Icici Prudential Equity - Arbitrage Fund Overview
Category Arbitrage Fund
BMSMONEY Rank 6
BMSMONEY Rating
Gro. Opt. As On: 26-07-2024
NAV ₹32.22(R) +0.04% ₹34.38(D) +0.04%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 7.77% 5.77% 5.22% 5.52% 5.91%
LumpSum (D) 8.42% 6.38% 5.81% 6.13% 6.52%
SIP (R) 7.87% 6.78% 5.11% 5.28% 5.51%
SIP (D) 8.52% 7.41% 5.71% 5.88% 6.12%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-1.96 -0.52 0.57 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.67% 0.0% -0.02% - 0.5%
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: 26-07-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Equity Arbitrage Fund - IDCW 14.74
0.0100
0.0400%
ICICI Prudential Equity Arbitrage Fund - Direct Plan - IDCW 16.7
0.0100
0.0400%
ICICI Prudential Equity Arbitrage Fund - Growth 32.22
0.0100
0.0400%
ICICI Prudential Equity Arbitrage Fund - Direct Plan - Growth 34.38
0.0100
0.0400%

Review Date: 26-07-2024

ICICI Prudential Equity - Arbitrage Fund has exhibited good performance in the Arbitrage Fund category. The fund has rank of 6 out of 23 funds in the category. The fund has delivered return of 7.77% in 1 year, 5.77% in 3 years, 5.22% in 5 years and 5.91% in 10 years. The category average for the same periods is 7.6%, 5.55%, 5.05% and 5.85% respectively, which shows good return performance of fund in the category. The fund has exhibited standard deviation of 0.67, VaR of 0.0, Average Drawdown of -0.02, Semi Deviation of 0.5 and Max Drawdown of -0.02. The category average for the same parameters is 0.69, -0.01, -0.04, 0.51 and -0.05 respectively. The fund has low risk in the category.

Key Points:

  1. An investment of ₹10,000 in ICICI Prudential Equity - Arbitrage Fund direct growth option would have grown to ₹10842.0 in 1 year, ₹12040.0 in 3 years and ₹13264.0 in 5 years as of today (26-07-2024).
  2. An SIP of ₹1,000 per month in ICICI Prudential Equity - Arbitrage Fund direct growth option would have grown to ₹12545.0 in 1 year, ₹40270.0 in 3 years and ₹69308.0 in 5 years as of today (26-07-2024).
  3. standard deviation of 0.67 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 -1.96 which shows very good 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 % 0.61
0.59
0.45 | 0.64 10 | 23 Good
3M Return % 1.86
1.86
1.55 | 1.96 15 | 23 Average
6M Return % 3.75
3.67
3.06 | 3.93 9 | 23 Good
1Y Return % 7.77
7.60
6.35 | 8.11 9 | 23 Good
3Y Return % 5.77
5.55
4.53 | 6.11 6 | 21 Very Good
5Y Return % 5.22
5.05
4.07 | 5.43 7 | 18 Good
7Y Return % 5.52
5.44
4.75 | 5.72 7 | 13 Good
10Y Return % 5.91
5.85
5.31 | 6.08 6 | 11 Good
15Y Return % 6.62
6.41
6.13 | 6.71 2 | 9 Very Good
1Y SIP Return % 7.87
7.72
6.44 | 8.26 12 | 23 Good
3Y SIP Return % 6.78
6.58
5.44 | 7.10 6 | 21 Very Good
5Y SIP Return % 5.11
4.97
4.05 | 5.37 6 | 18 Good
7Y SIP Return % 5.28
5.21
4.60 | 5.51 7 | 13 Good
10Y SIP Return % 5.51
5.45
4.84 | 5.70 7 | 11 Average
15Y SIP Return % 6.11
5.94
5.50 | 6.23 2 | 8 Very Good
Standard Deviation 0.67
0.69
0.63 | 0.80 8 | 21 Good
Semi Deviation 0.50
0.51
0.46 | 0.59 7 | 21 Good
Max Drawdown % -0.02
-0.05
-0.13 | 0.00 6 | 21 Very Good
VaR 1 Y % 0.00
-0.01
-0.10 | 0.00 19 | 21 Poor
Average Drawdown % -0.02
-0.04
-0.13 | 0.00 6 | 21 Very Good
Sharpe Ratio -1.96
-2.21
-3.91 | -1.45 6 | 21 Very Good
Sterling Ratio 0.57
0.54
0.44 | 0.60 5 | 21 Very Good
Sortino Ratio -0.52
-0.55
-0.76 | -0.42 6 | 21 Very Good
Return data last Updated On : July 26, 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 % 0.66 0.65 0.52 | 0.69 12 | 23
3M Return % 2.01 2.02 1.75 | 2.12 18 | 23
6M Return % 4.06 4.01 3.47 | 4.23 15 | 23
1Y Return % 8.42 8.32 7.20 | 8.74 14 | 23
3Y Return % 6.38 6.26 5.24 | 6.82 11 | 21
5Y Return % 5.81 5.72 4.71 | 6.14 9 | 18
7Y Return % 6.13 6.10 5.27 | 6.38 9 | 13
10Y Return % 6.52 6.47 5.84 | 6.76 5 | 11
1Y SIP Return % 8.52 8.44 7.29 | 8.90 14 | 23
3Y SIP Return % 7.41 7.30 6.30 | 7.79 11 | 21
5Y SIP Return % 5.71 5.64 4.64 | 6.03 11 | 18
7Y SIP Return % 5.88 5.87 5.18 | 6.14 9 | 13
10Y SIP Return % 6.12 6.10 5.39 | 6.35 7 | 11
Standard Deviation 0.67 0.69 0.63 | 0.80 8 | 21
Semi Deviation 0.50 0.51 0.46 | 0.59 7 | 21
Max Drawdown % -0.02 -0.05 -0.13 | 0.00 6 | 21
VaR 1 Y % 0.00 -0.01 -0.10 | 0.00 19 | 21
Average Drawdown % -0.02 -0.04 -0.13 | 0.00 6 | 21
Sharpe Ratio -1.96 -2.21 -3.91 | -1.45 6 | 21
Sterling Ratio 0.57 0.54 0.44 | 0.60 5 | 21
Sortino Ratio -0.52 -0.55 -0.76 | -0.42 6 | 21
Return data last Updated On : July 26, 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 0.04 ₹ 10,004.00 0.04 ₹ 10,004.00
1W 0.07 ₹ 10,007.00 0.07 ₹ 10,007.00
1M 0.61 ₹ 10,061.00 0.66 ₹ 10,066.00
3M 1.86 ₹ 10,186.00 2.01 ₹ 10,201.00
6M 3.75 ₹ 10,375.00 4.06 ₹ 10,406.00
1Y 7.77 ₹ 10,777.00 8.42 ₹ 10,842.00
3Y 5.77 ₹ 11,832.00 6.38 ₹ 12,040.00
5Y 5.22 ₹ 12,898.00 5.81 ₹ 13,264.00
7Y 5.52 ₹ 14,568.00 6.13 ₹ 15,164.00
10Y 5.91 ₹ 17,763.00 6.52 ₹ 18,804.00
15Y 6.62 ₹ 26,154.00 ₹

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 7.87 ₹ 12,503.77 8.52 ₹ 12,544.70
3Y ₹ 36000 6.78 ₹ 39,894.23 7.41 ₹ 40,269.53
5Y ₹ 60000 5.11 ₹ 68,277.78 5.71 ₹ 69,307.56
7Y ₹ 84000 5.28 ₹ 101,354.48 5.88 ₹ 103,543.19
10Y ₹ 120000 5.51 ₹ 159,176.52 6.12 ₹ 164,313.84
15Y ₹ 180000 6.11 ₹ 291,037.68 ₹


Date NAV Regular Growth NAV Direct Growth
26-07-2024 32.2218 34.3774
25-07-2024 32.2104 34.3646
24-07-2024 32.2096 34.3632
23-07-2024 32.2036 34.3563
22-07-2024 32.2008 34.3528
19-07-2024 32.2052 34.3558
18-07-2024 32.1602 34.3073
16-07-2024 32.1511 34.2965
15-07-2024 32.1322 34.2757
12-07-2024 32.1503 34.2933
11-07-2024 32.115 34.2551
10-07-2024 32.1184 34.2582
09-07-2024 32.1046 34.2429
08-07-2024 32.0959 34.2331
05-07-2024 32.0864 34.2213
04-07-2024 32.0874 34.2218
03-07-2024 32.0752 34.2082
02-07-2024 32.0649 34.1967
01-07-2024 32.0357 34.1649
28-06-2024 32.0299 34.157
27-06-2024 32.0372 34.1642
26-06-2024 32.0269 34.1527

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
Source: Fund FactSheet

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