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Kotak Equity Arbitrage Fund (G)

21-Feb-2025 | 12:00 AM

AUM ( Cr) : 26,010
Inception Date : 29-Sep-2005
Category : Arbitrage Fund

36.6047 0.02(0.05%)

Key Parameters

Type	OPEN ENDED	Minimum Investment ()	100
52-Week High/Low()	36.6047 (21-Feb-2025) / 34.0711 (26-Feb-2024)	Incremental Investment ()	100
Entry Load	Nil	Benchmark	Nifty 50 Arbitrage TRI
Exit Load	0.25% - For redemptions/switch outs (including SIP/STP) within 30 days from the date of allotment of units. Nil - For redemptoins/switch outs after 30 days from the date of allotment of units.	Value of () 1,00,000 since inception	366,047
Fund Manager	Hiten Shah	Expense Ratio(%)	1.04

Portfolio Indicators

Portfolio P/E	30.79 times	Portfolio P/B	4.41 times
Average Maturity	0.08 years	Yield To Maturity	6.83 %
Modified Duration	0.08 years	Turnover Ratio (%)	2089.66

Risk Factors

Jenson's Alpha	-0.59	Standard Deviation	0.21
Beta	0.32	Sharpe	-0.64
R-Squared	0.55	Treynor Factor	-0.72

Company Top 5 Holdings

Company	Asset	Quantity	Holdings (%)
Kotak Money Market Fund - Direct (G)	Indian Mutual Funds	14047011	10.69
Kotak Liquid Fund - Direct (G)	Indian Mutual Funds	7504262	6.75
Reliance Industr	Equity	26377000	5.80
Kotak Savings Fund - Direct (G)	Indian Mutual Funds	756977377	5.71
TREPS	Reverse Repo	0	4.07

Sector Top 5 Holdings

Sector	Quantity	Holdings (%)
Banks	245,342,525.00	22.10
Refineries	51,585,475.00	8.88
Finance	68,689,825.00	6.91
IT - Software	14,221,675.00	6.20
Power Generation & Distribution	56,310,650.00	4.33

Performance

Scheme Name	Return(%) YTD	Return(%) 3 Months	Return(%) 6 Months	Return(%) 1 Year	Return(%) 3 Years	Return(%) 5 Years	Return(%) 10 Years	Return(%) Inception
Kotak Equity Arbitrage Fund (G)	1.06	1.70	3.56	7.46	6.70	5.63	6.01	6.91

Annual Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
2025	1.01	1.00	NA	-4.07	57,567.02
2024	7.74	7.10	NA	8.12	54,913.13
2023	7.33	6.97	NA	18.10	34,593.40
2022	4.49	4.23	NA	2.80	21,565.89
2021	4.01	3.72	NA	21.69	24,641.86

Quarterly Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
Mar-2024	2.04	1.89	2.02	1.91	40,050.89
Jun-2024	1.94	1.80	1.73	6.78	47,999.69
Dec-2024	1.86	1.73	2.14	-7.27	54,913.13
Sep-2024	1.61	1.59	1.10	6.07	53,682.68

Peer Comparison

Scheme Name	AUM ( Cr.)	Return(%) 1 Year	Return(%) 3 Years	Return(%) 5 Years	Since Inception	Inception Date	Sharpe	Std.Dev.
Bandhan GSF Constant Maturity Plan	358.20	8.46	6.41	6.07	6.65	09-Mar-2002	-0.08	0.83
ICICI Pru Constant Maturity Gilt Fund-Reg	2,464.98	8.43	6.45	6.51	8.61	12-Sep-2014	-0.06	0.81
DSP 10Y G-Sec	57.07	8.35	6.29	5.49	7.41	26-Sep-2014	-0.17	0.84
SBI Magnum Constant Maturity Fund	1,799.85	8.17	6.40	6.00	7.79	30-Dec-2000	-0.08	0.81
UTI-Gilt Fund with 10yr Constant Duration	166.37	8.13	NA	NA	7.87	01-Aug-2022	0.33	0.68

Asset Allocation

Sector Allocation

NAV Movement

3M
6M
1Y
3Y
5Y

AUM Growth ( Cr.)

3M
6M
1Y
3Y
5Y

NIFTY:22,795.90 Up arrow

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