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ICICI Prudential Equity - Arbitrage Fund - Direct Plan - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 27.5986 0.11%
    (as on 23rd 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 23rd October, 2020)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 16-Oct-20 10016.80 0.17% - 0.14% 9/28
1 Month 23-Sep-20 10048.50 0.48% - 0.42% 4/28
3 Month 23-Jul-20 10104.20 1.04% - 1.01% 15/27
6 Month 23-Apr-20 10187.40 1.87% - 1.70% 13/26
YTD 01-Jan-20 10402.70 4.03% - 3.75% 11/25
1 Year 23-Oct-19 10508.60 5.09% 5.07% 4.65% 11/25
2 Year 23-Oct-18 11228.30 12.28% 5.96% 5.59% 11/21
3 Year 23-Oct-17 11990.20 19.90% 6.23% 5.90% 9/18
5 Year 23-Oct-15 13701.60 37.02% 6.49% 6.34% 5/16
Since Inception 07-Jan-13 17589.90 75.90% 7.51% 5.96% 2/28

SIP Returns (NAV as on 23rd October, 2020)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 23-Oct-19 12000 12301.88 2.52 % 4.68 %
2 Year 23-Oct-18 24000 25373.35 5.72 % 5.44 %
3 Year 23-Oct-17 36000 39349.37 9.3 % 5.85 %
5 Year 23-Oct-15 60000 70163.68 16.94 % 6.19 %
 

Tax Treatment

Portfolio (Updated on 30th Sep,2020)

Portfolio Turnover Ratio : 183.00%  |   Category average turnover ratio is 923.50%  
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 0.51 1.21 2.39 6.02 0.00
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 4 1417.37 0.45 1.24 2.26 5.58 6.36
BNP Paribas Arbitrage Fund - Direct Plan - Growth NA 572.24 0.48 1.11 1.90 5.43 6.33
Edelweiss Arbitrage Fund - Direct Plan - Growth 5 3316.13 0.34 1.00 1.84 5.43 6.47
Union Arbitrage Fund - Direct Plan - Growth 4 89.09 0.37 0.94 1.96 5.33 0.00
Nippon India Arbitrage Fund - Direct Plan - Growth 3 7167.51 0.46 1.08 2.07 5.27 6.58
Invesco India Arbitrage Fund - Direct Plan - Growth 4 469.63 0.50 1.08 2.08 5.24 6.22
UTI Arbitrage Fund - Direct Plan - Growth 3 3105.15 0.48 1.09 2.09 5.18 6.26
Kotak Equity Arbitrage Fund - Direct Plan - Growth 3 15110.70 0.45 1.12 1.98 5.13 6.25
Axis Arbitrage Fund - Direct Plan - Growth NA 2621.68 0.48 1.03 1.87 5.10 6.34

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 1.91 4.80 6.38
ICICI Prudential Balanced Advantage Fund - Direct Plan - Growth NA 26174.78 3.90 4.34 19.88 5.92 7.18
ICICI Prudential Bluechip Fund - Direct Plan - Growth 3 23422.81 6.31 4.92 24.86 1.34 4.53
ICICI Prudential Savings Fund - Direct Plan - Growth 3 19922.29 0.79 1.58 4.99 8.57 8.13
ICICI Prudential Short Term Fund - Direct Fund - Growth 3 18945.66 1.35 1.86 6.40 11.67 9.13
ICICI Prudential Equity & Debt Fund - Direct Plan - Growth 3 16098.63 2.34 -0.33 12.05 -3.47 1.91
ICICI Prudential Value Discovery Fund - Direct Plan - Growth 4 15764.01 3.64 5.65 27.78 9.78 3.40
ICICI Prudential Corporate Bond Fund - Direct Plan - Growth 3 15201.23 1.33 1.59 6.24 11.18 8.95
ICICI Prudential Banking & PSU Debt Fund - Direct Plan - Growth 2 13200.35 1.32 1.52 5.76 10.34 8.30
ICICI Prudential Multi-Asset Fund - Direct Plan - Growth 4 10160.61 2.39 -0.74 12.92 -1.11 2.56

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