| Investment Objective The objective of the scheme is to generate capital appreciation through arbitrage opportunities between cash and derivatives market and arbitrage opportunities within the derivative segment and by deployment of surplus cash in debt securities and money market instruments. However, there can be no assurance or guarantee that the investment objective of the scheme would be achieved. |
|
| Inception Date |
22nd June, 2006 |
| Fund Manager |
Mr. Sharwan Kumar Goyal (For Equity Portion) Mr. Amit Sharma (For Debt Portion) |
| Fund AUM |
Fund size monthly average : 6090.75 Crore Closing AUM : 5998.17 Crore |
| High/Low NAV in the month |
High Growth Option : 28.1540 Low Growth Option : 28.0031 |
Total expense ratio (%) |
Regular : 0.94 Direct : 0.35 |
Minimum Investment Amount |
Growth, 5,000/- IDCW: 5,000/- |
Plans/Options
(Regular / Direct) |
Growth option IDCW option with Payout and Reinvestment CanServe facility available |
| No. of Unit Holding Accounts | 12,647 |
Load Structure |
Entry Load : Nil |
NAV per unit as on 30th November, 2021 |
Regular Growth Option 28.1540 Regular IDCW Option 15.9049 Direct Growth Option 29.3845 Direct IDCW Option 17.1886 |
Portfolio Parameters |
Weighted Average Maturity : 0.33 yrs Yield to Maturity : 4.26% Modified Duration : 0.33 yrs |
| Options Available | SIP |
Benchmark Index |
Nifty 50 Arbitrage |
| SWP/STRIP |  |
| Fund Size | 6090.75 Crore (Monthly Average as on 30/11/2021) |
Portfolio |
% to
NAV |
Hedged |
Equity |
65.89* |
|
STD |
12.22 |
|
Cash, MM & cash equivalent |
10.84 |
|
MM Instruments |
8.40 |
|
Debt |
2.65 |
|
Total |
100.00 |
All figures given are provisional and unaudited.
*Average Equity Holding is 68.61% for the past 12 months against the requirement of minimum 65%.
(Annual average of the monthly average opening and closing figures)
Quantitative Indicators |
Fund |
Benchmark |
Beta |
0.18 |
1 |
Standard Deviation (Annual) |
1.09% |
2.78% |
Sharpe ratio |
1.32% |
|
| Portfolio Turnover Ratio (Annual) | 11.81 |
As on 30th November 2021
| Fund Performance Vs Benchmark (CAGR) as on 30th November, 2021 Growth of 10000 |
||||||
| Period | NAV Growth (%) |
Nifty 50 Arbitrage Index (%) |
CRISIL 1 Year T-Bill Index (%) |
NAV Growth () |
Nifty 50 Arbitrage Index () |
CRISIL 1 Year T-Bill Index () |
| 1 Year | 4.13 |
4.17 |
3.49 |
10,413 |
10,417 |
10,349 |
| 3 Years | 4.85 |
4.33 |
5.82 |
11,528 |
11,357 |
11,851 |
| 5 Years | 5.32 |
4.41 |
5.91 |
12,960 |
12,410 |
13,328 |
| Since inception* | 6.93 |
6.22 |
6.23 |
28,161 |
25,406 |
25,443 |
Different plans have a different expense structure. The performance details provided herein are of regular plan.
The current fund manager is managing the scheme since Dec-2014 & Dec 2020
*Compounded annualized Growth Rate.
Benchmark for UTI Arbitrage Fund has been changed from CRISIL Arbitrage Index to Nifty 50 Arbitrage Index. For performance details of other Schemes managed by the Fund Manager, please refer the respective Scheme sheets as listed in page Please click here‘Fund Manager Summary’. Schemes Managed by Mr. Sharwan Kumar Goya & Mr. Amit Sharma. The performance of the benchmark is calculated using total return index variant of the benchmark index.
| Period | |||||||
|
Investment Amount ()
|
Value- Fund ()
|
Nifty 50
Arbitrage Index () |
CRISIL 1 Year
T-Bill Index () |
Yield (%) Fund
|
Yield (%)
Nifty 50 Arbitrage Index |
Yield (%)
CRISIL 1 Year T-Bill Index |
|
1 Year |
120,000 |
122,708 |
122,518 |
122,226 |
4.21 |
3.92 |
3.46 |
3 Years |
360,000 |
384,733 |
381,108 |
386,961 |
4.37 |
3.74 |
4.75 |
5 Years |
600,000 |
679,566 |
667,256 |
690,645 |
4.93 |
4.20 |
5.57 |
7 Years |
840,000 |
1,012,447 |
986,448 |
1,037,073 |
5.26 |
4.53 |
5.93 |
10 Years |
1,200,000 |
1,615,996 |
1,570,397 |
1,663,920 |
5.80 |
5.25 |
6.36 |
15 Years |
1,800,000 |
2,969,393 |
1,955,051 |
2,977,182 |
6.36 |
5.55 |
6.39 |
Since inception |
1,840,000 |
3,080,410 |
1,955,051 |
3,077,639 |
6.39 |
5.55 |
6.38 |
Note: Systematic Investment Plan (SIP) returns are worked out assuming investment of 10,000/- every month at NAV per unit of the scheme as on the first working day for the respective time periods. The loads have not been taken into account. Past performance may or may not be sustained in future.
% of top 10 stocks |
24.94 |
Median Market Cap ( Cr) |
1,42,129 |
UTI Arbitrage Fund (Formerly known as UTI Spread Fund) IDCW Declared - Last 10 Months IDCWs |
||||||
(Recent IDCWs)
|
||||||
Year |
IDCW |
Per unt |
NAV (Cum Div) |
Face Value (per unit) |
NAV Date |
Record Date |
2020 |
0.80% |
0.080 |
15.9591 |
10.00 |
29-06-2020 |
06-07-2020 |
2020 |
0.80% |
0.080 |
15.8805 |
10.00 |
29-07-2020 |
05-08-2020 |
2020 |
0.70% |
0.070 |
15.8518 |
10.00 |
31-08-2020 |
07-09-2020 |
2020 |
0.70% |
0.070 |
15.8206 |
10.00 |
29-10-2020 |
05-11-2020 |
2020 |
0.70% |
0.070 |
15.7670 |
10.00 |
27-11-2020 |
07-12-2020 |
2021 |
0.70% |
0.070 |
15.7462 |
10.00 |
30/12/2020 |
06/01/2021 |
2021 |
0.60% |
0.060 |
15.7017 |
10.00 |
01/02/2021 |
08/02/2021 |
2021 |
0.50% |
0.050 |
15.6864 |
10.00 |
01/03/2021 |
08/03/2021 |
2021 |
0.50% |
0.050 |
15.7097 |
10.00 |
31/03/2021 |
07/04/2021 |
2021 |
0.50% |
0.050 |
15.7253 |
10.00 |
03/05/2021 |
10/05/2021 |
2021 |
0.50% |
0.050 |
15.7461 |
10.00 |
31/05/2021 |
07/06/2021 |
2021 |
0.50% |
0.050 |
15.7642 |
10.00 |
30-06-2021 |
07-07-2021 |
2021 |
0.50% |
0.050 |
15.7656 |
10.00 |
02-08-2021 |
09-08-2021 |
2021 |
0.50% |
0.050 |
15.7694 |
10.00 |
01-09-2021 |
08-09-2021 |
*Investors should consult their Mutual Fund Distributor if in doubt about whether the product is suitable for them.
- Capital appreciation over medium to long term
- Takes advantage of arbitrage opportunities in cash and derivative market without taking any directional/unhedged position in either equity or derivative instruments
*Investors should consult their financial advisers if in doubt about whether the product is suitable for them.
