Scheme Profile

HDFC Arbitrage Fund - WP (IDCW-M)

Get detailed information of scheme on investment, NAV, Performance.
AUM ( Cr. )
7,880
Inception Date
23-10-2007
Category
Hybrid - Arbitrage Fund

Key Parameters

  • Type
  • OPEN ENDED
  • Minimum Investment ()
  • 10000000
  • 52 Week High / Low ()
  • 10.964 (18-Mar-2021) / 10.843 (28-Oct-2021)
  • Incremental Investment ()
  • 10000000
  • NAV ()
  • 10.86 ( 0.00) ( -0.02 %)
  • Benchmark
  • Nifty 50 Arbitrage TRI
  • Fund Manager
  • Krishan Kumar Daga
  • Value of () 1,00,000 since inception
  • 108,640
  • Entry Load
  • NIL
  • Exit Load
  • 0.25% - If units are redeemed / switched out within 1 months from the date of allotment. Nil - If units are redeemed / switched out after 1 months from the date of allotment.
  • Expense Ratio (%)
  • 0.87
  • Maturity Date
  • NA

Portfolio Indicators

  • Portfolio P/E
  • 33.50 times
  • Portfolio P/B
  • 8.33 times
  • Average Maturity
  • 205.37 days
  • Yield To Maturity
  • 3.87 %
  • Modified Duration
  • 195.81 days
  • Turnover Ratio (%)
  • 269.80

Risk Factors

  • Jenson's Alpha
  • 0.00
  • Standard Deviation
  • 0.06
  • Beta
  • -0.01
  • Sharpe
  • -0.04
  • R-Squared
  • 0.04
  • Treynor Factor
  • 0.17

NAV Movement

AUM Growth ( Cr.)

Performance

  • Scheme Name
  • YTD (%)
  • 3 Months (%)
  • 6 Months (%)
  • 1 Year (%)
  • 3 Years (%)
  • 5 Years (%)
  • 10 Years (%)
  • Since Inception
  • Nifty 50 Arbitrage TRI
  • 3.83
  • 0.70
  • 1.57
  • 4.08
  • 4.33
  • 4.41
  • 6.15
  • -

Company Top 5 Holdings

  [ As on 31 Oct 2021 ] More
  • Company
  • Asset
  • Value( in Cr.)
  • Holdings (%)
  • Adani Ports & Special Economic Zone Ltd
  • Equity
  • 6,016,250
  • 5.29
  • Tata Steel Ltd
  • Equity
  • 2,441,200
  • 4.08
  • Tata Consultancy Services Ltd
  • Equity
  • 876,900
  • 3.78
  • ITC Ltd
  • Equity
  • 12,102,400
  • 3.43
  • Vedanta Ltd
  • Equity
  • 8,546,700
  • 3.30

Sector Top 5 Holdings

  [ As on 31 Oct 2021 ] More
  • Sector
  • Value( in Cr.)
  • Holdings (%)
  • Steel
  • 7,614,300
  • 11.61
  • Pharmaceuticals
  • 6,221,375
  • 9.54
  • Banks
  • 21,779,025
  • 9.10
  • Infrastructure Developers & Operators
  • 6,068,000
  • 8.25
  • IT - Software
  • 1,578,025
  • 7.69

Annual Performance

Year Return (%) AUM ( in Cr.)
Scheme Return Category Return Benchmark Return Sensex Return
YTD 3.51 3.15 3.83 19.21 7,880.49
2020 3.45 3.40 2.27 15.60 4,903.63
2019 5.28 5.38 6.53 13.79 6,457.01
2018 5.44 5.08 4.71 6.67 3,585.84
2017 5.39 5.35 4.37 28.06 5,050.08
2016 6.72 6.26 6.71 1.78 4,267.33
2015 7.54 7.12 7.64 -5.05 2,693.45
2014 5.72 6.10 8.82 30.08 113.30

Quarterly Performance

Year Return (%) AUM ( in Cr.)
Scheme Return Category Return Benchmark Return Sensex Return
Jun-2021 1.27 1.15 1.37 4.90 7,185.70
Sep-2021 0.80 0.74 0.73 14.05 8,062.79
Mar-2021 0.84 0.75 1.25 3.43 5,904.90
Dec-2020 0.89 0.78 0.70 23.40 4,903.63

Peer Comparison

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Asset Allocation

Sector Allocation

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