UTI ARBITRAGE FUND

Arbitrage | (Erstwhile UTI Spread Fund) | An open ended scheme investing in arbitrage opportunities. | Data as on 31 October 2021

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 : 6213.81 Crore
Closing AUM : 6067.13 Crore
High/Low NAV in the month
High Growth Option : 28.0525
Low Growth Option : 27.9418
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 12,764
Load Structure

Entry Load : Nil
Exit Load (A) Redemption / Switch out within 21 days from the date of allotment-
(i) upto 10% of the allotted Units – NIL
(ii) beyond 10% of the allotted Units - 0.25 %
(B) Redemption / Switch out after 21 days from the date of allotment - NIL Any redemption/switchout of units would be
done on First in First out (FIFO) basis

NAV per unit as on 31st October, 2021
Regular Growth Option 28.0480
Regular IDCW Option 15.8450
Direct Growth Option 29.2587
Direct IDCW Option 17.1151
Portfolio Parameters
Weighted Average Maturity : 0.36 yrs
Yield to Maturity : 4.36%
Modified Duration : 0.36 yrs
Options Available SIP
Benchmark Index
Nifty 50 Arbitrage
SIP/SWP/STRIP Digital Factsheet - Checkbox Image
Fund Size 6213.81 Crore (Monthly Average as on 31/10/2021)
Portfolio
% to NAV
Hedged
Equity
68.78*
STD
12.41
Cash, MM & cash equivalent
9.17
MM Instruments
7.25
Debt
2.39
Total
100.00

All figures given are provisional and unaudited.
*Average Equity Holding is 68.64% 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%
2.77%
Sharpe ratio (%)
1.36
Portfolio Turnover Ratio (Annual)
11.75

As on 31st October 2021

Fund Performance Vs Benchmark (CAGR) as on 31st October, 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
3.80
3.89
3.49
10,380
10,389
10,349
3 Years
4.90
4.33
6.00
11,545
11,357
11,912
5 Years
5.36
4.42
6.00
12,985
12,416
13,384
Since inception*
6.94
6.23
6.24
28,047
25,317
25,354

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’. No of Schemes Managed by Mr. Sharwan Kumar Goyal is 9 & Mr. Amit Sharma is 4. 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
122,615
122,538
122,174
4.10
3.98
3.41
3 Years
360,000
384,814
381,330
387,600
4.39
3.79
4.87
5 Years
600,000
679,948
667,685
691,764
4.96
4.23
5.64
7 Years
840,000
1,013,501
987,825
1,039,265
5.29
4.57
6.00
10 Years
1,200,000
1,618,749
1,573,995
1,667,845
5.84
5.30
6.41
15 Years
1,800,000
2,975,600
1,939,206
2,982,297
6.39
5.58
6.42
Since inception
1,830,000
3,058,797
1,939,206
3,057,521
6.41
5.58
6.41

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.

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.

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