MF SCHEME PROFILE

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Bajaj Finserv Arbitrage Fund - Regular (G)

21-Jan-2025 | 12:00 AM

AUM ( Cr) : 968
Inception Date : 15-Sep-2023
Category : Arbitrage Fund

10.9270 0.00(0.00%)

Key Parameters

Type	OPEN ENDED	Minimum Investment ()	500
52-Week High/Low()	10.927 (20-Jan-2025) / 10.24 (24-Jan-2024)	Incremental Investment ()	100
Entry Load	Nil	Benchmark	Nifty 50 Arbitrage TRI
Exit Load	0.25% 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 inception	109,270
Fund Manager	Ilesh Savla	Expense Ratio(%)	0.95

Portfolio Indicators

Portfolio P/E	20.65 times	Portfolio P/B	4.17 times
Average Maturity	55 days	Yield To Maturity	7.29 %
Modified Duration	53 days	Turnover Ratio (%)

Risk Factors

Jenson's Alpha	-0.63	Standard Deviation	0.15
Beta	0.75	Sharpe	-1.26
R-Squared	1.40	Treynor Factor	-0.48

Company Top 5 Holdings

Company	Asset	Quantity	Holdings (%)
Net CA & Others	Net CA & Others	0	74.00
Bajaj Finserv Liquid Fund - Direct (G)	Indian Mutual Funds	2216419	25.46
Reliance Industr	Equity	702000	8.81
Punjab Natl.Bank	Equity	4448000	4.72
IndusInd Bank	Equity	311500	3.09

Sector Top 5 Holdings

Sector	Quantity	Holdings (%)
Banks	8,204,225.00	26.93
Refineries	809,250.00	12.24
Power Generation & Distribution	1,406,700.00	6.77
Automobile	257,150.00	6.74
Finance	412,500.00	5.58

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)	0.40	1.52	3.05	6.80	NA	NA	NA	6.77

Annual Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
2025	0.37	0.39	NA	-3.40	NA
2024	6.77	7.10	NA	8.12	967.98
2023	1.85	6.97	NA	18.10	348.88

Quarterly Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
Mar-2024	1.71	1.89	2.02	1.91	592.57
Jun-2024	1.70	1.80	1.73	6.78	752.33
Dec-2024	1.65	1.73	2.14	-7.27	967.98
Sep-2024	1.49	1.59	1.10	6.07	699.73

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	359.61	9.70	6.33	6.52	6.65	09-Mar-2002	-0.27	0.83
ICICI Pru Constant Maturity Gilt Fund-Reg	2,475.31	9.43	6.42	6.88	8.62	12-Sep-2014	-0.25	0.82
SBI Magnum Constant Maturity Fund	1,771.36	9.33	6.34	6.40	7.80	30-Dec-2000	-0.27	0.82
DSP 10Y G-Sec	56.55	9.22	6.00	5.79	7.40	26-Sep-2014	-0.36	0.85
UTI-Gilt Fund with 10yr Constant Duration	167.82	9.20	NA	NA	7.91	01-Aug-2022	0.07	0.70

Asset Allocation

Sector Allocation

NAV Movement

3M
6M
1Y
3Y
5Y

AUM Growth ( Cr.)

3M
6M
1Y
3Y
5Y

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