Report as of 29 Dec 2017

Reliance Arbitrage Advantage Fund - Direct Plan - Growth

Morningstar® Category Morningstar® Benchmark Fund Benchmark Morningstar Rating™
Arbitrage Fund Not Categorized CRISIL Liquid Fund TR INR Not Rated
Used throughout report

Investment Objective Performance

The investment objective of the scheme is to generate
15,000
income by taking advantage of the arbitrage
13,750
opportunities that potentially exists between cash and
derivative market and within the derivative segment 12,500

along with investments in debt securities & money 11,250

market instruments. 10,000

2012   2013   2014   2015   2016   2017-11 

- - 8.47 8.59 7.23 5.61 Fund
- 8.85 8.02 7.46 6.86 5.25 Category

Risk Measures Trailing Returns % Fund Cat Quarterly Returns % Q1 Q2 Q3 Q4

3Y Alpha - 3Y Sharpe Ratio 6.65 3 Months 1.42 1.41 2017 1.46 1.52 1.63 -
3Y Beta - 3Y Std Dev 0.60 6 Months 3.07 3.22 2016 1.66 1.64 1.93 1.81
3Y R-Squared - 3Y Risk - 1 Year 6.26 5.83 2015 2.68 2.41 1.59 1.66
3Y Info Ratio - 5Y Risk - 3 Years Annualised 7.33 6.73 2014 2.13 2.06 1.94 2.09
3Y Tracking Error - 10Y Risk - 5 Years Annualised - - 2013 - 2.54 2.81 1.85

Portfolio 30/11/2017

Asset Allocation % Net America Europe Asia

Stocks 65.78
Bonds 6.92
Cash 27.09
Other 0.20

<25 25-50 50-75 >75

Top Holdings World Regions % Fund

Holding Name Sector %
Americas 0.00
State Bank of India y 3.29 United States 0.00
Axis Bank Ltd y 3.18 Canada 0.00
Vedanta Ltd r 2.69 Latin America 0.00
Indiabulls Housing Finance Ltd y 2.48
Greater Europe 0.00
Aurobindo Pharma Ltd d 2.16
United Kingdom 0.00
Bharti Airtel Ltd i 2.00 Eurozone 0.00
Sun Pharmaceuticals... d 1.97 Europe - ex Euro 0.00
Hinduja Leyland Finance... - 1.77 Europe - Emerging 0.00
Yes Bank Ltd y 1.76 Africa 0.00
State Bank Of India - 1.50 Middle East 0.00
Assets in Top 10 Holdings % 22.80 Greater Asia 100.00
Total Number of Equity Holdings 149 Japan 0.00
Total Number of Bond Holdings 8 Australasia 0.00
Asia - Developed 0.00
Asia - Emerging 100.00

Operations

Fund Company Reliance Nippon Life Asset Share Class Size (mil) - Minimum Initial Purchase 5,000 INR
Management Ltd Domicile India Minimum Additional Purchase 1,000 INR
Phone +91 22 Currency INR Exit Load 0.25% - 0-1 months
30994600/30301111 UCITS - 0.00% - >1 months
Website www.reliancemutual.com Inc/Acc Acc Expense Ratio 0.40%
Inception Date 01/01/2013 ISIN INF204K01XZ7
Manager Name Payal Kaipunjal
Manager Start Date 02/01/2017
NAV (28/12/2017) INR 17.90
Total Net Assets (mil) 84,424.64 INR
(30/11/2017)

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