SBI Arbitrage Opportunities Fund

  • Category: EQUITY
  • AAUM: 929.08 Cr as on 28 Oct 2016
  • Investment Options: Dividend , Growth
  • Entry Load: N.A.
as on
From To
Quantitative DataAs on 28-Oct-2016
Standard Deviation*: 0.57%
Beta*: 0.93
Expense Ratio*: 0.91
Portfolio Turnover*: 9.88
Source:CRISIL Fund Analyser

*Portfolio Turnover = lower of total sale or total purchase for the last 12 months upon Avg. AUM of trailing twelve months. Basis for Ratio Calculation: Risk Free rate: FBIL Overnight Mibor rate (6.43% as on ) 3 Years Monthly Data Points

As on  28/10/2016
Portfolio Holdings
Stock Name (%) Of Total AUM
CASH & OTHER RECIVABLES 61.37
HDFC BANK LTD. 10.05
RELIANCE INDUSTRIES LTD. 8.33
RBL BANK LTD. 7.99
IIFL WEALTH FINANCE LTD. 7.95
TATA MOTORS LTD. 5.74
JSW STEEL LTD. 5.68
CENTURY TEXTILES & INDUSTRIES LTD. 5.20
AUROBINDO PHARMA LTD. 4.62
TRAPTI TRADING & INVESTMENTS PVT. LTD. 4.54
Sectoral Breakdown (in %)
IndustryRatio
FINANCIAL SERVICES 35.13
AUTOMOBILE 11.37
ENERGY 9.69
METALS 9.01
PHARMA 7.24
CEMENT & CEMENT PRODUCTS 5.25
CONSUMER GOODS 5.08
MEDIA & ENTERTAINMENT 2.63
TELECOM 2.51
CONSTRUCTION 1.83
  • Inefficiencies arise in the market when the same asset has a price differential between two or more market segments. Arbitrage funds take advantage of these opportunities
  • SBI Arbitrage Opportunities Fund aims to provide capital appreciation and regular income for unit holders by identifying profitable arbitrage opportunities between the spot and derivative market segments as also through investment of surplus cash in debt and money market instruments. It seeks to exploit such inefficiencies that will manifest as mispricing in cash (stock) and derivative markets. The fund adopts a market neutral trading strategy. The scheme will seize arbitrage opportunities by buying stock in the spot market of NSE or BSE and simultaneously selling futures on the same stock in F&O segment of NSE when the price of the future exceeds the price of the stock. The Fund Manager will lock into such arbitrage opportunities seeking to generate tax efficient risk free returns.
  • The fund is suitable for investors with low to medium risk appetite looking for excess earnings from risk free arbitrage opportunities that arise from imbalances between two or more markets.
Fund Manager
  • Mr. Neeraj Kumar - Arbitrage portion - DEBT

    Managing this fund since Oct 2012.

    Total experience 18 years .

  • Investment Objective
    • To provide capital appreciation and regular income for unit holders by identifying profitable arbitrage opportunities between the spot and derivative market segments as also through investment of surplus cash in debt and money market instruments.

      Short Term

    Investment Information
    SIP -

    Weekly SIP - Minimum Rs. 1000 & in multiples of Rs. 1 thereafter for minimum 6 weeks

    Monthly - Minimum Rs. 1000 & in multiples of Rs. 1 thereafter for minimum 6 months or Minimum Rs. 500 & in multiples of Rs. 1 thereafter for minimum 12 months

    Quarterly - Minimum 1500 & in multiples of 1 thereafter for minimum 1 year

    Lumpsum - 5000
    Switch - N.A.
    SWP - Minimum Rs. 500 per month/ per quarter
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