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HDFC Arbitrage Fund - WP (IDCW-M)

21-Jan-2025 | 12:00 AM

AUM ( Cr) : 16,867
Inception Date : 23-Oct-2007
Category : Arbitrage Fund

11.3270 0.00(0.02%)

Key Parameters

Type	OPEN ENDED	Minimum Investment ()	100
52-Week High/Low()	11.327 (21-Jan-2025) / 11.072 (24-Jan-2024)	Incremental Investment ()	100
Entry Load	NIL	Benchmark	Nifty 50 Arbitrage TRI
Exit Load	0.25% - If units are redeemed / switched out within 1 months from the date of allotment. Nil - If units are redeemed / switched out after 1 months from the date of allotment.	Value of () 1,00,000 since inception	113,270
Fund Manager	Arun Agarwal	Expense Ratio(%)	0.93

Portfolio Indicators

Portfolio P/E	26.04 times	Portfolio P/B	4.84 times
Average Maturity	185.97 days	Yield To Maturity	7.28 %
Modified Duration	172.09 days	Turnover Ratio (%)	301.66

Risk Factors

Jenson's Alpha	-0.87	Standard Deviation	0.19
Beta	0.29	Sharpe	-1.28
R-Squared	0.56	Treynor Factor	-0.77

Company Top 5 Holdings

Company	Asset	Quantity	Holdings (%)
HDFC Money Market Fund - Direct (G)	Indian Mutual Funds	4031366	13.39
Reliance Industr	Equity	11222500	8.09
HDFC Liquid Fund - Direct (G)	Indian Mutual Funds	1595363	4.73
Infosys	Equity	4001200	4.46
TREPS	Reverse Repo	0	2.27

Sector Top 5 Holdings

Sector	Quantity	Holdings (%)
Banks	82,409,250.00	17.88
Refineries	12,849,175.00	10.60
Automobile	7,054,000.00	9.76
Finance	14,301,925.00	8.33
IT - Software	5,214,275.00	6.30

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
HDFC Arbitrage Fund - WP (IDCW-M)	0.43	1.64	3.38	7.54	6.38	5.24	5.63	5.19

Annual Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
2025	0.37	0.39	NA	-3.40	NA
2024	7.59	7.10	NA	8.12	16,867.38
2023	7.17	6.97	NA	18.10	8,810.78
2022	4.13	4.23	NA	2.80	5,912.18
2021	3.65	3.72	NA	21.69	6,872.89

Quarterly Performance

Year	Scheme Return	Category Return	Benchmark Return	Sensex Return	AUM (₹)Cr
Mar-2024	1.98	1.89	2.02	1.91	10,881.53
Jun-2024	1.86	1.80	1.73	6.78	13,128.85
Dec-2024	1.80	1.73	2.14	-7.27	16,867.38
Sep-2024	1.68	1.59	1.10	6.07	15,439.90

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

NIFTY:23,100.95 Up arrow

76.30(0.33%)

SENSEX:75,838.36 Up arrow

326.21(0.43%)

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