The current NAV of Motilal Oswal Arbitrage Fund(IDCW) is ₹10.25, as of 17th April 2025.

The top sectors Motilal Oswal Arbitrage Fund(IDCW) has invested in are as follows:

• Others | 80.63%
• G-Sec | 19.69%
• Insurance | -0.00%
• Electrical Components & Equipments | -0.00%
• Metals - Diversified | -0.00%

This data is as on 17th April 2025.

The top 5 holdings for Motilal Oswal Arbitrage Fund(IDCW) are as follows:

• Net Receivables / (Payables) | 76.83%
• Collateralized Borrowing & Lending Obligation | 3.80%
• 364 Days Tbill (MD 07/08/2025) | 3.31%
• 364 Days Tbill (MD 04/09/2025) | 3.30%
• 364 Days Tbill (MD 06/11/2025) | 3.26%

This data is as on 17th April 2025.

The asset allocation for Motilal Oswal Arbitrage Fund(IDCW) is as follows:

• Cash & Equivalents | 80.63%
• Equity | 74.64%
• Treasury Bills | 19.69%
• Futures & Options | -74.95%

This data is as on 17th April 2025.

The AUM (i.e. assets under management) of Motilal Oswal Arbitrage Fund(IDCW) is ₹590.26 Cr as of 17th April 2025.

The expense ratio of Motilal Oswal Arbitrage Fund(IDCW) Plan is 0.11 as of 17th April 2025.

The volatility or standard deviation for the Motilal Oswal Arbitrage Fund(IDCW) is 0.81

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the Motilal Oswal Arbitrage Fund(IDCW) is 4.90

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the Motilal Oswal Arbitrage Fund(IDCW) is 0.78

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.

The PE ratio of Motilal Oswal Arbitrage Fund(IDCW) is 46.02, while category PE ratio is 34.08.