Updated:23 May 2012 03:09:00 PM(IST)
HDFC Arbitrage Fund - Institutional - Growth : 13.79 (NAV as on May 21, 2012)
52 Week High : 13.80 as on May 17, 2012 | 52 Week Low : 12.73 as on May 24, 2011 | Benchmark Index - Crisil Liquid Fund Index : 1818.86 as on May 20, 2012
| Period | 1 month | 3 month | 6 month | 1 year | 3 year | 5 year | Since Inception |
| Returns (%) | 0.84 | 2.7 | 4.72 | 8.38 | 6.96 | NA | 7.27 |
Portfolio Attributes
| Scheme Particulars | |
| P/E | 30.62 as on Apr - 2012 |
| P/B | 3.03 as on Apr - 2012 |
| Dividend Yield | 1.20 as on Apr - 2012 |
| Market Cap (Rs. in crores) | 37,259.56 as on Apr - 2012 |
| Top 5 Holding (%) | 35.14 as on Apr - 2012 |
| No. of Stocks | 29 |
| Expense Ratio (%) | 0.87 |
Risk Analysis
Whats In
Whats Out
Fund Features | Risk ratios | Percent |
| Mean (?) | 0.12 |
| Standard Deviation (?) | 0.12 |
| Sharpe (?) | 0.14 |
| Beta (?) | 0.55 |
| Treynor (?) | 0.03 |
| Sortino (?) | 0.29 |
| Correlation (?) | 0.54 |
| Fama (?) | -0.01 |
Whats In
No Changes
Whats Out
| Scheme Particulars | |
| Type | Open Ended |
| Nature | Equity (Equity: 69.41%, Debt: 24.48%, Cash: 6.11%) |
| Option | Growth |
| Inception Date | Oct 23, 2007 |
| Face Value | 10 |
| Fund Size (Rs.Crore) | 0 as on Apr 30, 2012 |
| Fund Manager | Anil Bamboli . |
| SIP | NA |
| STP | NA |
| SWP | NA |
| Expense ratio(%) | 0.87 |
| Portfolio Turnover Ratio(%) | 135.214 |
| Last Divdend Declared | NA |
| Minimum Investment (Rs) | 10000000 |
| Purchase Redemptions | Daily |
| NAV Calculation | Daily |
| Entry Load | Entry Load is 0%. |
| Exit Load | If redeemed bet. 0 Months to 6 Months; Exit load is 0.5%. |
| Stock | Sector | P/E | % Assets | Qty | Value | 1 mth chng | LTP | %Chng | High | Low | Open | Tips |
| Term Deposit | Current Assets | NA | 24.48 | NA | NA | NA | NA | NA | NA | NA | NA | |
| Reliance Industries Ltd. | Petroleum, Gas .. | 12.55 | 4.55 | NA | NA | NA | 686.65 | -0.64 | 689.95 | 679.55 | 685.20 | View |
| Jindal Steel and Power Ltd. | Steel and Ferro.. | 20.02 | 3.41 | NA | NA | NA | NA | NA | NA | NA | NA | |
| State Bank of India | Banks | 13.14 | 2.61 | 125,796 | 24.84 | 42.97 | 1950.60 | 0.61 | 1973.90 | 1920.50 | 1933.20 | View |
| India Cements Ltd | Construction ma.. | 15.92 | 2.81 | 466,000 | 4.99 | -50.99 | 74.65 | 3.68 | 74.70 | 71.10 | 71.45 | View |
| Industrial Finance Corporation of India Ltd | FI | 6.7 | 2.71 | 2,548,000 | 14.51 | 2.6 | NA | NA | NA | NA | NA | |
| HDFC Bank Ltd | Banks | 28.4 | 2.23 | 137,800 | 22.48 | -1.3 | 486.65 | -0.53 | 492.90 | 482.20 | 490.00 | View |
| JaiPrakash Associates Ltd. | Construction an.. | 20.45 | 2.41 | NA | NA | NA | 60.20 | -1.55 | 61.60 | 59.65 | 61.00 | View |
| Global Tele-Systems Ltd | Telecommunicati.. | 26.97 | 4.26 | 113,500 | 4.75 | 0.49 | NA | NA | NA | NA | NA | |
| Bajaj Hindustan Ltd | Sugar | 44 | 2.38 | 212,000 | 2.52 | 12.3 | NA | NA | NA | NA | NA | |
| Oil & Natural Gas Corpn Ltd | Petroleum, Gas .. | 17.06 | 2.32 | 94,000 | 12.42 | 12.02 | 243.50 | -0.59 | 245.90 | 240.10 | 245.00 | View |
| ITC Ltd | FMCG | 32.92 | 4.47 | NA | NA | NA | 40.45 | 0.00 | 42.15 | 40.35 | 41.70 | |
| Bharti Airtel Ltd | Telecom Service.. | 13.75 | 1.77 | 600,500 | 17.99 | -12.62 | 283.05 | -4.10 | 296.45 | 280.10 | 295.05 | View |
| Century Textiles & Industries Ltd | Construction ma.. | 21.75 | 3.68 | NA | NA | NA | 269.65 | -0.74 | 272.50 | 267.00 | 268.05 | View |
| Balrampur Chini Mills Ltd | Sugar | NA | 2.96 | 332,000 | 2.33 | 6.33 | 48.35 | -2.03 | 49.25 | 47.45 | 49.25 | View |
| Reliance Infrastructure Ltd. | Utilities - Gas.. | 9.17 | 4.68 | NA | NA | NA | 437.60 | -1.16 | 449.20 | 432.60 | 439.95 | View |
| Punjab National Bank | Banks | 7.82 | 1.5 | 167,400 | 15.04 | -0.86 | 708.95 | -1.53 | 719.95 | 703.50 | 718.00 | View |
| Punj Lloyd Ltd. | Construction an.. | 50.59 | 1.61 | 861,000 | 10.34 | -27.65 | 44.80 | -0.33 | 45.50 | 44.30 | 44.80 | View |
| NTPC Limited. | Power Generatio.. | 13.71 | 3.15 | NA | NA | NA | 141.00 | -0.25 | 141.70 | 139.00 | 141.00 | View |
| Reliance Power Ltd | Power Generatio.. | 147.47 | 1.06 | 64,000 | 0.83 | NA | 90.00 | -0.22 | 90.90 | 88.70 | 89.30 | View |
| Essar Oil Ltd | Petroleum, Gas .. | NA | 4.23 | 424,000 | 5.46 | 4.86 | 50.10 | -0.30 | 51.10 | 49.85 | 50.40 | View |
| Reliance Communication Ventures Ltd. | Telecom Service.. | NA | 3.05 | NA | NA | NA | NA | NA | NA | NA | NA | |
| Ruchi Soya Industries Ltd | Food & Food Pro.. | 21.82 | 2.65 | 248,000 | 2.95 | -9.95 | 90.55 | -1.47 | 91.90 | 89.15 | 91.00 | View |
| Videocon Industries Ltd. | Consumer Durabl.. | 13.5 | 4.25 | 245,000 | 6.28 | 21.11 | 171.70 | 0.73 | 172.00 | 169.20 | 171.20 | View |
| Nagarjuna Fertilizers & Chemicals Ltd | Fertilizers, Pe.. | 18.15 | 2.84 | 1,432,000 | 4.2 | -3.84 | 23.55 | 0.00 | 26.95 | 23.25 | 26.00 | View |
| Indian Hotels Co Ltd | Tourism and Hos.. | 56.67 | 1.85 | 174,000 | 1.44 | -36.03 | 56.50 | -1.57 | 57.85 | 56.40 | 57.25 | View |
| Bharat Forge Ltd | Steel and Ferro.. | 37.83 | 3.09 | 110,000 | 3.99 | 3.7 | 312.00 | 1.15 | 315.50 | 304.50 | 306.75 | View |
| Videocon Leasing & Industrial Finance Ltd | Consumer Durabl.. | 11 | 4.16 | 210,000 | 4.65 | -12.7 | NA | NA | NA | NA | NA | |
| Neyveli Lignite Corporation Ltd | Mining and Mine.. | 16.82 | 2.66 | 230,000 | 2.97 | -17.57 | 71.50 | -1.45 | 73.30 | 71.00 | 72.50 | View |
| Bank of India | Banks | 10.86 | 4.53 | 108,000 | 5.05 | -3.9 | 312.00 | 1.41 | 314.00 | 304.35 | 305.95 | View |
| Television Eighteen India Ltd. | Media and Enter.. | 33.47 | 2.6 | 348,000 | 3.02 | -5.21 | 62.05 | 0.00 | 68.80 | 61.25 | 68.60 | View |
| Power Grid Corporation of India Ltd | Power Transmiss.. | 17.29 | 2.39 | 178,000 | 1.86 | -41.5 | 103.50 | -0.19 | 104.95 | 102.25 | 103.90 | View |
| Praj Industries Ltd | Engineering and.. | 25.12 | 2.14 | 300,000 | 1.92 | -14.32 | 50.65 | -2.88 | 53.00 | 50.45 | 53.00 | View |
| ICICI BANK LTD. | Banks | 13.78 | 3.76 | NA | NA | NA | NA | NA | NA | NA | NA | |
| DLF Limited | Realty | 51.45 | 2.43 | 88,000 | 2.57 | NA | 184.15 | -1.02 | 185.75 | 182.35 | 184.90 | View |
| Divis Laboratories Ltd. | Pharmaceuticals.. | 23.9 | 2.39 | 39,000 | 2.52 | 4.73 | 946.40 | 2.25 | 949.00 | 924.00 | 926.00 | View |
| Pantaloon Retail (India) Ltd. | Retailers | 76.63 | 8.48 | NA | NA | NA | 139.85 | 1.89 | 140.80 | 134.70 | 137.90 | View |
| JSW Steel Limited. | Steel and Ferro.. | 5.86 | 6.19 | NA | NA | NA | 577.15 | -2.85 | 594.20 | 570.20 | 592.25 | View |
| Oriental Bank of Commerce Ltd | Banks | 7.07 | 2.24 | 50,500 | 1.75 | -10.93 | 219.65 | 0.25 | 220.75 | 214.45 | 216.60 | View |
| Suzlon Energy Ltd. | Power & Control.. | NA | 3.7 | 652,000 | 2.91 | 54.4 | 21.00 | -2.33 | 21.40 | 20.65 | 21.20 | View |
| IVRCL Infrastructure & Projects Ltd. | Construction an.. | 12.18 | 2.09 | 270,000 | 1.87 | -13.59 | NA | NA | NA | NA | NA | |
| Sterling Biotech Ltd. | Pharmaceuticals.. | 12.39 | 2.02 | 170,000 | 1.57 | -2.53 | 7.70 | -2.53 | 8.00 | 7.60 | 7.95 | View |
| Cairn India Ltd. | Petroleum, Gas .. | NA | 5.14 | NA | NA | NA | 319.90 | -1.60 | 329.70 | 318.55 | 323.00 | View |
| K S Oils Ltd | Food & Food Pro.. | 7.04 | 1.18 | 288,000 | 0.93 | 1.71 | 5.20 | 0.00 | 5.20 | 5.10 | 5.20 | View |
| United Spirits Ltd | Food & Food Pro.. | 37.82 | 1.11 | 8,500 | 0.87 | NA | 616.80 | -0.97 | 621.35 | 601.00 | 621.30 | View |
| Mcleod Russel India Ltd. | Food & Food Pro.. | 12.44 | 1.09 | 34,000 | 0.86 | 4.83 | 273.00 | 0.98 | 274.75 | 268.05 | 269.00 | View |
| Dish TV India Ltd | Media and Enter.. | NA | 0.38 | 44,000 | 0.3 | 16.23 | 57.40 | -0.78 | 58.75 | 57.25 | 57.85 | View |
| Power Finance Corporation Ltd | FI | 7.23 | 4.16 | NA | NA | NA | 148.30 | -0.30 | 150.25 | 145.00 | 148.10 | View |
| Godrej Industries Limited | Chemicals | 102.72 | 2.74 | NA | NA | NA | 239.70 | -2.46 | 244.05 | 237.05 | 244.05 | View |
| Unitech Ltd | Realty | 19.81 | 3.56 | NA | NA | NA | 21.10 | -0.47 | 21.75 | 20.80 | 21.05 | View |
| Steel Authority of India Ltd | Steel and Ferro.. | 9.52 | 3.92 | NA | NA | NA | 91.15 | -0.82 | 93.65 | 90.05 | 90.05 | View |
| Other Equities | Miscellaneous | NA | 13.62 | NA | 7.42 | NA | NA | NA | NA | NA | NA | |
| Sterlite Industries (India) Ltd | Non Ferrous met.. | 35.89 | 5.04 | NA | NA | NA | 94.25 | -1.62 | 96.60 | 93.40 | 95.00 | View |
| Hindalco Industries Ltd | Non Ferrous met.. | 12.13 | 3.8 | NA | NA | NA | 107.50 | 0.42 | 108.40 | 105.40 | 106.00 | View |
| Sterlite Industries Ltd. | Non Ferrous met.. | 27.82 | 3.59 | NA | NA | NA | 94.25 | -1.62 | 96.60 | 93.40 | 95.00 | View |
| Cipla Ltd | Pharmaceuticals.. | 23.93 | 6.45 | NA | NA | NA | 309.70 | -0.59 | 314.20 | 307.65 | 312.35 | View |
| Dr Reddys Laboratories Ltd | Pharmaceuticals.. | 34.44 | 9.11 | NA | NA | NA | 1672.75 | 0.81 | 1673.55 | 1648.10 | 1650.00 | View |
| Coal India Ltd | Mining and Mine.. | 28.87 | 3.44 | NA | NA | NA | 308.30 | 0.77 | 309.85 | 302.60 | 304.80 | View |
| Tata Global Beverages Ltd | Food & Food Pro.. | 43.82 | 4.91 | NA | NA | NA | 108.15 | 1.07 | 108.40 | 102.50 | 107.25 | View |
| Reliance Capital Ltd. | NBFC | 36.01 | 3.5 | NA | NA | NA | 310.10 | 0.85 | 313.90 | 304.45 | 306.80 | View |
| Tata Teleservices (Maharashtra) Ltd. | Telecom Service.. | NA | 3.3 | NA | NA | NA | 12.15 | -2.02 | 12.45 | 11.35 | 11.35 | View |
Sector Allocation (%)
Scheme Facts
| Sector | Funds |
| Airliners | 0.12 |
| Banks | 24.48 |
| Construction and Infrastructure | 0.17 |
| Construction materials | 4.55 |
| Current Assets | 6.11 |
| Diversified | 0.16 |
| FI | 0.24 |
| FMCG | 4.47 |
| Food & Food Processing, Beverages | 7.22 |
| NBFC | 1.50 |
| Non Ferrous metals | 1.60 |
| Petroleum, Gas and petrochemical products | 4.88 |
| Pharmaceuticals & Biotechnology | 16.38 |
| Power Generation | 0.30 |
| Power Transmission | 1.56 |
| Realty | 3.56 |
| Retailers | 8.48 |
| Software and Consultancy Services | 1.09 |
| Steel and Ferrous Metal | 6.19 |
| Telecom Services | 6.35 |
| Utilities - Gas, Power | 0.59 |
| Scheme Particulars | |
| Increase/Decrease in Fund Size since Jun 30, 2009 (Rs. in crores) | NA |
| Mutual Fund | HDFC Mutual Fund Ramon House, 3rd Floor, H.T. Parekh Marg 169, Backbay Reclamation, Churchgate Mumbai Tel.-66316333 |
| Asset Management Company | HDFC Asset Management Company Limited Ramon House, 3rd Floor, H.T. Parekh Marg 169, Backbay Reclamation, Churchgate Mumbai - 400020 Tel.- 66316333 , |
| Registrar | Computer Age Management Services Private Limited A&B, Lakshmi Bhavan 609, Anna Salai Chennai |
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Mutual fund investments are subject to market risks. Please read the Scheme Information Documents and Statement of Additional Information carefully before investing.
©2011 Appuonline.com
Mutual fund investments are subject to market risks. Please read the Scheme Information Documents and Statement of Additional Information carefully before investing.
©2011 Appuonline.com