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ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 27.5682 -0.03%
    (as on 22nd October, 2020)
Crisil Rank
Average performance among peers
Risk-O-Meter
Moderate

Fund has 67.07% investment in indian stocks of which 59.44% is in large cap stocks, 7.28% is in mid cap stocks, 0.33% in small cap stocks.Fund has 19.51% investment in Debt of which 17.1% in Government securities, 2.41% in funds invested in very low risk securities..

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Returns (NAV as on 22nd October, 2020)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 15-Oct-20 9996.50 -0.03% - -0.02% 18/28
1 Month 22-Sep-20 10036.70 0.37% - 0.32% 7/28
3 Month 22-Jul-20 10089.00 0.89% - 0.90% 18/27
6 Month 22-Apr-20 10193.90 1.94% - 1.76% 12/26
YTD 01-Jan-20 10391.20 3.91% - 3.66% 11/25
1 Year 22-Oct-19 10504.30 5.04% 5.03% 4.61% 11/25
2 Year 22-Oct-18 11209.70 12.10% 5.87% 5.51% 12/21
3 Year 18-Oct-17 11990.10 19.90% 6.21% 5.89% 9/18
5 Year 21-Oct-15 13689.10 36.89% 6.47% 6.33% 5/16
Since Inception 07-Jan-13 17570.60 75.71% 7.50% 5.93% 3/28

SIP Returns (NAV as on 22nd October, 2020)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 22-Oct-19 12000 12288.9 2.41 % 4.48 %
2 Year 22-Oct-18 24000 25346.13 5.61 % 5.33 %
3 Year 18-Oct-17 36000 39312.63 9.2 % 5.79 %
5 Year 21-Oct-15 60000 70097.54 16.83 % 6.15 %
 

Tax Treatment

Portfolio (Updated on 30th Sep,2020)

Portfolio Turnover Ratio : 183.00%  |   Category average turnover ratio is 889.50%  
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 : 67.07% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 67.07%
No of Stocks : 108 (Category Avg - 76.04) | Large Cap Investments : 59.44%| Mid Cap Investments : 7.28% | Small Cap Investments : 0.33% | Other : 0%

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 8130.9 8.76% 0.46% 8.76% (Sep 2020) 0.09% (May 2020) 36.39 L -2.58 L
Housing Development Finance Corporation Ltd. Housing finance 6315.9 6.81% -0.01% 8.78% (Jan 2020) 6.36% (Jul 2020) 36.30 L -6.90 k
ICICI Bank Ltd. Banks 4278.3 4.61% -0.27% 4.88% (Aug 2020) 0% (Nov 2019) 1.21 Cr -0.19 L
Bharti Airtel Ltd. Telecom - services 3497.7 3.77% 0.79% 4.71% (Jun 2020) 0.85% (Jan 2020) 83.09 L 26.30 L
Axis Bank Ltd. Banks 2516.3 2.71% -0.13% 3.61% (Feb 2020) 2.17% (Apr 2020) 59.26 L 3.26 L
State Bank Of India Banks 1932.2 2.08% -0.19% 3.33% (Feb 2020) 1.26% (Jun 2020) 1.04 Cr -0.63 L
Hindustan Unilever Ltd. Diversified 1469.9 1.58% -2.26% 4.29% (May 2020) 0.11% (Apr 2020) 7.11 L -0.11 Cr
Sun Pharmaceutical Industries Ltd. Pharmaceuticals 1366.2 1.47% 0.09% 3.61% (Mar 2020) 1.34% (Jul 2020) 27.30 L 1.43 L
Divis Laboratories Ltd. Pharmaceuticals 1311.8 1.41% 0.03% 1.41% (Sep 2020) 0.01% (Jan 2020) 4.30 L -1.60 k
Lupin Ltd. Pharmaceuticals 1288.7 1.39% 0.13% 1.39% (Sep 2020) 0.03% (Feb 2020) 12.79 L -0.42 L
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 11 (Category Avg - 4.78) | Modified Duration 2.01 Years (Category Avg - 0.58)| Yield to Maturity 4.26% (Category Avg - 4.85%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 9.38% 0.80%
CD 0.00% 0.21%
T-Bills 7.72% 1.94%
NCD & Bonds 1.66% 1.48%
CP 0.75% 0.28%
PTC 0.00% 0.03%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 17.10% 2.74%
Low Risk 2.41% 2.00%
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 (%)
Reverse Repo Reverse Repo 4.22%
FD - RBL Bank Ltd. FD 1.62%
Margin Margin 1.46%
FD - Canara Bank FD 1.08%
FD - Canara Bank FD 1.02%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 30th September, 2020)

  • Standard Deviation

    High volatility
    1.13vs0.82
    Category Avg
  • Beta

    Low volatility
    -0.01vs0.52
    Category Avg
  • Sharpe Ratio

    Better risk adjusted returns
    1.47vs0.82
    Category Avg
  • Treynor's Ratio

    Poor risk adjusted returns
    -1.31vs-0.08
    Category Avg
  • Jension's Alpha

    Better risk adjusted returns
    1.71vs-0.31
    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 2092.85 0.40 1.11 2.44 5.96 0.00
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 4 1417.37 0.33 1.14 2.26 5.54 6.33
Edelweiss Arbitrage Fund - Direct Plan - Growth 5 3316.13 0.32 0.97 1.97 5.48 6.47
BNP Paribas Arbitrage Fund - Direct Plan - Growth NA 572.24 0.35 1.02 1.93 5.38 6.37
Union Arbitrage Fund - Direct Plan - Growth 4 89.09 0.28 0.88 2.01 5.26 0.00
Nippon India Arbitrage Fund - Direct Plan - Growth 3 7167.51 0.37 0.96 2.15 5.23 6.57
Invesco India Arbitrage Fund - Direct Plan - Growth 4 469.63 0.39 0.96 2.14 5.21 6.18
UTI Arbitrage Fund - Direct Plan - Growth 3 3105.15 0.38 0.96 2.16 5.15 6.25
Kotak Equity Arbitrage Fund - Direct Plan - Growth 3 15110.70 0.34 0.98 2.04 5.09 6.24
Axis Arbitrage Fund - Direct Plan - Growth NA 2621.68 0.35 0.85 1.91 5.05 6.31

More Funds from ICICI Prudential Mutual Fund

Out of 157 mutual fund schemes offered by this AMC, 1 is/are ranked 5 * , 4 is/are ranked 4 * , 13 is/are ranked 3 * , 8 is/are ranked 2 * , 2 is/are ranked 1 * , and 129 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 44170.25 0.29 0.85 1.93 4.81 6.38
ICICI Prudential Balanced Advantage Fund - Direct Plan - Growth NA 26174.78 3.33 4.64 20.34 5.84 7.04
ICICI Prudential Bluechip Fund - Direct Plan - Growth 3 23422.81 5.52 5.18 25.64 1.19 4.26
ICICI Prudential Savings Fund - Direct Plan - Growth 3 19922.29 0.77 1.56 5.08 8.58 8.11
ICICI Prudential Short Term Fund - Direct Fund - Growth 3 18945.66 1.25 1.78 6.69 11.67 9.06
ICICI Prudential Equity & Debt Fund - Direct Plan - Growth 3 16098.63 0.87 -0.20 12.22 -3.97 1.72
ICICI Prudential Value Discovery Fund - Direct Plan - Growth 4 15764.01 2.58 5.97 28.47 9.44 3.22
ICICI Prudential Corporate Bond Fund - Direct Plan - Growth 3 15201.23 1.23 1.50 6.45 11.12 8.88
ICICI Prudential Banking & PSU Debt Fund - Direct Plan - Growth 2 13200.35 1.18 1.43 6.04 10.32 8.21
ICICI Prudential Multi-Asset Fund - Direct Plan - Growth 4 10160.61 1.11 -0.38 13.09 -1.56 2.56

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