ARBApproved#4 in categoryMODERATE BUY

ABSL Arbitrage Fund

Aditya Birla SL MF · Lovelish Solanki · benchmarked to CRISIL 1Yr TB

Prospera Research Engine unknown · Data as of 1 Jan 1970 · Synced 1 Jan 1970Review date unknown, validation required

Prospera VerdictResearched, Not Currently Recommended

Scored 69.8/100 (MODERATE BUY band) and is fully researched, but is not one of Prospera's active recommendations right now, recommendations reflect portfolio construction and capacity decisions beyond the score alone.

Final Score69.8

1Y Return6.8%

3Y CAGR7.4%

5Y CAGR6.8%

AUM₹26.9K Cr

Expense Ratio0.30%

Eligibility: All gates passed

Prospera Research

Score Breakdown

13 weighted parameters, exactly as configured in the Research Engine, 8 qualitative (analyst-scored) plus 5 quantitative (formula-derived), summing to a final score out of 100.

Momentum (7% weight)9.7/10

3–6M price+flow vs benchmark

Consistency (10% weight)8.2/10

3Y/5Y quartile rank stability

Portfolio Quality (11% weight)7.0/10

PE, concentration, churn

Fund Mgr Quality (12% weight)7.0/10

Philosophy, communication, style drift

Valuation Risk (10% weight)6.0/10

Portfolio PE/PB vs category avg

Sector Tailwinds (9% weight)6.0/10

Policy/macro drivers 12-18M

Downside Protection (8% weight)6.6/10

Max DD, Sortino, bear markets

Outperformance Prob. (8% weight)7.0/10

Analyst 12M alpha probability

Mgr Tenure Score (8% weight)7.0/10

Years managing fund → 1-10 score

AMC Quality Score (6% weight)5.0/10

Research depth, AUM scale, compliance

AUM Trend Score (5% weight)6.0/10

Growing=9, Stable=6, Declining=3

Expense Ratio Score (4% weight)9.0/10

Inverse ER — lower cost = higher score

Thesis Strength (2% weight)6.0/10

Analyst 12-24M thesis conviction

Final Score69.8/100

Prospera Research

Analyst Write-Up

A full analyst write-up hasn't been published for this fund yet, only shortlisted funds at the review stage get one. The score breakdown and performance data above are still real and current.

Prospera Research

Risk-Adjusted Performance

3Y AlphaN/A

5Y AlphaN/A

Max Drawdown0.2%

Sharpe (3Y)2.09

Sortino (3Y)2.50

Beta0.01

Alpha Consistency32%

Prospera Research

AMC & Manager Intelligence

Aditya Birla SL MF

AA+ — TIER 1

30-analyst research team · Clean — 0 violations

Aditya Birla Group's institutional credibility + Sun Life's global insurance pedigree = strong governance. Fixed income (Lovelish Solanki's arbitrage) is category-leading. Equity is good but not differentiated vs ICICI/HDFC.

Lovelish Solanki

STRONG

10Y tenure · Quantitative Arbitrage · Confidence 8/10

10Y arbitrage tenure. ABSL's spread capture team is the largest in the category — institutional advantage. ER at 0.30% minimises frictional drag. Consistent 96% alpha delivery rate.