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Category

Hybrid

Scheme Type

OPEN

Exit Load (%)

0.25

Min Inv

5,000.00

Incremental Inv

1,000.00

Open Date

Feb 23, 2026

Close Date

Mar 09, 2026

Nav Calculation

DAILY

Sub-category

Arbitrage Funds

Risk Level

Low

Fund Manager

Anoop Vijaykumar

Repurchase/Redemption

Fund Objective

The investment objective of the scheme is to generate Income over short to medium term by predominantly investing in arbitrage opportunities in the cash & derivatives segment of the equity market. The Scheme does not guarantee or assure any returns. There is no assurance that the investment objective of the Scheme will be achieved.

Notes

The Scheme follows an active investment strategy. The Fund Manager would identify arbitrage opportunities and execute the deals simultaneously in both the markets. The scheme aims to generate returns by strategically investing in arbitrage opportunities between spot and future prices of exchange traded equities and the arbitrage opportunities available within the derivative segment. If, in the opinion of the Fund Manager, suitable arbitrage opportunities are unavailable, the scheme may predominantly invest in short-term debt and money market securities. If, in the opinion of the Fund Manager, suitable arbitrage opportunities are unavailable, the scheme may predominantly invest in short-term debt and money market securities. In terms of the SEBI guidelines, the Scheme shall not short sell in the cash market at all times. The debt component of the Scheme would be invested in debt securities and money market instruments. The duration of the debt portfolio would primarily be managed with a view to generate income with minimum interest rate risk. Some of the arbitrage strategies that may be adopted by the fund manager from time to time include: Cash-Future Arbitrage: Arbitrage captures the spread, between the price of a stock in the spot market and in the futures market on a market neutral basis. If the price of a stock in the futures market is higher than in the spot market, after adjusting for taxes and other costs the Scheme may buy the stock in the spot market and sell the same stock in equal quantity in the futures market simultaneously. This enables to the fund to earn the cost of carry between the stock and the futures of the stock. If the futures are quoting at a discount to the price in the cash market before the expiry the trade may be reversed by buying the futures and selling the shares in the cash market which, will enhance the profit potential to the extent of discount between future as compared to cash market. Normally the price between cash and future segment tend to converge on the expiry day. The cash and future trade would be reversed on the expiry day to book the locked arbitrage profit.