MF SCHEME PROFILE

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Baroda BNP Paribas Arbitrage Fund - Reg (G)

20-Dec-2024 | 12:00 AM

AUM ( Cr) : 1,376
Inception Date : 28-Dec-2016
Category : Arbitrage Fund

15.5386 0.02(0.13%)

Key Parameters

Type	OPEN ENDED	Minimum Investment ()	5000
52-Week High/Low()	15.5386 (20-Dec-2024) / 14.4603 (26-Dec-2023)	Incremental Investment ()	1000
Entry Load	Nil	Benchmark	Nifty 50 Arbitrage TRI
Exit Load	0.25% - if redeemed on or before 15 days from the date of allotment of units. NIL - if redeemed after 15 days from the date of allotment of units.	Value of () 1,00,000 since inception	155,386
Fund Manager	Neeraj Saxena	Expense Ratio(%)	1.18

Portfolio Indicators

Portfolio P/E	15.38 times	Portfolio P/B	2.99 times
Average Maturity	0.42 years	Yield To Maturity	6.77 %
Modified Duration	0.38 years	Turnover Ratio (%)	2.18

Risk Factors

Jenson's Alpha	-0.84	Standard Deviation	0.20
Beta	0.21	Sharpe	-1.34
R-Squared	0.48	Treynor Factor	-0.63

Company Top 5 Holdings

Company	Asset	Quantity	Holdings (%)
Net CA & Others	Net CA & Others	0	64.92
C C I	Reverse Repo	0	8.49
Tata Motors	Equity	967450	5.53
Aditya Bir. Fas.	Equity	2238600	5.11
Reliance Industr	Equity	538500	5.06

Sector Top 5 Holdings

Sector	Quantity	Holdings (%)
Banks	10,812,150.00	23.39
Automobile	1,131,100.00	14.64
Refineries	900,750.00	8.18
Retail	2,238,600.00	7.60
Finance	1,009,275.00	5.88

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
Baroda BNP Paribas Arbitrage Fund - Reg (G)	7.36	1.52	3.37	7.50	6.09	5.30	NA	5.68

Annual Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
2024	7.20	7.13	NA	7.98	1,375.64
2023	7.13	6.97	NA	18.10	564.37
2022	3.74	4.23	NA	2.80	382.45
2021	3.71	3.72	NA	21.69	707.11
2020	4.49	3.67	NA	15.60	568.54

Quarterly Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
Dec-2023	1.53	1.54	1.64	10.27	564.37
Mar-2024	1.86	1.89	2.02	1.91	784.23
Sep-2024	1.67	1.59	1.10	6.07	1,306.65
Jun-2024	1.91	1.80	1.73	6.78	1,179.95

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	346.13	9.51	5.76	6.51	6.64	09-Mar-2002	-0.43	0.87
ICICI Pru Constant Maturity Gilt Fund-Reg	2,636.76	9.00	5.71	6.87	8.61	12-Sep-2014	-0.42	0.86
SBI Magnum Constant Maturity Fund	1,881.28	8.99	5.75	6.34	7.79	30-Dec-2000	-0.43	0.86
UTI-Gilt Fund with 10yr Constant Duration	167.36	8.81	NA	NA	7.85	01-Aug-2022	0.24	0.71
DSP 10Y G-Sec	56.31	8.72	5.39	5.76	7.37	26-Sep-2014	-0.53	0.89

Asset Allocation

Sector Allocation

NAV Movement

3M
6M
1Y
3Y
5Y

AUM Growth ( Cr.)

3M
6M
1Y
3Y
5Y

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