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Edelweiss Arbitrage Fund - Direct Plan - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 15.5239 -0.02%
    (as on 02nd December, 2020)
Crisil Rank
Above average performance among peers
Risk-O-Meter
Moderately Low

Fund has 64.9% investment in indian stocks of which 50.81% is in large cap stocks, 12.67% is in mid cap stocks, 1.06% in small cap stocks.Fund has 16.21% investment in Debt of which 12.57% in Government securities, 3.64% in funds invested in very low risk securities..

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Returns (NAV as on 02nd December, 2020)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 25-Nov-20 10000.80 0.01% - -0.03% 4/27
1 Month 02-Nov-20 10019.80 0.20% - 0.15% 6/28
3 Month 02-Sep-20 10104.90 1.05% - 0.94% 12/28
6 Month 02-Jun-20 10166.90 1.67% - 1.50% 11/26
YTD 01-Jan-20 10473.20 4.73% - 4.00% 3/25
1 Year 02-Dec-19 10520.80 5.21% 5.19% 4.30% 3/25
2 Year 30-Nov-18 11249.70 12.50% 6.04% 5.29% 1/21
3 Year 01-Dec-17 12013.90 20.14% 6.30% 5.70% 2/18
5 Year 02-Dec-15 13774.40 37.74% 6.61% 6.26% 1/16
Since Inception 27-Jun-14 15523.90 55.24% 7.07% 5.89% 8/28

SIP Returns (NAV as on 02nd December, 2020)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 02-Dec-19 12000 12285.41 2.38 % 4.42 %
2 Year 30-Nov-18 24000 25375.67 5.73 % 5.45 %
3 Year 01-Dec-17 36000 39377.01 9.38 % 5.9 %
5 Year 02-Dec-15 60000 70326.16 17.21 % 6.28 %
 

Tax Treatment

Portfolio (Updated on 31st Oct,2020)

Portfolio Turnover Ratio : 1366.00%  |   Category average turnover ratio is 1299.65%  
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 : 64.90% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 64.90%
No of Stocks : 112 (Category Avg - 74.41) | Large Cap Investments : 50.81%| Mid Cap Investments : 12.67% | Small Cap Investments : 1.06% | Other : 0.36%

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
Reliance Industries Ltd. Refineries/marketing 1736.8 5.24% -0.17% 9.28% (Dec 2019) 2.07% (May 2020) 8.45 L 42.93 k
Housing Development Finance Corporation Ltd. Housing finance 1610.6 4.86% -0.05% 8.31% (Nov 2019) 4.18% (Jul 2020) 8.37 L -0.98 L
Bharti Airtel Ltd. Telecom - services 1516.6 4.58% -0.34% 4.97% (May 2020) 1.03% (Jan 2020) 34.97 L -3.81 L
ICICI Bank Ltd. Banks 1340.9 4.05% 0.15% 4.87% (Jul 2020) 0% (Nov 2019) 34.16 L -2.26 L
Adani Ports And Special Economic Zone Ltd. Port 1094.8 3.31% 0.22% 3.31% (Oct 2020) 0.67% (Mar 2020) 30.43 L 42.50 k
Sun Pharmaceutical Industries Ltd. Pharmaceuticals 558.2 1.69% 0.49% 3.19% (Dec 2019) 1% (Jun 2020) 11.98 L 4.06 L
Cipla Ltd. Pharmaceuticals 552.2 1.67% -0.06% 1.73% (Sep 2020) 0% (Nov 2019) 7.32 L -6.50 k
J S W Steel Ltd. Steel 523.9 1.58% 0.37% 1.58% (Oct 2020) 0% (Nov 2019) 16.96 L 2.54 L
Aurobindo Pharma Ltd. Pharmaceuticals 518.3 1.57% 0.03% 1.72% (Jul 2020) 0% (Nov 2019) 6.71 L 31.20 k
State Bank Of India Banks 437.2 1.32% 0.17% 4.13% (Mar 2020) 0% (Nov 2019) 23.10 L 2.61 L
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 19 (Category Avg - 5.33) | Modified Duration 0.22 Years (Category Avg - 0.42)| Yield to Maturity 3.21% (Category Avg - 4.12%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 0.00% 0.82%
CD 2.10% 0.23%
T-Bills 12.57% 3.54%
NCD & Bonds 0.61% 1.34%
CP 0.93% 0.40%
PTC 0.00% 0.02%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 12.57% 4.36%
Low Risk 3.64% 1.99%
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 4.56%
Net Receivables Net Receivables 2.33%
FD - Au Small Finance Bank Ltd. FD 0.75%
FD - Federal Bank Ltd. FD 0.75%
FD - Federal Bank Ltd. FD 0.75%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 27th November, 2020)

  • Standard Deviation

    High volatility
    1.11vs0.86
    Category Avg
  • Beta

    Low volatility
    0.52vs0.54
    Category Avg
  • Sharpe Ratio

    Better risk adjusted returns
    1.89vs0.99
    Category Avg
  • Treynor's Ratio

    Better risk adjusted returns
    0.04vs-0.09
    Category Avg
  • Jension's Alpha

    Better risk adjusted returns
    1.54vs-0.27
    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 2380.97 0.26 1.17 2.00 5.71 0.00
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 5 2065.20 0.21 1.07 1.90 5.26 6.15
BNP Paribas Arbitrage Fund - Direct Plan - Growth NA 594.93 0.23 1.11 1.68 5.10 6.15
Nippon India Arbitrage Fund - Direct Plan - Growth 3 7949.69 0.19 1.06 1.78 4.95 6.40
Union Arbitrage Fund - Direct Plan - Growth 4 86.65 0.19 0.92 1.55 4.92 0.00
Invesco India Arbitrage Fund - Direct Plan - Growth 4 476.89 0.18 0.99 1.77 4.90 6.00
UTI Arbitrage Fund - Direct Plan - Growth 3 3189.75 0.19 1.06 1.79 4.83 6.07
Kotak Equity Arbitrage Fund - Direct Plan - Growth 3 15289.36 0.20 1.06 1.69 4.82 6.07
ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth 3 9673.38 0.20 1.04 1.64 4.76 6.04
Axis Arbitrage Fund - Direct Plan - Growth NA 2702.33 0.19 1.00 1.60 4.70 6.15

More Funds from Edelweiss Mutual Fund

Out of 31 mutual fund schemes offered by this AMC, 1 is/are ranked 5 * , 4 is/are ranked 4 * , 6 is/are ranked 3 * , 1 is/are ranked 1 * , and 19 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
Edelweiss Arbitrage Fund - Direct Plan - Growth 4 3311.43 0.20 1.05 1.67 5.19 6.30
Edelweiss Balanced Advantage Fund - Direct Plan - Growth NA 1692.29 7.45 9.00 20.56 19.57 11.23
Edelweiss BHARAT Bond FOF - April 2030 - Direct Plan - Growth NA 1583.97 0.35 2.32 6.15 0.00 0.00
Edelweiss BHARAT Bond FOF - April 2031 - Direct Plan - Growth NA 1152.80 0.15 2.15 0.00 0.00 0.00
Edelweiss Liquid Fund - Direct Plan - Growth 4 1010.84 0.26 0.82 1.67 4.53 6.32
Edelweiss Mid Cap Fund - Direct Plan - Growth 3 925.61 14.87 16.81 42.32 24.31 6.32
Edelweiss BHARAT Bond FOF - April 2023 - Direct Plan - Growth NA 810.48 0.97 2.22 5.47 0.00 0.00
Edelweiss BHARAT Bond FOF - April 2025 - Direct Plan - Growth NA 774.15 0.91 2.10 0.00 0.00 0.00
Edelweiss Multi-Cap Fund - Direct Plan - Growth 3 552.59 11.45 13.29 32.97 11.09 6.94
Edelweiss US Technology Equity FOF - Direct Plan - Growth NA 543.41 15.57 12.50 38.89 0.00 0.00

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