Category: Arbitrage Funds |
Launch Date: 01-01-2013 |
Asset Class: Mixed Asset |
Benchmark: Crisil Liquid Fund Index |
Expense Ratio: 0.48% As on (31-07-2017) |
Status: Open Ended Schemes(Growth) for subscription |
Minimum Investment: 5000.0 |
Minimum Topup: 1000.0 |
Total Assets: 8,221.37 Cr As on (30-06-2017) |
Turn over: 1116.0 |
Mr. Manish Banthia, Mr. Kayzad Eghlim
Mr. Banthia is B.Com, ACA and MBA. He joined ICICI Prudential in 2012.
The scheme seeks to generate low volatility returns by using arbitrage and other derivative strategies in equity markets and investments in short-term debt portfolio.
Rolling returns are the annualized returns of the scheme taken for a specified period (rolling returns period) on every day/week/month and taken till the last day of the duration. In this chart we are showing the annualized returns over the rolling returns period on every day from the start date and comparing it with the benchmark. Rolling returns is the best measure of a fund's performance. Trailing returns have a recency bias and point to point returns are specific to the period in consideration. Rolling returns, on the other hand, measures the fund's absolute and relative performance across all timescales, without bias.
Key Statistics | Volatility | Sharpe Ratio | Alpha | Beta | Yield to Maturity | Average Maturity |
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ICICI Prudential Equity Arbitrage Fund - Direct Plan - Dividend | 0.49 | 8.02 | -0.07 | 1.13 | 8.2 | 0.04 |
Arbitrage Funds |
Scheme Name | Launch Date |
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