% (Feb 2020) 34.83 L 5.27 L
Bharti Airtel Ltd. Telecom - services 262.3 3.97% 2.31% 5.19% (Apr 2020) 0.12% (Nov 2020) 4.74 L 2.89 L
Divis Laboratories Ltd. Pharmaceuticals 200.2 3.03% 1.48% 3.97% (Jul 2020) 0% (Feb 2020) 59.40 k 36.40 k
Tata Steel Ltd. Steel 197.2 2.98% -1.04% 4.37% (Nov 2020) 0% (Feb 2020) 3.28 L -0.27 L
Larsen & Toubro Ltd. Engineering, designing, construction 185.7 2.81% 0.79% 5.3% (Nov 2020) 0% (Feb 2020) 1.39 L 50.03 k
Lupin Ltd. Pharmaceuticals 183.3 2.77% -0.46% 3.57% (Nov 2020) 0.04% (Feb 2020) 1.82 L -5.95 k
Maruti Suzuki India Ltd. Passenger/utility vehicles 183.1 2.77% -1.62% 4.39% (Nov 2020) 0% (Feb 2020) 25.40 k -7.20 k
ITC Limited Cigarettes 173.7 2.63% 2.22% 2.69% (Mar 2020) 0% (Feb 2020) 8.54 L 7.42 L
- indicates change in weight in the portfolio. # indicates a new entry.
Name Type of Instrument Weight (%)
Net Receivables Net Receivables 70.29%
MF Units MF Units 16.35%
TREPS TREPS 6.04%
FD - Federal Bank Ltd. FD 2.34%
FD - Federal Bank Ltd. FD 2.30%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 29th January, 2021)

  • Standard Deviation

    High volatility
    1.27vs0.87
    Category Avg
  • Beta

    High volatility
    0.58vs0.32
    Category Avg
  • Sharpe Ratio

    Better risk adjusted returns
    1.55vs0.84
    Category Avg
  • Treynor's Ratio

    Better risk adjusted returns
    0.03vs-0.15
    Category Avg
  • Jension's Alpha

    Better risk adjusted returns
    1.49vs0.63
    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 3334.81 0.36 1.02 2.18 5.14 0.00
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 5 3045.87 0.36 1.04 2.07 4.78 5.99
Edelweiss Arbitrage Fund - Direct Plan - Growth 4 3323.57 0.38 1.03 2.04 4.74 6.14
Nippon India Arbitrage Fund - Direct Plan - Growth 4 9514.74 0.37 0.98 2.04 4.51 6.11
Kotak Equity Arbitrage Fund - Direct Plan - Growth 3 15527.66 0.37 1.05 2.10 4.46 5.93
Invesco India Arbitrage Fund - Direct Plan - Growth 4 505.27 0.41 0.95 1.96 4.45 5.82
UTI Arbitrage Fund - Direct Plan - Growth 3 3223.27 0.32 0.93 1.96 4.38 5.89
Axis Arbitrage Fund - Direct Plan - Growth NA 2880.55 0.31 0.96 1.90 4.26 5.90
ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth 3 9999.38 0.29 0.90 2.01 4.25 5.88
Aditya Birla Sun Life Arbitrage Fund - Direct Plan - Growth 2 4020.87 0.35 1.02 1.93 4.22 5.89

More Funds from BNP Paribas Mutual Fund

Out of 17 mutual fund schemes offered by this AMC, 1 is/are ranked 5 * , 6 is/are ranked 4 * , 3 is/are ranked 3 * , 3 is/are ranked 2 * , and 4 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
BNP Paribas Liquid Fund - Direct Plan - Growth 3 1243.80 0.30 0.81 1.66 3.91 5.99
BNP Paribas Large Cap Fund - Direct Plan - Growth 4 1014.62 1.83 11.45 23.69 22.00 13.15
BNP Paribas Mid Cap Fund - Direct Plan - Growth 3 766.04 10.55 22.90 32.11 32.97 11.53
BNP Paribas Arbitrage Fund - Direct Plan - Growth NA 661.44 0.40 1.09 2.17 4.68 6.11
BNP Paribas India Consumption Fund - Direct Plan - Growth NA 632.81 3.52 14.42 21.69 19.76 0.00
BNP Paribas Short Term Fund - Direct Plan - Growth 4 545.42 -0.46 -0.26 3.02 7.72 8.24
BNP Paribas Substantial Equity Hybrid Fund - Direct Plan - Growth 5 502.78 3.70 13.21 21.43 20.86 14.99
BNP Paribas Multi Cap Fund - Direct Plan - Growth 2 501.91 5.72 15.56 26.51 19.72 9.16
BNP Paribas Long Term Equity Fund - Direct Plan - Growth 4 475.66 2.36 12.24 23.50 22.25 12.16
BNP Paribas Low Duration Fund - Direct Plan - Growth 4 368.56 0.25 0.70 2.50 7.04 7.72

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