Summary
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Fund Name
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Nippon India Mutual Fund
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Scheme Name
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Nippon India Arbitrage Fund(G)
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AMC
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Nippon Life India Asset Management Limited
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Type
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Open ended scheme
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Category
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Hybrid - Arbitrage Fund
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Launch Date |
14-Oct-10
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Fund Manager
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Vikash Agarwal , Rohit Shah , Nemish Sheth
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Face Value
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10
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Custodian |
Deutsche Bank A.G.
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Net Assets (Rs. cr)
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15382.57
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NAV Details
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NAV Date
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14-Aug-25 |
Max Entry Load %
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0.00 |
NAV [Rs] |
26.73 |
Max Exit Load %
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0.25 |
Buy/Resale Price [Rs]
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26.73 |
52 Week High[Rs] |
26.73 (14-Aug-25) |
Sell/Repurchase Price [Rs]
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26.73 |
52 Week Low[Rs]
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25.10 (19-Aug-24) |
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NAV Graph |
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Investment Details
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Objective |
The investment objective of the scheme is to generate income by taking advantage of the arbitrage opportunities that potentially exists between cash and derivative market and within the derivative segment along with investments in debt securities & money market instruments. |
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Min. Investment (Rs.)
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5000 |
Increm.Investment (Rs.)
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1000 |
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Investment Pattern |
Type | Minimum % | Maximum % | Short term Debt and Money market instruments not exceeding tenure of 91 days | 0 | 100 | Equities and equity related instruments, Derivatives including index futures, stock futures, index options, & stock options | 65 | 90 | Equities and equity related instruments, Derivatives including index futures, stock futures, index options, & stock options(Only arbitrage opportunities) | 0 | 65 | Debt & MMI | 10 | 35 |
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SIP Details |
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SIP MIN Investments(Rs.) |
100 |
SIP Incremental Investments(Rs.) |
1 |
SIP Frequency |
Daily |
No.of Investments Cheques
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Ratio
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Statistical Ratios |
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Beta [%] |
0.0379
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Sharpe Ratio [%] |
0.8313
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R-Square [%] |
0.0738
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Expense Ratio [%] |
1.0700
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AVG Ratio [%] |
0.0225
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Other Ratios |
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Treynor Ratio [%] |
0.2343
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Turnover Ratio [%] |
12.4000
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FAMA Ratio [%] |
0.0074
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SORTINO Ratio [%] |
0.0970
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What is Standard Deviation? Standard Deviation is the measure of the deviation in the returns of the portfolio. In Simple Words it tells us how much the return on the fund is deviating from the expected normal return.
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What is Jenson's Alpha? It measures whether the Scheme is generating excess returns over the normal returns.For example, if there are two mutual funds that both have a 12% return, a rational investor will want the fund that is less risky.If the value is positive, then the portfolio is earning excess returns. In other words, a positive value for Jensen's alpha means a fund manager has 'beat the market' w with his or her stock picking skills. The Higher the value the better the performance.
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Portfolio Analysis
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Allocations As on
31-Jul-2025
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Fund Size :
15382.57
(Cr.) |
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Market cap-wise Allocation Style |
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Average Mkt Cap (Rs Cr) |
167712.09
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Market Capitalization |
% of Portfolio
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Large |
70.14
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Mid |
NA
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Small |
NA
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Note: Large-Cap = 5000 Crs. and above, Mid-Cap = 2000 Crs. to 5000 Crs. and
Small-Cap = less than 2000 Crs. |
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Portfolio Concentration |
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% Net Assets
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Top 3 Sectors |
NA |
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+ - Top 5 Holdings |
26.77 |
Tri-Party Repo (TREP | 5.78 | Reliance Industries | 3.27 | SBI | 2.42 | Axis Bank | 2.41 | HDFC Bank | 2.40 |
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+ - Top 10 Holdings |
37.78 |
Tri-Party Repo (TREP | 5.78 | Reliance Industries | 3.27 | SBI | 2.42 | Axis Bank | 2.41 | HDFC Bank | 2.40 | Bharti Airtel | 2.23 | JIO Financial Serv. | 2.04 | Net Current Asset | 1.92 | ICICI Bank | 1.85 | Mahindra & Mahindra | 1.71 |
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Nippon India Money Market Fund Dir Pl-Growth-Gr Op
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11.39
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Tri-Party Repo (TREPS)
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5.78
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Nippon India Liquid Fund-Direct Growth Plan
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3.91
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Reliance Industries Ltd.
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3.27
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State Bank Of India
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2.42
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Axis Bank Ltd.
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2.41
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HDFC Bank Ltd.
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2.40
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Bharti Airtel Ltd.
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2.23
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JIO Financial Services Ltd.
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2.04
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Net Current Asset
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1.92
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Indicates an increase
or decrease or no change in holding since last portfolio
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Indicates a new
holding since last portfolio.
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Detailed Portfolio |
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Sector Allocation * (as % of equity portfolio) |
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Sector Allocation
  Chart Type : |
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*Pertains to the equity investments only. |
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In / Out
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What's in as on 31-Jul-2025 |
What's out as on 31-Jul-2025 |
Company Name | Mkt Value | Holdings | | (Rs.Cr) | % | Dr. Reddy's Laboratories Ltd. | 20.2454 | 0.1316 | Max Financial Services Ltd. | 0.7207 | 0.0047 | Shree Cement Ltd. | 3.4661 | 0.0225 | Cholamandalam Investment and Finance Company Ltd. | 31.6602 | 0.2058 | Havells India Ltd. | 0.3752 | 0.0024 | TVS Motor Company Ltd. | 4.3148 | 0.028 | Indian Bank | 0.746 | 0.0048 | Oil India Ltd. | 0.2464 | 0.0016 | Tata Technologies Ltd. | 0.7865 | 0.0051 | Oberoi Realty Ltd. | 2.4533 | 0.0159 | L&T Finance Ltd. | 39.3221 | 0.2556 | PG Electroplast Ltd. | 18.6355 | 0.1211 |
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Company Name | Mkt Value | Holdings | | (Rs.Cr) | % | NCC Ltd. | 4.0446 | 0.0271 | Piramal Enterprises Ltd. | 61.8726 | 0.4139 | ACC Ltd. | 27.4926 | 0.1839 | Chambal Fertilisers and Chemicals Ltd. | 11.3841 | 0.0762 | Ambuja Cements Ltd. | 26.4963 | 0.1773 | UPL Ltd. | 6.6304 | 0.0444 | Hindustan Copper Ltd. | 53.5865 | 0.3585 | Aarti Industries Ltd. | 3.7481 | 0.0251 | Mahindra & Mahindra Financial Services Ltd. | 31.192 | 0.2087 | Mahanagar Gas Ltd. | 25.867 | 0.173 | Interglobe Aviation Ltd. | 49.3061 | 0.3298 | Indian Energy Exchange Ltd. | 2.8242 | 0.0189 | ICICI Lombard General Insurance Company Ltd. | 8.0231 | 0.0537 | LTIMindtree Ltd. | 0.0798 | 0.0005 | Delhivery Ltd. | 7.5459 | 0.0505 | Tata Communications Ltd. | 32.1299 | 0.2149 |
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