Over a year annualised (CAGR), under a year absolute. Computed from AMFI's published
NAV history for this scheme.
Risk
Volatility
Sharpe
Sortino
Beta
Alpha
Max fall
R²
This scheme
1.0%
0.19
0.39
—
—
-0.6%
—
Risk-free rate 6.5%. Beta, alpha and R² are regressed on the
— months this scheme and its benchmark share.
Growth of ₹100 since launch
Every one-year period it has lived through
Windows
Worst
Median
Best
Periods that lost money
219
6.2%
6.8%
8.3%
0%
Every one-year holding period in this scheme's history, not just the last one — the
spread a real investor would have met depending only on when they started.
ICICI Prudential Arbitrage Fund
·
Allocation
By asset
Equity
0.65%
Mutual Fund Units
0.16%
Debt
0.15%
By market cap
Large Cap
0.47%
Mid Cap
0.15%
Small Cap
0.03%
Unclassified
0.31%
Concentration
Number of stocks
191
Top 5 stocks
0.32%
Top 10 stocks
0.41%
Top 20 stocks
0.53%
Lines in the filing
453
Largest holding
0.16%
Largest sector
UNRATED —
Effective stocks
255,477.6
Sectors held
49
Cash
-0.61%
Effective stocks is what the concentration works out to: a fund holding
191 names but most of its money in a few
behaves like a fund of 255,478. Cash includes repo and TREPS, which
every fund parks money in overnight.
Sector split
Unclassified
0.16%
CRISIL A1+
0.09%
Cash & Equivalents
0.04%
ICRA A1+
0.03%
FITCH A1+
0.02%
ICICI Prudential Arbitrage Fund
· · holdings
Top 30 holdings
#
Company
Sector
Shares held
Value ₹ cr
% of fund
1
ICICI Prudential Money Market fund - Direct Plan - Growth Option
Unclassified
127,933,512
5,143
0.16%
2
HDFC Bank Ltd.
Banks
23,261,700
1,702
0.05%
3
Bharti Airtel Ltd.
Telecom - Services
9,498,575
1,693
0.05%
4
TREPS
Unclassified
—
1,228
0.04%
5
Vodafone Idea Ltd.
Telecom - Services
870,922,875
743
0.02%
6
Union Bank Of India
ICRA A1+
14,000
658
0.02%
7
State Bank Of India
Banks
6,469,500
634
0.02%
8
Jio Financial Services Ltd
Finance
27,866,300
624
0.02%
9
Axis Bank Ltd.
Banks
5,061,250
588
0.02%
10
Kotak Mahindra Bank Ltd.
Banks
15,062,000
532
0.02%
11
Bank Of Baroda
FITCH A1+
11,000
519
0.02%
12
JSW Steel Ltd.
Ferrous Metals
4,216,050
473
0.02%
13
HDFC Bank Ltd.
CRISIL A1+
10,000
470
0.02%
14
Multi Commodity Exchange Of India Ltd.
Capital Markets
1,960,625
468
0.01%
15
ITC Ltd.
Diversified Fmcg
13,526,400
389
0.01%
16
Reliance Industries Ltd.
Petroleum Products
2,894,500
389
0.01%
17
Bajaj Finserv Ltd.
Finance
2,358,250
385
0.01%
18
Small Industries Development Bank Of India.
CRISIL A1+
8,000
377
0.01%
19
Glenmark Pharmaceuticals Ltd.
Pharmaceuticals & Biotechnology
1,508,250
322
0.01%
20
Bharat Heavy Electricals Ltd.
Electrical Equipment
12,720,750
312
0.01%
21
NMDC Ltd.
Minerals & Mining
38,151,000
291
0.01%
22
Aurobindo Pharma Ltd.
Pharmaceuticals & Biotechnology
2,158,750
282
0.01%
23
NABARD
CRISIL A1+
6,000
281
0.01%
24
Eternal Ltd.
Retailing
12,171,075
279
0.01%
25
Sun Pharmaceutical Industries Ltd.
Pharmaceuticals & Biotechnology
1,523,900
268
0.01%
26
Larsen & Toubro Ltd.
Construction
752,325
264
0.01%
27
Bharat Electronics Ltd.
Aerospace & Defense
6,368,325
255
0.01%
28
Mahindra & Mahindra Ltd.
Automobiles
813,600
240
0.01%
29
Small Industries Development Bank Of India.
CRISIL A1+
5,000
235
0.01%
30
Apollo Hospitals Enterprise Ltd.
Healthcare Services
315,250
234
0.01%
ICICI Prudential Arbitrage Fund
· · where the money sits
A ₹10,000 monthly SIP over five years
Invested
Value
Gain
XIRR
₹600,000
₹711,016
₹111,016
6.74%
XIRR, not CAGR — a SIP's money arrives over sixty months, so each instalment has
been invested for a different length of time.
Not investment advice. InvestVerdict is not a SEBI-registered Investment Adviser or Research Analyst. Every figure is computed from AMFI's published NAV history and the
portfolio the AMC filed with AMFI; none of it is a recommendation to buy, hold or sell. Past
returns do not predict future ones. Generated 26 Sep 2026.
