Icici Prudential Equity - Arbitrage Fund Overview | ||||||
---|---|---|---|---|---|---|
Category | Arbitrage Fund | |||||
BMSMONEY Rank | 6 | |||||
BMSMONEY Rating | ||||||
Gro. Opt. | As On: | 09-12-2024 | ||||
NAV | ₹33.04(R) | +0.09% | ₹35.32(D) | +0.1% | ||
Returns | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum (R) | 7.67% | 6.24% | 5.35% | 5.58% | 5.92% | |
LumpSum (D) | 8.3% | 6.86% | 5.94% | 6.18% | 6.53% | |
SIP (R) | 7.28% | 7.02% | 6.09% | 5.77% | 5.73% | |
SIP (D) | 7.9% | 7.65% | 6.69% | 6.37% | 6.33% | |
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
-1.0 | -0.31 | 0.61 | -% | - | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
0.63% | 0.0% | -0.02% | - | 0.49% |
Top Arbitrage Fund | |||||
---|---|---|---|---|---|
Fund Name | Rank | Rating | |||
Invesco India Arbitrage Fund | 1 | ||||
Kotak Equity Arbitrage Fund | 2 | ||||
sbi arbitrage opportunities fund | 3 | ||||
Uti Arbitrage Fund | 4 | ||||
Edelweiss Arbitrage Fund | 5 |
NAV Date: 09-12-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
ICICI Prudential Equity Arbitrage Fund - IDCW | 14.86 |
0.0100
|
0.0900%
|
ICICI Prudential Equity Arbitrage Fund - Direct Plan - IDCW | 16.91 |
0.0200
|
0.1000%
|
ICICI Prudential Equity Arbitrage Fund - Growth | 33.04 |
0.0300
|
0.0900%
|
ICICI Prudential Equity Arbitrage Fund - Direct Plan - Growth | 35.32 |
0.0300
|
0.1000%
|
Review Date: 09-12-2024
Icici Prudential Equity - Arbitrage Fund has shown good performance in the Arbitrage Fund category. The fund has rank of 6 out of 21 funds in the category. The fund has delivered return of 7.67% in 1 year, 6.24% in 3 years, 5.35% in 5 years and 5.92% in 10 years. The category average for the same periods is 7.39%, 6.03%, 5.11% and 5.84% respectively, which shows good return performance of fund in the category. The fund has exhibited standard deviation of 0.63. The category average for the same parameter is 0.63 The fund has high risk in the category.Key Points:
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | 0.47 |
0.45
|
0.37 | 0.49 | 6 | 27 | Very Good | |
3M Return % | 1.67 |
1.59
|
1.33 | 1.69 | 2 | 27 | Very Good | |
6M Return % | 3.32 |
3.16
|
2.62 | 3.32 | 2 | 27 | Very Good | |
1Y Return % | 7.67 |
7.39
|
6.27 | 7.86 | 4 | 27 | Very Good | |
3Y Return % | 6.24 |
6.03
|
4.96 | 6.66 | 5 | 21 | Very Good | |
5Y Return % | 5.35 |
5.11
|
4.23 | 5.54 | 6 | 19 | Good | |
7Y Return % | 5.58 |
5.48
|
4.81 | 5.75 | 7 | 13 | Good | |
10Y Return % | 5.92 |
5.84
|
5.31 | 6.05 | 6 | 12 | Good | |
15Y Return % | 6.71 |
6.48
|
6.19 | 6.77 | 2 | 9 | Very Good | |
1Y SIP Return % | 7.28 |
6.97
|
5.82 | 7.37 | 3 | 27 | Very Good | |
3Y SIP Return % | 7.02 |
6.79
|
5.62 | 7.24 | 6 | 21 | Very Good | |
5Y SIP Return % | 6.09 |
5.89
|
5.11 | 6.30 | 6 | 19 | Good | |
7Y SIP Return % | 5.77 |
5.68
|
5.12 | 5.97 | 6 | 13 | Good | |
10Y SIP Return % | 5.73 |
5.66
|
5.07 | 5.90 | 6 | 12 | Good | |
15Y SIP Return % | 6.27 |
6.09
|
5.66 | 6.37 | 2 | 9 | Very Good | |
Standard Deviation | 0.63 |
0.63
|
0.57 | 0.75 | 12 | 21 | Good | |
Semi Deviation | 0.49 |
0.50
|
0.45 | 0.59 | 11 | 21 | Good | |
Max Drawdown % | -0.02 |
-0.05
|
-0.13 | 0.00 | 6 | 21 | Very Good | |
Average Drawdown % | -0.02 |
-0.05
|
-0.13 | 0.00 | 6 | 21 | Very Good | |
Sharpe Ratio | -1.00 |
-1.31
|
-3.12 | -0.45 | 5 | 21 | Very Good | |
Sterling Ratio | 0.61 |
0.59
|
0.48 | 0.66 | 5 | 21 | Very Good | |
Sortino Ratio | -0.31 |
-0.37
|
-0.68 | -0.15 | 5 | 21 | Very Good |
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | 0.51 | 0.50 | 0.43 | 0.54 | 10 | 27 | ||
3M Return % | 1.82 | 1.75 | 1.53 | 1.85 | 6 | 27 | ||
6M Return % | 3.61 | 3.51 | 3.02 | 3.65 | 6 | 27 | ||
1Y Return % | 8.30 | 8.10 | 7.11 | 8.49 | 8 | 27 | ||
3Y Return % | 6.86 | 6.75 | 5.83 | 7.38 | 11 | 21 | ||
5Y Return % | 5.94 | 5.79 | 4.87 | 6.24 | 9 | 19 | ||
7Y Return % | 6.18 | 6.14 | 5.35 | 6.40 | 9 | 13 | ||
10Y Return % | 6.53 | 6.49 | 5.85 | 6.73 | 7 | 12 | ||
1Y SIP Return % | 7.90 | 7.69 | 6.66 | 8.00 | 6 | 27 | ||
3Y SIP Return % | 7.65 | 7.51 | 6.48 | 7.92 | 9 | 21 | ||
5Y SIP Return % | 6.69 | 6.58 | 5.74 | 6.99 | 10 | 19 | ||
7Y SIP Return % | 6.37 | 6.35 | 5.73 | 6.62 | 8 | 13 | ||
10Y SIP Return % | 6.33 | 6.32 | 5.63 | 6.54 | 8 | 12 | ||
Standard Deviation | 0.63 | 0.63 | 0.57 | 0.75 | 12 | 21 | ||
Semi Deviation | 0.49 | 0.50 | 0.45 | 0.59 | 11 | 21 | ||
Max Drawdown % | -0.02 | -0.05 | -0.13 | 0.00 | 6 | 21 | ||
Average Drawdown % | -0.02 | -0.05 | -0.13 | 0.00 | 6 | 21 | ||
Sharpe Ratio | -1.00 | -1.31 | -3.12 | -0.45 | 5 | 21 | ||
Sterling Ratio | 0.61 | 0.59 | 0.48 | 0.66 | 5 | 21 | ||
Sortino Ratio | -0.31 | -0.37 | -0.68 | -0.15 | 5 | 21 |
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.09 | ₹ 10,009.00 | 0.10 | ₹ 10,010.00 |
1W | 0.20 | ₹ 10,020.00 | 0.21 | ₹ 10,021.00 |
1M | 0.47 | ₹ 10,047.00 | 0.51 | ₹ 10,051.00 |
3M | 1.67 | ₹ 10,167.00 | 1.82 | ₹ 10,182.00 |
6M | 3.32 | ₹ 10,332.00 | 3.61 | ₹ 10,361.00 |
1Y | 7.67 | ₹ 10,767.00 | 8.30 | ₹ 10,830.00 |
3Y | 6.24 | ₹ 11,991.00 | 6.86 | ₹ 12,203.00 |
5Y | 5.35 | ₹ 12,977.00 | 5.94 | ₹ 13,347.00 |
7Y | 5.58 | ₹ 14,622.00 | 6.18 | ₹ 15,218.00 |
10Y | 5.92 | ₹ 17,770.00 | 6.53 | ₹ 18,820.00 |
15Y | 6.71 | ₹ 26,471.00 | ₹ |
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 | 7.28 | ₹ 12,467.68 | 7.90 | ₹ 12,507.16 |
3Y | ₹ 36000 | 7.02 | ₹ 40,043.05 | 7.65 | ₹ 40,419.07 |
5Y | ₹ 60000 | 6.09 | ₹ 69,983.46 | 6.69 | ₹ 71,058.96 |
7Y | ₹ 84000 | 5.77 | ₹ 103,145.62 | 6.37 | ₹ 105,379.18 |
10Y | ₹ 120000 | 5.73 | ₹ 160,994.28 | 6.33 | ₹ 166,177.68 |
15Y | ₹ 180000 | 6.27 | ₹ 294,722.46 | ₹ |
Date | Icici Prudential Equity - Arbitrage Fund NAV Regular Growth | Icici Prudential Equity - Arbitrage Fund NAV Direct Growth |
---|---|---|
09-12-2024 | 33.036 | 35.3202 |
06-12-2024 | 33.0058 | 35.2863 |
05-12-2024 | 33.0308 | 35.3125 |
04-12-2024 | 33.0179 | 35.2981 |
03-12-2024 | 33.0151 | 35.2947 |
02-12-2024 | 32.9694 | 35.2453 |
29-11-2024 | 32.9559 | 35.2292 |
28-11-2024 | 32.9425 | 35.2144 |
27-11-2024 | 32.9589 | 35.2314 |
26-11-2024 | 32.9687 | 35.2414 |
25-11-2024 | 32.9492 | 35.22 |
22-11-2024 | 32.9678 | 35.2384 |
21-11-2024 | 32.9647 | 35.2345 |
19-11-2024 | 32.9509 | 35.2188 |
18-11-2024 | 32.9253 | 35.1908 |
14-11-2024 | 32.914 | 35.1767 |
13-11-2024 | 32.8874 | 35.1478 |
12-11-2024 | 32.9025 | 35.1633 |
11-11-2024 | 32.8818 | 35.1407 |
Fund Launch Date: 08/Nov/2006 |
Fund Category: Arbitrage Fund |
Investment Objective: To generate low volatility returns by using arbitrage and other derivative strategies in equity markets and investments in debt and money market instruments. However there can be no assurance or guarantee that the investment objective of the scheme would be achieved. |
Fund Description: An open ended scheme investing in arbitrage opportunities |
Fund Benchmark: Nifty 50 Arbitrage Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.