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ICICI Prudential Equity - Arbitrage Fund - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 26.691 0.09%
    (as on 26th February, 2021)
Crisil Rank
Average performance among peers
Risk-O-Meter
Moderate
(Min ₹1000 for SIP, ₹5000 for one time investment)

Fund has 67.74% investment in indian stocks of which 60.07% is in large cap stocks, 6.82% is in mid cap stocks, 0.57% in small cap stocks.Fund has 23.52% investment in Debt of which 14.46% in Government securities, 9.04% in funds invested in very low risk securities..

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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 10000.10 - - 0.00% 16/27
1 Month 25-Jan-21 10024.40 0.24% - 0.23% 14/27
3 Month 26-Nov-20 10076.80 0.77% - 0.70% 15/27
6 Month 26-Aug-20 10173.50 1.74% - 1.45% 7/27
YTD 01-Jan-21 10044.00 0.44% - 0.36% 15/27
1 Year 26-Feb-20 10372.40 3.72% 3.71% 3.16% 9/25
2 Year 26-Feb-19 10991.40 9.91% 4.83% 4.50% 12/23
3 Year 26-Feb-18 11670.10 16.70% 5.28% 4.93% 7/18
5 Year 26-Feb-16 13169.80 31.70% 5.65% 5.55% 6/15
10 Year 25-Feb-11 19844.60 98.45% 7.09% 6.88% 3/10
Since Inception 30-Dec-06 26691.00 166.91% 7.17% 5.37% 2/27

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 12215.47 1.8 % 3.32 %
2 Year 26-Feb-19 24000 25044.81 4.35 % 4.13 %
3 Year 26-Feb-18 36000 38678.04 7.44 % 4.7 %
5 Year 26-Feb-16 60000 68442.99 14.07 % 5.2 %
10 Year 25-Feb-11 120000 166014.03 38.35 % 6.31 %
 

Tax Treatment

Portfolio (Updated on 31st Jan,2021)

Portfolio Turnover Ratio : 219.00%  |   Category average turnover ratio is 1376.25%  
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 : 67.74% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 67.74%
No of Stocks : 109 (Category Avg - 76.93) | Large Cap Investments : 60.07%| Mid Cap Investments : 6.82% | Small Cap Investments : 0.57% | Other : 0.25%

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 5401.5 5.40% -1.35% 8.76% (Sep 2020) 0.09% (May 2020) 29.33 L -2.77 L
Housing Development Finance Corporation Ltd. Housing finance 4771.5 4.77% -1.16% 8.51% (Nov 2020) 4.77% (Jan 2021) 20.07 L -1.82 L
Bharti Airtel Ltd. Telecom - services 4479 4.48% 1.24% 4.71% (Jun 2020) 1.51% (Feb 2020) 80.91 L 20.84 L
ICICI Bank Ltd. Banks 4454.6 4.45% -0.06% 4.92% (Nov 2020) 0.23% (Mar 2020) 82.95 L 3.26 L
Axis Bank Ltd. Banks 3458.8 3.46% 0.12% 3.61% (Feb 2020) 2.17% (Apr 2020) 52.18 L 1.32 L
Sun Pharmaceutical Industries Ltd. Pharmaceuticals 2430 2.43% -0.14% 3.61% (Mar 2020) 1.34% (Jul 2020) 41.45 L 54.60 k
Larsen & Toubro Ltd. Engineering, designing, construction 2259.4 2.26% 0.82% 2.44% (Feb 2020) 0% (Feb 2020) 16.93 L 6.38 L
State Bank Of India Banks 2159.8 2.16% 0.05% 3.33% (Feb 2020) 1.26% (Jun 2020) 76.56 L 4.05 L
Maruti Suzuki India Ltd. Passenger/utility vehicles 2107.2 2.11% -0.27% 2.38% (Dec 2020) 0.28% (Aug 2020) 2.92 L -1.30 k
Tata Steel Ltd. Steel 1926.9 1.93% -0.03% 1.96% (Dec 2020) 0% (Feb 2020) 32.06 L 3.35 L
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 9 (Category Avg - 7.07) | Modified Duration 0.12 Years (Category Avg - 0.41)| Yield to Maturity 3.45% (Category Avg - 3.72%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 2.77% 0.82%
CD 0.00% 0.01%
T-Bills 11.69% 4.03%
NCD & Bonds 1.54% 1.14%
CP 7.50% 1.12%
PTC 0.00% 0.02%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 14.46% 4.85%
Low Risk 9.04% 2.29%
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 3.71%
Net Receivables Net Receivables 2.36%
FD - RBL Bank Ltd. FD 1.50%
Margin Margin 1.17%

Risk Ratios

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

  • Standard Deviation

    High volatility
    1.15vs0.87
    Category Avg
  • Beta

    Low volatility
    -0.01vs0.32
    Category Avg
  • Sharpe Ratio

    Better risk adjusted returns
    1.5vs0.84
    Category Avg
  • Treynor's Ratio

    Poor risk adjusted returns
    -1.36vs-0.15
    Category Avg
  • Jension's Alpha

    Better risk adjusted returns
    1.76vs0.63
    Category Avg

Alternative Funds (Category Peers)

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
Tata Arbitrage Fund - Growth 5 3334.81 0.29 0.83 1.80 4.35 0.00
L&T Arbitrage Opportunities Fund - Growth 5 3045.87 0.30 0.86 1.75 4.20 5.39
BNP Paribas Arbitrage Fund - Growth NA 661.44 0.34 0.92 1.85 4.05 5.48
Edelweiss Arbitrage Fund - Growth 4 3323.57 0.32 0.86 1.68 3.99 5.40
Kotak Equity Arbitrage Fund - Growth 4 15527.66 0.32 0.90 1.80 3.88 5.39
UTI Arbitrage Fund - Growth 4 3223.27 0.27 0.79 1.67 3.79 5.35
Nippon India Arbitrage Fund - Growth 3 9514.74 0.31 0.81 1.70 3.75 5.39
Invesco India Arbitrage Fund - Growth 3 505.27 0.35 0.78 1.59 3.72 5.15
Union Arbitrage Fund - Growth 3 63.92 0.15 0.65 1.38 3.67 0.00
Aditya Birla Sun Life Arbitrage Fund - Regular Plan - Growth 3 4020.87 0.30 0.86 1.61 3.60 5.26

More Funds from ICICI Prudential Mutual Fund

Out of 187 mutual fund schemes offered by this AMC, 1 is/are ranked 5 * , 25 is/are ranked 3 * , 10 is/are ranked 2 * , 2 is/are ranked 1 * , and 149 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
ICICI Prudential Liquid Fund - Growth 3 39318.62 0.28 0.74 1.55 3.94 5.88
ICICI Prudential Balanced Advantage Fund - Growth 2 28256.68 3.03 8.04 14.80 17.21 9.96
ICICI Prudential Savings Fund - Growth 5 26705.70 0.19 0.97 3.03 7.48 7.98
ICICI Prudential Bluechip Fund - Growth 3 25513.85 3.87 14.78 26.32 25.74 10.02
ICICI Prudential Short Term Fund - Growth 2 24170.26 -0.25 0.19 3.10 8.19 8.39
ICICI Prudential Corporate Bond Fund - Growth 3 21155.67 -0.21 0.16 2.93 8.30 8.55
ICICI Prudential Value Discovery Fund - Growth 3 17060.06 4.11 16.96 26.06 39.39 9.39
ICICI Prudential Equity & Debt Fund - Growth 2 15793.43 9.53 22.02 27.85 27.44 9.91
ICICI Prudential Banking & PSU Debt Fund - Growth 3 15419.68 -0.18 0.24 3.13 6.99 8.07
ICICI Prudential Floating Interest Fund - Growth 1 13322.62 0.14 1.13 3.83 8.19 7.96

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