📊 Arbitrage Fund · Deep Analysis

ICICI Prudential Equity Arbitrage Fund

ICICI Prudential Mutual Fund · Direct Growth · SEBI Category: Arbitrage

Current NAV ₹39.2798 (-0.03% today) As of 15 Jul 2026
1 Year Return +6.5%
3 Year CAGR +7.5% p.a.
5 Year CAGR +6.7% p.a.
AAUM ₹19.2K Cr Jan–Mar 2026
All data from RightAdvise DB — calculated from 3,325 daily NAV records
Fund Overview

ICICI Prudential Equity Arbitrage Fund — Quick Summary

ICICI Prudential Equity Arbitrage Fund is one of India's largest and most established arbitrage funds, managed by ICICI Prudential AMC — the country's leading fund house by equity AUM. The fund has operated since 2006, giving it nearly two decades of arbitrage execution experience across multiple market volatility regimes. ICICI Prudential's large dealing desk and derivatives expertise provide a strong operational foundation.

The fund's investment approach captures cash-futures arbitrage spreads across a large number of stocks simultaneously, providing highly diversified arbitrage exposure. The non-arbitrage portion (typically 30 to 35%) is invested in high-quality debt instruments — primarily AAA-rated bonds, government securities and money market instruments — to generate additional return with minimal credit risk.

Fund House
ICICI Prudential Mutual Fund
SEBI Category
Arbitrage
Benchmark
NIFTY 50 Arbitrage TRI
Fund Manager
Kayzad Eghlim, Anuj Tagra
AMFI Code
120364
Risk Level
Very High
NAV Records in DB
3,325 days
Quarterly Average AUM · Jan–Mar 2026
₹19.2K Cr
↑ Increased by 0.7% vs Oct–Dec 2025 · ₹19.1K Cr
Official quarterly average AUM from AMFI disclosure. Published every 3 months.
📊
✓ Suitable For
Ideal for high-income investors (20% to 30% bracket) seeking tax-efficient FD alternatives for 1+ year horizons. ICICI Prudential's institutional credibility makes it a preferred choice for institutional and HNI investors.
ICICI Prudential's scale and derivatives expertise, the fund's nearly two-decade operational history, consistently low drawdown (under 0.65%), strong Sharpe ratio, and ICICI AMC's high-quality debt management for the non-arbitrage portion make this one of the most credible arbitrage fund offerings in India.
✗ Not Suitable For
Investors seeking growth or equity-like returns. Those wanting mid or small cap equity exposure. Investors with very short time horizons under 1 month — arbitrage positions require time to settle profitably.
Who Runs This Fund

Fund Manager

KE
Kayzad Eghlim, Anuj Tagra
ICICI Prudential Mutual Fund · Managing since 2008

Kayzad Eghlim and Anuj Tagra co-manage the ICICI Prudential Equity Arbitrage Fund. Kayzad Eghlim is Head of Passive Investments and ETFs at ICICI Prudential MF and brings expertise in systematic, rule-based investment strategies. Anuj Tagra manages the fixed income component. Together they leverage ICICI Pru's large scale and execution infrastructure to run one of India's largest arbitrage funds efficiently.

For current co-manager details and full biography, refer to the latest ICICI Prudential Mutual Fund factsheet on AMFI or the AMC website.

What to Factor In

Things to Consider

Informational points to help you form your own view — not judgements or recommendations.

AMFI Code · Informational
AMFI Scheme Code: 120364
The official AMFI scheme code for ICICI Prudential Equity Arbitrage Fund Direct Growth is 120364. Use this when transacting on platforms or verifying data across databases.
Important Note
Points Worth Knowing
ICICI Prudential Equity Arbitrage Fund is one of the largest arbitrage funds in India by AUM. Large AUM in arbitrage funds can create capacity constraints — as the fund grows, it needs to deploy more capital in cash-futures spreads, which can compress the returns it earns per rupee deployed. Monitor whether the fund's returns remain competitive as AUM grows.
Investment Objective
As per Scheme Information Document
The investment objective is to generate income through arbitrage opportunities emerging from price differentials in cash and derivatives equity market and from deployment of surplus funds in debt and money market instruments.
All Data Below — From RightAdvise Database
Category Comparison

Top 5 Arbitrage Funds Compared

Live data. Current fund highlighted. Click any fund name for full analysis.

FundNAVAAUM1Y Return 3Y CAGR 5Y CAGR Sharpe (3Y)
Kotak Arbitrage Fund ₹42.80 ₹43.5K Cr Jan–Mar 2026 +6.6% +7.7% p.a. +6.9% p.a. 1.50
Invesco India Arbitrage Fund ₹36.92 ₹20.4K Cr Jan–Mar 2026 +6.7% +7.7% p.a. +7.0% p.a. 1.51
ICICI Prudential Equity Arbitrage Fund ▲ ₹39.28 ₹19.2K Cr Jan–Mar 2026 +6.5% +7.5% p.a. +6.7% p.a. 1.31
Aditya Birla Sun Life Arbitrage Fund ₹30.62 ₹18.3K Cr Jan–Mar 2026 +6.6% +7.6% p.a. +6.7% p.a. 1.42
Tata Arbitrage Fund ₹16.17 ₹15.5K Cr Jan–Mar 2026 +6.7% +7.7% p.a. +6.8% p.a. 1.57
Best value in each column shown in green. AAUM from latest AMFI quarterly filing. Returns calculated from daily NAV history.
Performance

Fund Returns

Calculated from 3,325 daily NAV records in RightAdvise DB. Last calculated: Jul 2026.

1M / 3M / 6M / 1Y — simple point-to-point return  ·  3Y / 5Y / 10Y — CAGR (compounded annual growth rate)

1 MonthPoint-to-point
+0.6%
3 MonthPoint-to-point
+1.6%
6 MonthPoint-to-point
+3.3%
1 YearPoint-to-point
+6.5%
3 YearCAGR
+7.5% p.a.
5 YearCAGR
+6.7% p.a.
10 YearCAGR
+6.4% p.a.
₹1 Lakh → 5YLump sum growth
₹137,876

Best & Worst Periods Ever

Based on all rolling windows in full NAV history. Dates show the start and end of each period.

Best 1Y WindowSimple return
+10.9%
Jan 2013 – Jan 2014
Worst 1Y WindowSimple return
+3.4%
May 2020 – Jun 2021
Best 3Y CAGRCAGR p.a.
+9.4% p.a.
Jan 2013 – Feb 2016
Worst 3Y CAGRCAGR p.a.
+4.6% p.a.
Nov 2019 – Dec 2022

Calendar Year Returns

Jan 1 to Dec 31 each year. Simple point-to-point — not CAGR.

2025
+7.0%
2024
+8.2%
2023
+7.8%
2022
+4.8%
2021
+4.4%
2020
+4.9%
2019
+6.6%
2018
+6.9%
2017
+6.2%
2016
+7.5%
Consistency Analysis

Rolling Returns ℹ️ What is this?

Rolling returns show performance across every possible investment start date — not one cherry-picked number. Learn more →

1Y Rolling Avg
7.1%
Positive in 100% of windows
Best: 10.9% · Worst: 3.4%
3Y Rolling Avg
6.8% p.a.
Positive in 100% of windows
Best: 9.4% · Worst: 4.6%
5Y Rolling Avg
6.5% p.a.
Positive in 100% of windows
Best: 8.4% · Worst: 5.5%
1-Year Rolling Returns Each bar = 1Y return starting from that date
Risk Analysis

Maximum Drawdown ℹ️ What is this?

How much the fund fell from its peak NAV — what investors actually experience during crashes. Calculated from full NAV history.

Max Drawdown Ever
-0.6%
May 2020 → Jun 2020
Recovered: Aug 2020 (4 mos)
Current from Peak
0.0%
All-time Peak: ₹39.26
Peak date: Jul 2026

How the fund behaved in key crisis periods

Calculated from actual NAV data. "Pre-inception" means the fund didn't exist during that period.

2024–25 Tariff / Correction
0.0%
Sep 27, 2024 – Apr 7, 2025
Recovered: Apr 2025 (< 1 month)
COVID-19 Crash
-0.4%
Feb 19 – Mar 23, 2020
Recovered: Mar 2020 (< 1 month)
2022 Rate Hike Cycle
-0.1%
Jan 17 – Jun 17, 2022
Recovered: Jun 2022 (< 1 month)
2018 IL&FS Crisis
0.0%
Aug 28 – Oct 26, 2018
Recovered: Oct 2018 (< 1 month)
Risk Metrics

Risk Ratios

Calculated from 3 years of daily NAV — industry standard. Risk-free rate: 6.5% p.a. Last updated: Jul 2026. What do these mean? →

Sharpe Ratio (3Y)
1.31
Return per unit of total risk. >1 is good. Learn more →
Sortino Ratio (3Y)
2.91
Like Sharpe but only penalises downside volatility. Learn more →
Std Deviation (3Y)
0.9%
Annualised monthly volatility. Lower = more consistent returns. Learn more →
📊
Want to see what ICICI Prudential Equity Arbitrage Fund is actually holding?

Our portfolio holdings page shows every stock the fund owns, sector allocation, and month-over-month changes — from official AMC disclosures.

Full current portfolio — all stocks, weights, sectors
New entries and exits over the last 3 months
Sector allocation and month-over-month changes
Updated monthly from official AMC disclosures
See Portfolio Holdings →
← Compare all Arbitrage Funds

See how ICICI Prudential Equity Arbitrage Fund ranks against other Arbitrage funds on returns, drawdown, Sharpe ratio and AAUM — side by side.

Learn the Metrics
📖 Deep Dive
CAGR, Sharpe, Sortino & Std Dev
What these numbers mean and how to use them
📖 Deep Dive
Drawdown & Rolling Returns
Why these reveal more than any CAGR figure
⚠️ RightAdvise.com is NOT registered with SEBI. All content is for educational purposes only. Mutual Fund investments are subject to market risks. Please read all scheme-related documents carefully and consult a SEBI-registered advisor before investing.
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⚠️ RightAdvise.com is NOT registered with SEBI. All content is for educational purposes only. Mutual Fund investments are subject to market risks. Please read all scheme-related documents carefully and consult a SEBI-registered advisor before investing.