Bajaj Finserv Arbitrage Fund - Regular (G)

20-Dec-2024 | 12:00 AM

  • AUM ( Cr) : 1,029
  • Inception Date : 15-Sep-2023
  • Category : Arbitrage Fund

Key Parameters

TypeOPEN ENDEDMinimum Investment ()500
52-Week High/Low()10.872 (20-Dec-2024) / 10.173 (26-Dec-2023) Incremental Investment () 100
Entry LoadNilBenchmarkNifty 50 Arbitrage TRI
Exit Load0.25% of applicable NAV if redeemed/switched out within 15 days from the date of allotment. Nil if redeemed/switched out after 15 days from the date of allotment.Value of () 1,00,000 since inception108,720
Fund ManagerIlesh SavlaExpense Ratio(%)0.95

Portfolio Indicators

Portfolio P/E 21.78 times Portfolio P/B 4.85 times
Average Maturity 42 days Yield To Maturity 7.02 %
Modified Duration 40 days Turnover Ratio (%)

Risk Factors

Jenson's Alpha -0.47 Standard Deviation 0.08
Beta 0.71 Sharpe -0.84
R-Squared 2.55 Treynor Factor -0.51

Company Top 5 Holdings

Company Asset Quantity Holdings (%)
Net CA & Others Net CA & Others 0 73.80
Bajaj Finserv Liquid Fund - Direct (G) Indian Mutual Funds 2307561 24.79
Reliance Industr Equity 694500 8.72
Punjab Natl.Bank Equity 4448000 4.53
Infosys Equity 136400 2.46

Sector Top 5 Holdings

Sector Quantity Holdings (%)
Banks 7,881,850.00 23.34
Refineries 848,175.00 12.36
IT - Software 439,350.00 7.65
Power Generation & Distribution 1,238,100.00 6.00
Finance 464,000.00 5.79

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
Bajaj Finserv Arbitrage Fund - Regular (G) 6.75 1.53 3.17 6.96 NA NA NA 6.83

Annual Performance

Year Scheme Return Category Return Benchmark Return Sensex Return AUM ()Cr
2024 6.66 7.13 NA 7.98 1,029.04
2023 1.85 6.97 NA 18.10 348.88

Quarterly Performance

Year Scheme Return Category Return Benchmark Return Sensex Return AUM ()Cr
Dec-2023 1.50 1.54 1.64 10.27 348.88
Mar-2024 1.71 1.89 2.02 1.91 592.57
Sep-2024 1.49 1.59 1.10 6.07 699.73
Jun-2024 1.70 1.80 1.73 6.78 752.33

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

AUM Growth ( Cr.)

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