Edelweiss Arbitrage Fund
An open ended scheme investing in arbitrage opportunities
Data as on 31st January, 2025
| Investment Objective : The investment objective of the Scheme is to generate income by predominantly investing in arbitrage opportunities in the cash and the derivative segments of the equity markets and the arbitrage opportunities available within the derivative segment and by investing the balance in debt and money market instruments. However, there is no assurance that the investment objective of the Scheme will be realized. |
|
| Inception Date | 27-Jun-14 |
| Benchmark | Nifty 50 Arbitrage PR Index |
| Fund Managers Details | Equity Portion: |
| Minimum Investment Amount | Rs. 100/- per application & in multiples of Re. 1/- thereafter. |
| Additional investment amount | Rs. 100/- per application & in multiples of Re. 1/- thereafter |
| Exit Load |
|
| Total Expense Ratios~: | Regular Plan 1.05% Direct Plan 0.39% |
| Month End AUM |
Rs. 11,503.75 Crore
|
| Monthly Average AUM |
Rs. 12,560.18 Crore
|
| Regular Plan Growth Option | 18.8686 |
| Regular Plan IDCW Option | 13.8464 |
| Regular Plan Monthly IDCW Option | 15.4157 |
| Direct Plan Growth Option | 20.1923 |
| Direct Plan IDCW Option | 14.4356 |
| Direct Plan Monthly IDCW Option | 16.5884 |
| (as on January 31, 2025) |
(Quantity fully hedged against derivative)
|
Name of Instrument
|
Industry
|
% to Net Assets
|
| Equities | 69.69% | |
| Axis Bank Ltd. | Financial Services | 5.56% |
| Reliance Industries Ltd. | Oil, Gas & Consumable Fuels | 3.56% |
| ICICI Bank Ltd. | Financial Services | 2.34% |
| Vedanta Ltd. | Metals & Mining | 1.82% |
| HDFC Bank Ltd. | Financial Services | 1.74% |
| JSW Steel Ltd. | Metals & Mining | 1.73% |
| IndusInd Bank Ltd. | Financial Services | 1.66% |
| Hindustan Aeronautics Ltd. | Capital Goods | 1.62% |
| Bharti Airtel Ltd. | Telecommunication | 1.61% |
| State Bank of India | Financial Services | 1.40% |
| REC Ltd. | Financial Services | 1.14% |
| Tata Motors Ltd. | Automobile & Auto Components | 1.08% |
| Power Finance Corporation Ltd. | Financial Services | 1.06% |
| GAIL (India) Ltd. | Oil, Gas & Consumable Fuels | 1.04% |
| Coforge Ltd. | Information Technology | 1.03% |
| NTPC Ltd. | Power | 1.01% |
| HCL Technologies Ltd. | Information Technology | 0.96% |
| Bharat Electronics Ltd. | Capital Goods | 0.92% |
| NMDC Ltd. | Metals & Mining | 0.88% |
| Coal India Ltd. | Oil, Gas & Consumable Fuels | 0.87% |
| Oil & Natural Gas Corporation Ltd. | Oil, Gas & Consumable Fuels | 0.84% |
| Steel Authority of India Ltd. | Metals & Mining | 0.81% |
| TVS Motor Company Ltd. | Automobile & Auto Components | 0.79% |
| Mahindra & Mahindra Ltd. | Automobile & Auto Components | 0.78% |
| Kotak Mahindra Bank Ltd. | Financial Services | 0.78% |
| Tata Consultancy Services Ltd. | Information Technology | 0.72% |
| Indus Towers Ltd. | Telecommunication | 0.69% |
| Bharat Petroleum Corporation Ltd. | Oil, Gas & Consumable Fuels | 0.68% |
| Grasim Industries Ltd. | Construction Materials | 0.64% |
| Shriram Finance Ltd. | Financial Services | 0.62% |
| GMR Airports Ltd. | Services | 0.57% |
| Vodafone Idea Ltd. | Telecommunication | 0.55% |
| Jubilant Foodworks Ltd. | Consumer Services | 0.55% |
| Wipro Ltd. | Information Technology | 0.53% |
| Bank of Baroda | Financial Services | 0.53% |
| United Spirits Ltd. | Fast Moving Consumer Goods | 0.53% |
| Hindustan Copper Ltd. | Metals & Mining | 0.53% |
| Larsen & Toubro Ltd. | Construction | 0.52% |
| Aditya Birla Fashion and Retail Ltd. | Consumer Services | 0.51% |
| Bharat Heavy Electricals Ltd. | Capital Goods | 0.50% |
| LIC Housing Finance Ltd. | Financial Services | 0.50% |
| Jio Financial Services Ltd. | Financial Services | 0.48% |
| Indian Railway Catering &Tou. Corp. Ltd. | Consumer Services | 0.43% |
| Adani Enterprises Ltd. | Metals & Mining | 0.43% |
| Trent Ltd. | Consumer Services | 0.43% |
| Hindalco Industries Ltd. | Metals & Mining | 0.43% |
| Tata Steel Ltd. | Metals & Mining | 0.42% |
| Mahanagar Gas Ltd. | Oil, Gas & Consumable Fuels | 0.42% |
| Infosys Ltd. | Information Technology | 0.42% |
| Atul Ltd. | Chemicals | 0.42% |
| Maruti Suzuki India Ltd. | Automobile & Auto Components | 0.38% |
| Muthoot Finance Ltd. | Financial Services | 0.38% |
| Apollo Hospitals Enterprise Ltd. | Healthcare | 0.38% |
| Aurobindo Pharma Ltd. | Healthcare | 0.37% |
| Max Healthcare Institute Ltd. | Healthcare | 0.36% |
| Hero MotoCorp Ltd. | Automobile & Auto Components | 0.35% |
| Punjab National Bank | Financial Services | 0.35% |
| Sun Pharmaceutical Industries Ltd. | Healthcare | 0.35% |
| Tata Chemicals Ltd. | Chemicals | 0.34% |
| Titan Company Ltd. | Consumer Durables | 0.33% |
| Bajaj Auto Ltd. | Automobile & Auto Components | 0.33% |
| Hindustan Unilever Ltd. | Fast Moving Consumer Goods | 0.32% |
| Ultratech Cement Ltd. | Construction Materials | 0.32% |
| Bajaj Finance Ltd. | Financial Services | 0.32% |
| The Federal Bank Ltd. | Financial Services | 0.30% |
| Canara Bank | Financial Services | 0.30% |
| Godrej Consumer Products Ltd. | Fast Moving Consumer Goods | 0.30% |
| One 97 Communications Ltd. | Financial Services | 0.30% |
| Astral Ltd. | Capital Goods | 0.29% |
| Manappuram Finance Ltd. | Financial Services | 0.29% |
| Polycab India Ltd. | Capital Goods | 0.29% |
| Eicher Motors Ltd. | Automobile & Auto Components | 0.28% |
| Cummins India Ltd. | Capital Goods | 0.27% |
| Torrent Pharmaceuticals Ltd. | Healthcare | 0.27% |
| Ambuja Cements Ltd. | Construction Materials | 0.26% |
| Voltas Ltd. | Consumer Durables | 0.26% |
| Adani Ports & Special Economic Zone Ltd. | Services | 0.26% |
| Oracle Financial Services Software Ltd. | Information Technology | 0.26% |
| Can Fin Homes Ltd. | Financial Services | 0.25% |
| Coromandel International Ltd. | Chemicals | 0.25% |
| MRF Ltd. | Automobile & Auto Components | 0.24% |
| Marico Ltd. | Fast Moving Consumer Goods | 0.24% |
| Petronet LNG Ltd. | Oil, Gas & Consumable Fuels | 0.23% |
| HFCL Ltd. | Telecommunication | 0.23% |
| Bandhan Bank Ltd. | Financial Services | 0.23% |
| HDFC Asset Management Company Ltd. | Financial Services | 0.23% |
| DLF Ltd. | Realty | 0.23% |
| PB Fintech Ltd. | Financial Services | 0.22% |
| Hindustan Petroleum Corporation Ltd. | Oil, Gas & Consumable Fuels | 0.22% |
| ITC Ltd. | Fast Moving Consumer Goods | 0.22% |
| Laurus Labs Ltd. | Healthcare | 0.22% |
| Lupin Ltd. | Healthcare | 0.22% |
| Godrej Properties Ltd. | Realty | 0.21% |
| Zomato Ltd. | Consumer Services | 0.21% |
| Bharat Forge Ltd. | Automobile & Auto Components | 0.19% |
| Cipla Ltd. | Healthcare | 0.19% |
| Info Edge (India) Ltd. | Consumer Services | 0.18% |
| Bosch Ltd. | Automobile & Auto Components | 0.18% |
| Granules India Ltd. | Healthcare | 0.18% |
| ABB India Ltd. | Capital Goods | 0.17% |
| Samvardhana Motherson International Ltd. | Automobile & Auto Components | 0.17% |
| Navin Fluorine International Ltd. | Chemicals | 0.17% |
| VARUN BEVERAGES LIMITED | Fast Moving Consumer Goods | 0.16% |
| Indian Oil Corporation Ltd. | Oil, Gas & Consumable Fuels | 0.16% |
| Tata Communications Ltd. | Telecommunication | 0.16% |
| Avenue Supermarts Ltd. | Consumer Services | 0.15% |
| SBI Life Insurance Company Ltd. | Financial Services | 0.15% |
| HDFC Life Insurance Company Ltd. | Financial Services | 0.15% |
| PVR Inox Ltd. | Media, Entertainment & Publication | 0.15% |
| Asian Paints Ltd. | Consumer Durables | 0.15% |
| IDFC First Bank Ltd. | Financial Services | 0.14% |
| Syngene International Ltd. | Healthcare | 0.14% |
| Havells India Ltd. | Consumer Durables | 0.14% |
| Yes Bank Ltd. | Financial Services | 0.13% |
| Container Corporation Of India Ltd. | Services | 0.13% |
| JSW Energy Ltd. | Power | 0.12% |
| Pidilite Industries Ltd. | Chemicals | 0.12% |
| Central Depository Services (I) Ltd. | Financial Services | 0.12% |
| Siemens Ltd. | Capital Goods | 0.12% |
| Persistent Systems Ltd. | Information Technology | 0.12% |
| Indian Energy Exchange Ltd. | Financial Services | 0.12% |
| Aditya Birla Capital Ltd. | Financial Services | 0.12% |
| ICICI Prudential Life Insurance Co Ltd. | Financial Services | 0.12% |
| Tata Power Company Ltd. | Power | 0.12% |
| L&T Technology Services Ltd. | Information Technology | 0.11% |
| Dr. Lal Path Labs Ltd. | Healthcare | 0.11% |
| Crompton Greaves Cons Electrical Ltd. | Consumer Durables | 0.11% |
| The Ramco Cements Ltd. | Construction Materials | 0.11% |
| Adani Energy Solutions Ltd. | Power | 0.11% |
| Multi Commodity Exchange Of India Ltd. | Financial Services | 0.09% |
| UPL Ltd. | Chemicals | 0.09% |
| Housing & Urban Development Corp Ltd. | Financial Services | 0.09% |
| National Aluminium Company Ltd. | Metals & Mining | 0.09% |
| Max Financial Services Ltd. | Financial Services | 0.08% |
| Apollo Tyres Ltd. | Automobile & Auto Components | 0.08% |
| Bata India Ltd. | Consumer Durables | 0.08% |
| Zydus Lifesciences Ltd. | Healthcare | 0.08% |
| City Union Bank Ltd. | Financial Services | 0.08% |
| Ashok Leyland Ltd. | Capital Goods | 0.08% |
| Cholamandalam Investment & Fin Co Ltd. | Financial Services | 0.08% |
| Aarti Industries Ltd. | Chemicals | 0.07% |
| Indraprastha Gas Ltd. | Oil, Gas & Consumable Fuels | 0.06% |
| Divi's Laboratories Ltd. | Healthcare | 0.06% |
| Exide Industries Ltd. | Automobile & Auto Components | 0.06% |
| Glenmark Pharmaceuticals Ltd. | Healthcare | 0.06% |
| Gujarat Gas Ltd. | Oil, Gas & Consumable Fuels | 0.06% |
| Jindal Steel & Power Ltd. | Metals & Mining | 0.05% |
| KPIT Technologies Ltd. | Information Technology | 0.05% |
| Abbott India Ltd. | Healthcare | 0.05% |
| Birlasoft Ltd. | Information Technology | 0.05% |
| Macrotech Developers Ltd. | Realty | 0.05% |
| The Indian Hotels Company Ltd. | Consumer Services | 0.04% |
| Piramal Enterprises Ltd. | Financial Services | 0.04% |
| Kalyan Jewellers India Ltd. | Consumer Durables | 0.04% |
| Oil India Ltd. | Oil, Gas & Consumable Fuels | 0.04% |
| Escorts Kubota Ltd. | Capital Goods | 0.03% |
| BSE Ltd. | Financial Services | 0.03% |
| InterGlobe Aviation Ltd. | Services | 0.03% |
| Jindal Stainless Ltd. | Metals & Mining | 0.03% |
| IRB Infrastructure Developers Ltd. | Construction | 0.03% |
| Gujarat Narmada Valley Fert & Chem Ltd. | Chemicals | 0.03% |
| Bajaj Finserv Ltd. | Financial Services | 0.03% |
| CG Power and Industrial Solutions Ltd. | Capital Goods | 0.02% |
| Computer Age Management Services Ltd. | Financial Services | 0.02% |
| CESC Ltd. | Power | 0.02% |
| Tech Mahindra Ltd. | Information Technology | 0.02% |
| Dabur India Ltd. | Fast Moving Consumer Goods | 0.02% |
| Chambal Fertilizers & Chemicals Ltd. | Chemicals | 0.02% |
| APL Apollo Tubes Ltd. | Capital Goods | 0.02% |
| Union Bank of India | Financial Services | 0.02% |
| Supreme Industries Ltd. | Capital Goods | 0.02% |
| Mphasis Ltd. | Information Technology | 0.01% |
| ICICI Lombard General Insurance Co. Ltd. | Financial Services | 0.01% |
| Tube Investments Of India Ltd. | Automobile & Auto Components | 0.01% |
| ACC Ltd. | Construction Materials | 0.01% |
| Metropolis Healthcare Ltd. | Healthcare | 0.01% |
| Sona BLW Precision Forgings Ltd. | Automobile & Auto Components | 0.01% |
| Prestige Estates Projects Ltd. | Realty | 0.01% |
| Bank of India | Financial Services | 0.01% |
| SRF Ltd. | Chemicals | 0.01% |
| Colgate Palmolive (India) Ltd. | Fast Moving Consumer Goods | 0.00% |
| Deepak Nitrite Ltd. | Chemicals | 0.00% |
| Tata Consumer Products Ltd. | Fast Moving Consumer Goods | 0.00% |
| Alkem Laboratories Ltd. | Healthcare | 0.00% |
| IPCA Laboratories Ltd. | Healthcare | 0.00% |
| P I INDUSTRIES LIMITED | Chemicals | 0.00% |
| Cyient Ltd. | Information Technology | 0.00% |
| United Breweries Ltd. | Fast Moving Consumer Goods | 0.00% |
| Dr. Reddy's Laboratories Ltd. | Healthcare | 0.00% |
| NCC Ltd. | Construction | 0.00% |
| Debt | 28.60% | |
| Edelweiss Mutual Fund | Mutual Fund | 11.96% |
| ICICI Securities Ltd. | Financial Services | 3.98% |
| Government of India | SOV | 2.73% |
| Aditya Birla Finance Ltd. | Financial Services | 2.27% |
| HDFC Bank Ltd. | Financial Services | 1.48% |
| Kotak Mahindra Bank Ltd. | Financial Services | 1.46% |
| LIC Housing Finance Ltd. | Financial Services | 1.08% |
| Axis Bank Ltd. | Financial Services | 0.93% |
| Canara Bank | Financial Services | 0.90% |
| Export Import Bank of India | Financial Services | 0.73% |
| National Bk for Agriculture & Rural Dev. | Financial Services | 0.72% |
| Tata Capital Housing Finance Ltd. | Financial Services | 0.36% |
| Cash & Other Receivables | 1.71% | |
| TREPS_RED_03.02.2025 | 2.81% | |
| Cash & Cash Equivalent | -1.10% | |
| Grand Total | 100.00% |
|
Yield to
maturity (YTM)
#
|
7.37%
|
|
Modified
Duration
#
|
0.44
years
|
|
Average
Maturity
#
|
0.45 years
|
|
Macaulay
Duration #
|
0.45 years
|
|
Std.deviation
|
0.61%
|
|
Sharpe
Ratio**
|
-0.28
|
|
Beta
|
0.72
|
| Information Ratio | -0.25 |
| Portfolio Turnover Ratio^ | Equity
3.35 |
| Total Portfolio Turnover Ratio^ | 15.06 |
| # Yield to maturity (YTM), Modified Duration, Average Maturity and Macaulay Duration for Debt Portion. **Risk free rate of return (FIMMDA Overnight MIBOR) 6.65% ^ Lower of sales or purchase divided by average AUM for last rolling 12 months. Information ratio has been calculated using monthly returns over a period of 3 years. |
|
|
Period
|
Scheme - Regular Plan |
Benchmark (Nifty 50 Arbitrage PR Index$ ) |
Additional Benchmark (CRISIL 1 year T-bill Index) |
|||
|
Returns* |
Value of Rs. 10000 Invested |
Returns* |
Value of Rs. 10000 Invested |
Returns* |
Value of Rs. 10000 Invested |
|
|
1 Year |
7.45% |
10,747 |
7.52% |
10,755 |
7.51% |
10,753 |
|
3 Year |
6.48% |
12,075 |
6.71% |
12,152 |
6.32% |
12,021 |
| 5 Year | 5.51% |
13,077 |
5.28% |
12,940 |
5.60% |
13,134 |
|
10 Year |
5.99% |
17,909 |
5.60% |
17,261 |
6.34% |
18,496 |
|
Since Inception - Regular Plan |
6.17% |
18,869 |
5.73% |
18,061 |
6.48% |
19,456 |
Past performance may or may not be sustained in future and should not be used as a basis for
comparison with other investments. * CAGR Return.
Notes:
1. Different plans shall have different expense structure. The performance details provided herein are of Regular Plan of Edelweiss Aggressive Hybrid Fund. Returns are for Growth Option only. In case the start/end date is non business day, the NAV of previous day is used for computation.
2. The scheme is currently managed by Bhavesh Jain (managing this fund from June 27, 2014), Mr. Amit Vora (managing this fund from November 6, 2024) , Ms. Pranavi Kulkarni
(Managing this fund from July 01, 2024). & Mr. Rahul Dedhia (managing this fund from August 01, 2024). Please Click here for name of the other schemes
currently managed by the Fund Managers and relevant scheme for performance.
3. $ Nifty 50 Arbitrage TR Index is not available on NSE Website
4. The scheme was managed by Mr. Bhavin Patadia till 5th November
For performance of Direct Plan please
click here
This Product is suitable for investors who are seeking*:
- To generate income by predominantly investing in arbitrage opportunities.
- Investments predominantly in arbitrage opportunities in the cash and derivative segments of the equity markets and the arbitrage opportunities available within the derivative segment and by investing the balance in debt and money market instruments.
*Investors should consult their financial advisers if in doubt about whether the product is suitable for them.
Benchmark Riskometer: Nifty 50 Arbitrage Index
