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ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 26.4481 -0.01%
    (as on 06th December, 2019)
Crisil Rank
Average performance among peers
Risk-O-Meter
Moderate

Fund has 64.72% investment in indian stocks of which 56.51% is in large cap stocks, 3.05% is in mid cap stocks, 0.14% in small cap stocks.Fund has 17.24% investment in Debt of which 0.19% in Government securities, 17.07% in funds invested in very low risk securities..

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Returns (NAV as on 06th December, 2019)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 29-Nov-19 10009.70 0.10% - 0.09% 13/25
1 Month 06-Nov-19 10043.70 0.44% - 0.44% 18/25
3 Month 06-Sep-19 10142.40 1.42% - 1.47% 19/24
6 Month 06-Jun-19 10317.20 3.17% - 3.12% 18/24
YTD 01-Jan-19 10634.30 6.34% - 4.67% 14/24
1 Year 06-Dec-18 10663.10 6.63% 6.63% 6.45% 10/21
2 Year 06-Dec-17 11396.20 13.96% 6.75% 6.40% 8/18
3 Year 06-Dec-16 12123.90 21.24% 6.63% 6.36% 9/17
5 Year 05-Dec-14 14095.70 40.96% 7.10% 7.02% 6/15
Since Inception 07-Jan-13 16856.70 68.57% 7.84% 6.73% 2/25

SIP Returns (NAV as on 06th December, 2019)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 06-Dec-18 12000 12427.16 3.56 % 6.65 %
2 Year 06-Dec-17 24000 25711.59 7.13 % 6.77 %
3 Year 06-Dec-16 36000 39865.58 10.74 % 6.73 %
5 Year 05-Dec-14 60000 71249.92 18.75 % 6.81 %
 

Tax Treatment

Portfolio (Updated on 31st Oct,2019)

Portfolio Turnover Ratio : 1018.00%  |   Category average turnover ratio is 1381.87%  
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 : 64.72% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 64.72%
No of Stocks : 98 (Category Avg - 73.75) | Large Cap Investments : 56.51%| Mid Cap Investments : 3.05% | Small Cap Investments : 0.14% | Other : 4.99%

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 10288.6 7.68% -0.15% 9.3% (Mar 2019) 7.17% (Nov 2018) 48.26 L -2.94 L
Reliance Industries Ltd. Refineries/marketing 8555.5 6.39% -0.27% 6.89% (Mar 2019) 1.03% (Nov 2018) 58.43 L -6.17 L
HDFC Bank Ltd. Banks 6681.4 4.99% -1.01% 6% (Sep 2019) 0% (Nov 2018) 54.31 L -8.86 L
Infosys Ltd. Computers - software 5184 3.87% -1.62% 6% (Jul 2019) 2.03% (Jun 2019) 75.61 L -0.12 Cr
State Bank Of India Banks 4138.7 3.09% 0.14% 3.91% (Mar 2019) 1.89% (Apr 2019) 1.32 Cr -8.49 L
Axis Bank Ltd. Banks 3452.3 2.58% 1.13% 2.58% (Oct 2019) 0.38% (Feb 2019) 46.88 L 19.56 L
Sun Pharmaceutical Industries Ltd. Pharmaceuticals 3188.9 2.38% 0.16% 3.67% (Apr 2019) 2.23% (Sep 2019) 73.58 L -0.28 L
ITC Limited Cigarettes 2875.4 2.15% -0.56% 2.7% (Sep 2019) 0.28% (Jan 2019) 1.12 Cr -0.23 Cr
Tata Consultancy Services Ltd. Computers - software 2694.6 2.01% -0.04% 3.32% (Apr 2019) 1.17% (Nov 2018) 11.87 L -0.79 L
Larsen & Toubro Ltd. Engineering, designing, construction 2352.6 1.76% 0.06% 1.76% (Oct 2019) 0% (Nov 2018) 15.97 L 1.08 L
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 30 (Category Avg - 7.79) | Modified Duration 0.43 Years (Category Avg - 0.57)| Yield to Maturity 5.71% (Category Avg - 6.20%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 0.00% 0.00%
CD 6.55% 1.27%
T-Bills 0.19% 0.04%
CP 2.49% 1.97%
NCD & Bonds 8.03% 5.19%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 0.19% 0.04%
Low Risk 17.07% 7.78%
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 (%)
Net Receivables Net Receivables 2.35%
FD - HDFC Bank Ltd. FD 1.12%
FD - HDFC Bank Ltd. FD 1.12%
TREPS TREPS 1.01%
FD - RBL Bank Ltd. FD 0.90%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 29th November, 2019)

  • Standard Deviation

    High volatility
    0.92vs0.76
    Category Avg
  • Beta

    Low volatility
    -0.02vs0.52
    Category Avg
  • Sharpe Ratio

    Better risk adjusted returns
    0.73vs0.41
    Category Avg
  • Treynor's Ratio

    Poor risk adjusted returns
    -0.39vs-0.03
    Category Avg
  • Jension's Alpha

    Better risk adjusted returns
    0.71vs-0.51
    Category Avg

Alternative Funds (Category Peers)

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
DSP Arbitrage fund - Direct Plan - Growth 5 809.78 0.48 1.55 3.31 7.08 0.00
Nippon India Arbitrage Fund - Direct Plan - Growth 3 9496.86 0.46 1.53 3.27 6.97 6.94
Edelweiss Arbitrage Fund - Direct Plan - Growth 4 3854.06 0.47 1.57 3.41 6.95 6.84
IDFC Arbitrage Fund - Direct Plan - Growth 4 10890.80 0.46 1.48 3.27 6.95 6.77
Aditya Birla Sun Life Arbitrage Fund - Direct Plan - Growth NA 5149.87 0.48 1.55 3.39 6.82 6.66
BNP Paribas Arbitrage Fund - Direct Plan - Growth NA 662.25 0.49 1.63 3.29 6.78 0.00
Axis Arbitrage Fund - Direct Plan - Growth NA 2531.84 0.48 1.58 3.42 6.76 6.79
UTI Arbitrage Fund - Direct Plan - Growth 4 2914.79 0.44 1.53 3.25 6.74 6.63
Kotak Equity Arbitrage Fund - Direct Plan - Growth 3 16197.95 0.47 1.50 3.22 6.64 6.66
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 3 801.20 0.50 1.57 3.27 6.60 6.65

More Funds from ICICI Prudential Mutual Fund

Out of 193 mutual fund schemes offered by this AMC, 4 is/are ranked 4 * , 17 is/are ranked 3 * , 4 is/are ranked 2 * , 3 is/are ranked 1 * , and 165 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
ICICI Prudential Liquid Fund - Direct Fund - Growth 3 61402.16 0.43 1.37 3.02 6.83 6.96
ICICI Prudential Balanced Advantage Fund - Direct Plan - Growth NA 28286.55 0.00 6.73 4.47 12.49 11.05
ICICI Prudential Bluechip Fund - Direct Plan - Growth 3 24132.11 -0.60 7.80 1.36 11.90 13.17
ICICI Prudential Equity & Debt Fund - Direct Plan - Growth 3 23950.41 -0.55 6.47 0.86 10.79 10.42
ICICI Prudential Savings Fund - Direct Plan - Growth 3 19394.59 0.54 2.05 4.34 9.07 7.69
ICICI Prudential Value Discovery Fund - Direct Plan - Growth 3 15462.44 -1.26 2.21 -3.46 3.40 6.08
ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth 3 13391.87 0.44 1.42 3.17 6.63 6.63
ICICI Prudential Multi-Asset Fund - Direct Plan - Growth 4 11534.04 -0.85 4.06 0.54 9.63 10.32
ICICI Prudential Credit Risk Fund - Direct Plan - Growth 4 11364.26 1.13 2.97 5.39 10.12 8.29
ICICI Prudential Short Term Fund - Direct Fund - Growth 3 10908.97 0.54 2.17 4.88 10.57 7.59

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