MF SCHEME PROFILE

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Tata Arbitrage Fund (IDCW-M)

30-Apr-2024 | 12:00 AM

AUM ( Cr) : 10,755
Inception Date : 14-Jun-2019
Category : Arbitrage Fund

12.6825 0.01(0.08%)

Key Parameters

Type	OPEN ENDED	Minimum Investment ()	5000
52-Week High/Low()	12.6825 (30-Apr-2024) / 11.8038 (04-May-2023)	Incremental Investment ()	1000
Entry Load	NIL	Benchmark	Nifty 50 Arbitrage TRI
Exit Load	0.25% of the applicable NAV, if redeemed/switched out withdrawn on or before expiry of 30 days from the date of allotment.	Value of () 1,00,000 since inception	122,670
Fund Manager	Sailesh Jain	Expense Ratio(%)	1.07

Portfolio Indicators

Portfolio P/E	28.36 times	Portfolio P/B	5.05 times
Average Maturity	0.48 years	Yield To Maturity	7.92 %
Modified Duration	0.48 years	Turnover Ratio (%)	556.62

Risk Factors

Jenson's Alpha	-1.41	Standard Deviation	0.19
Beta	0.19	Sharpe	-2.51
R-Squared	0.48	Treynor Factor	-0.90

Company Top 5 Holdings

Company	Asset	Quantity	Holdings (%)
Tata Money Market Fund - Regular (G)	Indian Mutual Funds	2597299	10.55
HDFC Bank	Equity	4577650	6.16
Reliance Industr	Equity	1178250	3.26
TCS	Equity	744275	2.68
Reverse Repo	Reverse Repo	0	2.35

Sector Top 5 Holdings

Sector	Quantity	Holdings (%)
Banks	26,225,725.00	19.32
Refineries	12,046,950.00	7.19
IT - Software	1,776,300.00	6.49
Finance	11,260,837.00	6.38
Pharmaceuticals	5,385,715.00	6.28

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
Tata Arbitrage Fund (IDCW-M)	2.71	1.89	3.78	7.52	5.41	NA	NA	4.98

Annual Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
2024	2.61	2.66	NA	3.06	10,755.47
2023	7.02	6.97	NA	18.10	8,739.57
2022	3.98	4.23	NA	2.80	5,629.86
2021	3.76	3.72	NA	21.69	11,118.88
2020	4.67	3.67	NA	15.60	2,813.81

Quarterly Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
Dec-2023	1.58	1.54	1.64	10.27	8,739.57
Sep-2023	1.87	1.85	2.20	0.96	7,444.73
Mar-2024	1.95	1.89	2.02	1.91	10,755.47
Jun-2023	1.70	1.67	1.84	9.49	6,466.65

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	341.17	6.44	4.32	7.33	6.53	09-Mar-2002	-0.65	0.85
ICICI Pru Constant Maturity Gilt Fund-Reg	2,533.71	6.18	4.70	7.63	8.48	12-Sep-2014	-0.53	0.85
SBI Magnum Constant Maturity Fund	1,652.73	6.11	4.64	7.01	7.72	30-Dec-2000	0.00	0.00
DSP 10Y G-Sec	49.34	6.10	3.28	6.31	7.19	26-Sep-2014	-0.92	0.90
UTI-Gilt Fund with 10yr Constant Duration	165.22	5.93	NA	NA	6.99	01-Aug-2022	-0.02	0.74

Asset Allocation

Sector Allocation

NAV Movement

3M
6M
1Y
3Y
5Y

AUM Growth ( Cr.)

3M
6M
1Y
3Y
5Y

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