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ICICI Pru Equity - Arbitrage Fund (IDCW)

17-May-2024 | 12:00 AM

AUM ( Cr) : 19,733
Inception Date : 31-Dec-2006
Category : Arbitrage Fund

14.6355 0.01(0.08%)

Key Parameters

Type	OPEN ENDED	Minimum Investment ()	5000
52-Week High/Low()	14.6506 (07-May-2024) / 14.1629 (05-Jun-2023)	Incremental Investment ()	1000
Entry Load	Nil	Benchmark	Nifty 50 Arbitrage TRI
Exit Load	0.25% - If units purchased or switched in from another Scheme of the Fund are redeemed or switched out within 1 month from the date of allotment. Nil - If units purchased or switched in from another Scheme of the Fund are redeemed or switched out after 1 month from the date of allotment.	Value of () 1,00,000 since inception	146,355
Fund Manager	Archana Nair	Expense Ratio(%)	0.89

Portfolio Indicators

Portfolio P/E	23.87 times	Portfolio P/B	3.68 times
Average Maturity	0.59 years	Yield To Maturity	7.37 %
Modified Duration	0.54 years	Turnover Ratio (%)	1.64

Risk Factors

Jenson's Alpha	-1.24	Standard Deviation	0.19
Beta	0.18	Sharpe	-2.19
R-Squared	0.46	Treynor Factor	-1.03

Company Top 5 Holdings

Company	Asset	Quantity	Holdings (%)
ICICI Pru Savings Fund - Direct (G)	Indian Mutual Funds	43277968	7.71
HDFC Bank	Equity	8700450	6.70
ICICI Pru Money Market Fund - Direct (G)	Indian Mutual Funds	16474508	4.20
Kotak Mah. Bank	Equity	3702400	3.05
Reliance Industr	Equity	1863750	2.77

Sector Top 5 Holdings

Sector	Quantity	Holdings (%)
Banks	46,370,575.00	21.99
Finance	31,912,446.00	9.18
IT - Software	4,208,625.00	5.80
Refineries	9,004,125.00	5.59
Power Generation & Distribution	17,779,275.00	4.62

Performance

Scheme Name	Return(%) YTD	Return(%) 3 Months	Return(%) 6 Months	Return(%) 1 Year	Return(%) 3 Years	Return(%) 5 Years	Return(%) 10 Years	Return(%) Inception
ICICI Pru Equity - Arbitrage Fund (IDCW)	3.10	1.91	3.92	7.67	5.65	5.10	5.86	6.80

Annual Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
2024	3.03	3.08	NA	2.28	19,732.62
2023	7.08	6.97	NA	18.10	15,963.59
2022	4.16	4.23	NA	2.80	10,785.00
2021	3.89	3.72	NA	21.69	14,842.62
2020	4.09	3.67	NA	15.60	9,441.43

Quarterly Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
Sep-2023	1.96	1.85	2.20	0.96	14,082.26
Dec-2023	1.55	1.54	1.64	10.27	15,963.59
Mar-2024	1.97	1.89	2.02	1.91	17,728.73
Jun-2023	1.72	1.67	1.84	9.49	11,221.38

Peer Comparison

Scheme Name	AUM ( Cr.)	Return(%) 1 Year	Return(%) 3 Years	Return(%) 5 Years	Since Inception	Inception Date	Sharpe	Std.Dev.
Bandhan GSF Constant Maturity Plan	327.31	6.14	4.52	7.31	6.56	09-Mar-2002	-0.69	0.85
ICICI Pru Constant Maturity Gilt Fund-Reg	2,902.37	5.83	4.82	7.63	8.55	12-Sep-2014	-0.58	0.85
DSP 10Y G-Sec	49.05	5.82	3.42	6.40	7.27	26-Sep-2014	-0.95	0.90
SBI Magnum Constant Maturity Fund	1,634.41	5.75	4.82	7.05	7.75	30-Dec-2000	0.00	0.00
UTI-Gilt Fund with 10yr Constant Duration	161.61	5.63	NA	NA	7.41	01-Aug-2022	0.01	0.72

Asset Allocation

Sector Allocation

NAV Movement

3M
6M
1Y
3Y
5Y

AUM Growth ( Cr.)

3M
6M
1Y
3Y
5Y

NIFTY:22,482.25 Up arrow

16.15(0.07%)

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42.60(0.06%)