Hdfc Arbitrage Fund Overview
Category Arbitrage Fund
BMSMONEY Rank 15
BMSMONEY Rating
Gro. Opt. As On: 17-09-2024
NAV ₹28.2(R) +0.06% ₹30.21(D) +0.06%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 7.51% 5.71% 4.98% 5.19% 5.59%
LumpSum (D) 8.19% 6.5% 5.72% 5.91% 6.28%
SIP (R) 7.5% 6.69% 5.69% 5.4% 5.38%
SIP (D) 8.19% 7.49% 6.46% 6.15% 6.1%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-2.2 -0.56 0.54 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.7% 0.0% -0.06% - 0.51%
Top Arbitrage Fund
Fund Name Rank Rating
Invesco India Arbitrage Fund 1
Kotak Equity Arbitrage Fund 2
SBI Arbitrage Opportunities Fund 3
Edelweiss Arbitrage Fund 4
UTI Arbitrage Fund 5

NAV Date: 17-09-2024

Scheme Name NAV Rupee Change Percent Change
HDFC ARBITRAGE FUND - Wholesale IDCW Option 10.84
0.0100
0.0600%
HDFC ARBITRAGE FUND - Wholesale Monthly IDCW - Direct Plan 11.07
0.0100
0.0600%
HDFC ARBITRAGE FUND - Wholesale Monthly IDCW Option 11.26
0.0100
0.0600%
HDFC ARBITRAGE FUND - Wholesale IDCW Option - Direct Plan 11.42
0.0100
0.0600%
HDFC ARBITRAGE FUND - Wholesale Growth Option - Direct Plan 19.06
0.0100
0.0600%
HDFC ARBITRAGE FUND - Retail Quarterly IDCW Option 20.1
0.0100
0.0600%
HDFC ARBITRAGE FUND - Retail IDCW Option 21.01
0.0100
0.0600%
HDFC ARBITRAGE FUND - Quarterly IDCW Option - Direct Plan 22.89
0.0100
0.0700%
HDFC ARBITRAGE FUND - Retail Growth Option 28.2
0.0200
0.0600%
HDFC ARBITRAGE FUND - Wholesale Growth Option 29.08
0.0200
0.0600%
HDFC ARBITRAGE FUND - Growth Option - Direct Plan 30.21
0.0200
0.0600%

Review Date: 17-09-2024

HDFC Arbitrage Fund has shown poor performance in the Arbitrage Fund category. The fund has rank of 15 out of 23 funds in the category. The fund has delivered return of 7.51% in 1 year, 5.71% in 3 years, 4.98% in 5 years and 5.59% in 10 years. The category average for the same periods is 7.37%, 5.75%, 5.06% and 5.85% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 0.7, VaR of 0.0, Average Drawdown of -0.06, Semi Deviation of 0.51 and Max Drawdown of -0.06. The category average for the same parameters is 0.69, -0.01, -0.04, 0.51 and -0.05 respectively. The fund has average risk in the category.

Key Points:

  1. An investment of ₹10,000 in HDFC Arbitrage Fund direct growth option would have grown to ₹10819.0 in 1 year, ₹12080.0 in 3 years and ₹13207.0 in 5 years as of today (17-09-2024).
  2. An SIP of ₹1,000 per month in HDFC Arbitrage Fund direct growth option would have grown to ₹12526.0 in 1 year, ₹40324.0 in 3 years and ₹70646.0 in 5 years as of today (17-09-2024).
  3. standard deviation of 0.7 and based on VaR one can expect to lose more than 0.0% of current value of fund in one year.
  4. Sharpe ratio of the fund is -2.2 which shows average performance of fund in the arbitrage fund category.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.53
0.53
0.42 | 0.60 14 | 23 Average
3M Return % 1.72
1.68
1.38 | 1.77 6 | 23 Very Good
6M Return % 3.73
3.65
3.04 | 3.82 6 | 23 Very Good
1Y Return % 7.51
7.37
6.16 | 7.82 11 | 23 Good
3Y Return % 5.71
5.75
4.72 | 6.33 15 | 21 Average
5Y Return % 4.98
5.06
4.15 | 5.48 14 | 19 Average
7Y Return % 5.19
5.45
4.76 | 5.72 11 | 13 Average
10Y Return % 5.59
5.85
5.31 | 6.07 11 | 12 Poor
15Y Return % 6.24
6.43
6.15 | 6.73 8 | 9 Average
1Y SIP Return % 7.50
7.35
6.11 | 7.75 9 | 23 Good
3Y SIP Return % 6.69
6.67
5.52 | 7.14 15 | 21 Average
5Y SIP Return % 5.69
5.74
4.90 | 6.17 14 | 19 Average
7Y SIP Return % 5.40
5.60
5.01 | 5.89 11 | 13 Average
10Y SIP Return % 5.38
5.62
5.02 | 5.87 11 | 12 Poor
15Y SIP Return % 5.74
5.97
5.55 | 6.26 8 | 9 Average
Standard Deviation 0.70
0.69
0.63 | 0.80 16 | 21 Average
Semi Deviation 0.51
0.51
0.46 | 0.59 14 | 21 Average
Max Drawdown % -0.06
-0.05
-0.13 | 0.00 15 | 21 Average
VaR 1 Y % 0.00
-0.01
-0.10 | 0.00 19 | 21 Poor
Average Drawdown % -0.06
-0.04
-0.13 | 0.00 16 | 21 Average
Sharpe Ratio -2.20
-2.21
-3.91 | -1.45 15 | 21 Average
Sterling Ratio 0.54
0.54
0.44 | 0.60 15 | 21 Average
Sortino Ratio -0.56
-0.55
-0.76 | -0.42 15 | 21 Average
Return data last Updated On : Sept. 17, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.58 0.59 0.48 | 0.67 11 | 23
3M Return % 1.88 1.85 1.58 | 1.96 6 | 23
6M Return % 4.07 4.00 3.44 | 4.19 7 | 23
1Y Return % 8.19 8.09 7.00 | 8.45 12 | 23
3Y Return % 6.50 6.46 5.53 | 7.04 13 | 21
5Y Return % 5.72 5.74 4.79 | 6.20 14 | 19
7Y Return % 5.91 6.11 5.29 | 6.38 11 | 13
10Y Return % 6.28 6.49 5.84 | 6.75 11 | 12
1Y SIP Return % 8.19 8.07 6.95 | 8.43 10 | 23
3Y SIP Return % 7.49 7.39 6.38 | 7.86 12 | 21
5Y SIP Return % 6.46 6.43 5.51 | 6.86 12 | 19
7Y SIP Return % 6.15 6.27 5.60 | 6.54 11 | 13
10Y SIP Return % 6.10 6.28 5.57 | 6.51 11 | 12
Standard Deviation 0.70 0.69 0.63 | 0.80 16 | 21
Semi Deviation 0.51 0.51 0.46 | 0.59 14 | 21
Max Drawdown % -0.06 -0.05 -0.13 | 0.00 15 | 21
VaR 1 Y % 0.00 -0.01 -0.10 | 0.00 19 | 21
Average Drawdown % -0.06 -0.04 -0.13 | 0.00 16 | 21
Sharpe Ratio -2.20 -2.21 -3.91 | -1.45 15 | 21
Sterling Ratio 0.54 0.54 0.44 | 0.60 15 | 21
Sortino Ratio -0.56 -0.55 -0.76 | -0.42 15 | 21
Return data last Updated On : Sept. 17, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.06 ₹ 10,006.00 0.06 ₹ 10,006.00
1W 0.09 ₹ 10,009.00 0.10 ₹ 10,010.00
1M 0.53 ₹ 10,053.00 0.58 ₹ 10,058.00
3M 1.72 ₹ 10,172.00 1.88 ₹ 10,188.00
6M 3.73 ₹ 10,373.00 4.07 ₹ 10,407.00
1Y 7.51 ₹ 10,751.00 8.19 ₹ 10,819.00
3Y 5.71 ₹ 11,814.00 6.50 ₹ 12,080.00
5Y 4.98 ₹ 12,749.00 5.72 ₹ 13,207.00
7Y 5.19 ₹ 14,247.00 5.91 ₹ 14,946.00
10Y 5.59 ₹ 17,233.00 6.28 ₹ 18,383.00
15Y 6.24 ₹ 24,804.00 ₹

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 7.50 ₹ 12,482.42 8.19 ₹ 12,526.25
3Y ₹ 36000 6.69 ₹ 39,847.00 7.49 ₹ 40,324.43
5Y ₹ 60000 5.69 ₹ 69,297.54 6.46 ₹ 70,646.28
7Y ₹ 84000 5.40 ₹ 101,798.84 6.15 ₹ 104,533.55
10Y ₹ 120000 5.38 ₹ 158,095.92 6.10 ₹ 164,177.40
15Y ₹ 180000 5.74 ₹ 282,392.28 ₹


Date NAV Regular Growth NAV Direct Growth
17-09-2024 28.197 30.211
16-09-2024 28.18 30.192
13-09-2024 28.191 30.202
12-09-2024 28.188 30.198
11-09-2024 28.187 30.197
10-09-2024 28.172 30.18
09-09-2024 28.163 30.17
06-09-2024 28.17 30.176
05-09-2024 28.138 30.141
04-09-2024 28.143 30.145
03-09-2024 28.13 30.132
02-09-2024 28.131 30.132
30-08-2024 28.099 30.096
29-08-2024 28.079 30.075
28-08-2024 28.095 30.091
27-08-2024 28.091 30.086
26-08-2024 28.08 30.074
23-08-2024 28.083 30.076
22-08-2024 28.065 30.056
21-08-2024 28.05 30.039
20-08-2024 28.057 30.046
19-08-2024 28.048 30.036

Fund Launch Date: 28/Sep/2007
Fund Category: Arbitrage Fund
Investment Objective: To generate income through arbitrage opportunities and debt & money market instruments. There is no assurance that the investment objective of the Scheme will be realized.
Fund Description: An open ended scheme investing in arbitrage opportunities
Fund Benchmark: NIFTY 50 Arbitrage Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.