Category: Hybrid: Arbitrage
Launch Date: 30-12-2006
Riskometer: Low
Asset Class
Mixed Asset
Status
Open Ended Schemes
Fund Managers
Kayzad Eghlim, Rohan Maru, Nikhil Kabra, Sharmila D'mello, Archana Nair, Kaivalya Nadkarni
Investment Objective
The scheme seeks to generate low volatility returns by using arbitrage and other derivative strategies in equity markets and investments in short-term debt portfolio.
Benchmark
Nifty 50 Arbitrage Index
Expense Ratio
0.9% As on (31-10-2024)
Minimum Investment | Top up
5000.0 | 1000.0
Total Assets
2,499.73 Cr As on (31-10-2024)
Rolling returns are the annualized returns of the scheme taken for a specified period (rolling returns period) on every day/week/month and taken till the last day of the duration. In this chart we are showing the annualized returns over the rolling returns period on every day from the start date and comparing it with the benchmark. Rolling returns is the best measure of a fund's performance. Trailing returns have a recency bias and point to point returns are specific to the period in consideration. Rolling returns, on the other hand, measures the fund's absolute and relative performance across all timescales, without bias.
Key Statistics | Volatility | Sharpe Ratio | Alpha | Beta | Yield to Maturity | Average Maturity |
---|---|---|---|---|---|---|
ICICI Prudential Equity Arbitrage Fund - Growth | 0.67 | -0.99 | -0.27 | 0.82 | 6.58 | 0.26 |
Hybrid: Arbitrage | - | - | - | - | - | - |
Sector | Holdings (%) |
---|---|
N/A | 25.17 |
Banks | 12.73 |
Finance | 6.2 |
IT - Software | 5.2 |
Automobiles | 4.24 |
Telecom - Services | 3.77 |
Aerospace & Defense | 3.33 |
Pharmaceuticals & Biotechnology | 3.18 |
Petroleum Products | 2.77 |
Metals & Minerals Trading | 2.33 |
Company | Holdings (%) |
---|---|
ICICI Prudential Money Market fund - Direct Plan - Growth Option | 10.99 |
HDFC Bank Ltd. | 5.21 |
ICICI Prudential Savings Fund - Direct - Growth | 3.57 |
Tata Motors Ltd. | 3.07 |
Tata Consultancy Services Ltd. | 2.52 |
Kotak Mahindra Bank Ltd. | 2.45 |
Adani Enterprises Ltd. | 2.33 |
Vedanta Ltd. | 2.18 |
Hindustan Aeronautics Ltd. | 1.92 |
Bajaj Finance Ltd. | 1.89 |