Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | |
7.35% | 6.89% | 5.64% | 5.68% | 5.88% | 8.07% | 7.61% | 6.36% | 6.38% | 6.54% | 0.54% | 0.00% | 0.00% | % | 0.00 | -0.01 | ||
2 | |
7.46% | 6.81% | 5.69% | 5.79% | 5.99% | 8.10% | 7.44% | 6.30% | 6.38% | 6.56% | 0.62% | -0.04% | 0.00% | % | -0.05 | -0.14 | ||
3 | |
7.29% | 6.76% | 5.48% | 5.61% | 5.77% | 7.86% | 7.30% | 5.99% | 6.14% | 6.31% | 0.60% | -0.04% | 0.00% | % | -0.08 | -0.24 | ||
4 | |
7.43% | 6.57% | 5.53% | 5.65% | 5.87% | 7.96% | 7.14% | 6.12% | 6.22% | 6.42% | 0.61% | -0.04% | 0.00% | % | -0.17 | -0.52 | ||
5 | |
7.31% | 6.63% | 5.54% | 5.71% | 5.96% | 8.06% | 7.38% | 6.29% | 6.45% | 6.66% | 0.60% | -0.05% | 0.00% | % | -0.14 | -0.42 | ||
6 | |
7.35% | 6.58% | 5.54% | 5.63% | 5.84% | 7.95% | 7.20% | 6.13% | 6.23% | 6.46% | 0.59% | -0.02% | 0.00% | % | -0.17 | -0.53 | ||
7 | |
7.27% | 6.51% | 5.35% | 5.52% | 5.73% | 8.07% | 7.26% | 6.10% | 6.27% | 6.44% | 0.60% | -0.03% | 0.00% | % | -0.20 | -0.61 | ||
8 | |
7.14% | 6.47% | % | % | % | 8.01% | 7.27% | % | % | % | 0.61% | 0.00% | 0.00% | % | -0.22 | -0.66 | ||
9 | |
7.19% | 6.49% | 5.34% | 5.49% | % | 7.89% | 7.17% | 5.99% | 6.15% | % | 0.58% | -0.05% | 0.00% | % | -0.21 | -0.65 | ||
10 | |
7.21% | 6.48% | 5.43% | 5.57% | 5.79% | 7.99% | 7.23% | 6.14% | 6.26% | 6.47% | 0.59% | -0.03% | 0.00% | % | -0.22 | -0.67 | ||
11 | |
7.17% | 6.46% | 5.47% | % | % | 8.02% | 7.30% | 6.30% | % | % | 0.58% | 0.00% | 0.00% | % | -0.23 | -0.72 | ||
12 | |
7.14% | 6.32% | 5.26% | % | % | 7.78% | 6.94% | 5.83% | % | % | 0.66% | -0.05% | 0.00% | % | -0.24 | -0.77 | ||
13 | |
7.14% | 6.45% | 5.46% | 5.62% | 5.90% | 7.88% | 7.23% | 6.22% | 6.37% | 6.61% | 0.58% | -0.02% | 0.00% | % | -0.23 | -0.74 | ||
14 | |
7.20% | 6.42% | 5.41% | 5.52% | 5.76% | 7.91% | 7.16% | 6.17% | 6.29% | 6.56% | 0.60% | -0.09% | 0.00% | % | -0.24 | -0.77 | ||
15 | |
7.27% | 6.38% | 5.24% | 5.30% | 5.56% | 7.96% | 7.17% | 5.98% | 6.02% | 6.26% | 0.62% | -0.06% | 0.00% | % | -0.26 | -0.80 | ||
16 | |
6.97% | 6.23% | % | % | % | 7.68% | 6.87% | % | % | % | 0.63% | -0.10% | 0.00% | % | -0.31 | -1.01 | ||
17 | |
6.88% | 6.16% | 4.97% | % | % | 7.59% | 6.92% | 5.71% | % | % | 0.58% | -0.10% | 0.00% | % | -0.35 | -1.18 | ||
18 | |
6.81% | 6.15% | 4.72% | 4.86% | 5.24% | 7.55% | 6.88% | 5.33% | 5.42% | 5.78% | 0.56% | 0.00% | 0.00% | % | -0.37 | -1.22 | ||
19 | |
6.95% | 6.10% | 5.08% | 5.24% | % | 7.73% | 6.84% | 5.80% | 5.91% | % | 0.58% | -0.07% | 0.00% | % | -0.38 | -1.32 | ||
20 | |
7.05% | 5.73% | 4.37% | % | % | 7.83% | 6.52% | 5.15% | % | % | 0.73% | -0.10% | 0.00% | % | -0.43 | -1.56 | ||
21 | |
6.83% | 5.69% | 4.43% | % | % | 7.53% | 6.29% | 5.05% | % | % | 0.61% | -0.10% | 0.00% | % | -0.49 | -1.85 | ||
22 | |
5.82% | 5.25% | % | % | % | 6.67% | 6.11% | % | % | % | 0.55% | -0.13% | 0.00% | % | -0.65 | -2.83 |
Return Calculated On: 25 March 2025 | Ratios Calculated On: 28 February 2025
As On: 25 March 2025
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
Aditya Birla Sun Life Arbitrage Fund |
0.02
|
0.20
|
0.52
|
1.62
|
3.31
|
7.21
|
6.48
|
5.43
|
5.57
|
5.79
|
6.44
|
Baroda BNP Paribas Arbitrage Fund |
0.00
|
0.21
|
0.48
|
1.47
|
3.06
|
7.04
|
6.35
|
|
|
|
|
Bank of India Arbitrage Fund |
0.01
|
0.14
|
0.48
|
1.53
|
3.13
|
6.83
|
5.69
|
4.43
|
|
|
|
NJ Arbitrage Fund |
-0.04
|
0.13
|
0.35
|
1.35
|
2.89
|
6.54
|
|
|
|
|
|
Dsp Arbitrage Fund |
0.01
|
0.19
|
0.50
|
1.61
|
3.31
|
7.19
|
6.49
|
5.34
|
5.49
|
|
|
Edelweiss Arbitrage Fund |
0.01
|
0.19
|
0.53
|
1.67
|
3.39
|
7.31
|
6.63
|
5.54
|
5.71
|
5.96
|
|
Hdfc Arbitrage Fund |
0.01
|
0.18
|
0.52
|
1.57
|
3.31
|
7.27
|
6.38
|
5.24
|
5.30
|
5.56
|
6.36
|
HSBC Arbitrage Fund |
-0.03
|
0.19
|
0.48
|
1.56
|
3.21
|
7.01
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
0.01
|
0.20
|
0.53
|
1.64
|
3.38
|
7.35
|
6.58
|
5.54
|
5.63
|
5.84
|
6.85
|
Bandhan Arbitrage Fund |
0.01
|
0.21
|
0.51
|
1.64
|
3.33
|
7.27
|
6.51
|
5.35
|
5.52
|
5.73
|
6.61
|
Invesco India Arbitrage Fund |
0.02
|
0.19
|
0.51
|
1.66
|
3.37
|
7.35
|
6.89
|
5.64
|
5.68
|
5.88
|
6.59
|
Iti Arbitrage Fund |
-0.02
|
0.11
|
0.50
|
1.64
|
3.26
|
7.05
|
5.73
|
4.37
|
|
|
|
Jm Arbitrage Fund |
0.01
|
0.16
|
0.44
|
1.49
|
3.14
|
6.81
|
6.15
|
4.72
|
4.86
|
5.24
|
6.27
|
Kotak Equity Arbitrage Fund |
0.02
|
0.18
|
0.52
|
1.65
|
3.42
|
7.46
|
6.81
|
5.69
|
5.79
|
5.99
|
6.85
|
Lic Mf Arbitrage Fund |
0.00
|
0.15
|
0.45
|
1.53
|
3.20
|
6.88
|
6.16
|
4.97
|
|
|
|
Mahindra Manulife Arbitrage Fund |
0.00
|
0.11
|
0.40
|
1.21
|
2.66
|
5.82
|
5.25
|
|
|
|
|
Mirae Asset Arbitrage Fund |
0.03
|
0.18
|
0.51
|
1.65
|
3.30
|
7.14
|
6.47
|
|
|
|
|
Parag Parikh Arbitrage Fund |
0.00
|
0.15
|
0.45
|
1.54
|
3.26
|
7.15
|
|
|
|
|
|
Nippon India Arbitrage Fund |
0.00
|
0.17
|
0.48
|
1.58
|
3.24
|
7.14
|
6.45
|
5.46
|
5.62
|
5.90
|
|
sbi arbitrage opportunities fund |
0.02
|
0.19
|
0.52
|
1.64
|
3.36
|
7.29
|
6.76
|
5.48
|
5.61
|
5.77
|
6.65
|
Sundaram Arbitrage Fund |
-0.01
|
0.13
|
0.45
|
1.54
|
3.13
|
6.97
|
6.23
|
|
|
|
|
Tata Arbitrage Fund |
0.00
|
0.20
|
0.51
|
1.58
|
3.29
|
7.17
|
6.46
|
5.47
|
|
|
|
Union Arbitrage Fund |
0.01
|
0.12
|
0.47
|
1.52
|
3.28
|
7.14
|
6.32
|
5.26
|
|
|
|
Uti Arbitrage Fund |
0.00
|
0.20
|
0.51
|
1.64
|
3.42
|
7.43
|
6.57
|
5.53
|
5.65
|
5.87
|
6.52
|
Pgim India Arbitrage Fund |
-0.01
|
0.22
|
0.51
|
1.61
|
3.12
|
6.95
|
6.10
|
5.08
|
5.24
|
|
|
Axis Arbitrage Fund |
0.00
|
0.19
|
0.52
|
1.59
|
3.29
|
7.20
|
6.42
|
5.41
|
5.52
|
5.76
|
|
Bajaj Finserv Arbitrage Fund |
-0.01
|
0.17
|
0.51
|
1.54
|
3.12
|
6.78
|
|
|
|
|
|
As On: 25 March 2025
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
Aditya Birla Sun Life Arbitrage Fund |
0.02
|
0.21
|
0.58
|
1.80
|
3.68
|
7.99
|
7.23
|
6.14
|
6.26
|
6.47
|
|
Baroda BNP Paribas Arbitrage Fund |
0.00
|
0.23
|
0.54
|
1.67
|
3.47
|
7.87
|
7.09
|
|
|
|
|
Bank of India Arbitrage Fund |
0.01
|
0.14
|
0.51
|
1.63
|
3.43
|
7.53
|
6.29
|
5.05
|
|
|
|
NJ Arbitrage Fund |
-0.04
|
0.14
|
0.41
|
1.53
|
3.26
|
7.32
|
|
|
|
|
|
Dsp Arbitrage Fund |
0.01
|
0.20
|
0.54
|
1.77
|
3.63
|
7.89
|
7.17
|
5.99
|
6.15
|
|
|
Edelweiss Arbitrage Fund |
0.02
|
0.21
|
0.58
|
1.83
|
3.74
|
8.06
|
7.38
|
6.29
|
6.45
|
6.66
|
|
Hdfc Arbitrage Fund |
0.01
|
0.19
|
0.56
|
1.73
|
3.64
|
7.96
|
7.17
|
5.98
|
6.02
|
6.26
|
|
HSBC Arbitrage Fund |
-0.03
|
0.20
|
0.53
|
1.72
|
3.55
|
7.74
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
0.01
|
0.21
|
0.56
|
1.76
|
3.65
|
7.95
|
7.20
|
6.13
|
6.23
|
6.46
|
|
Bandhan Arbitrage Fund |
0.01
|
0.22
|
0.57
|
1.82
|
3.70
|
8.07
|
7.26
|
6.10
|
6.27
|
6.44
|
|
Invesco India Arbitrage Fund |
0.03
|
0.20
|
0.56
|
1.83
|
3.71
|
8.07
|
7.61
|
6.36
|
6.38
|
6.54
|
|
Iti Arbitrage Fund |
-0.02
|
0.13
|
0.55
|
1.82
|
3.63
|
7.83
|
6.52
|
5.15
|
|
|
|
Jm Arbitrage Fund |
0.02
|
0.17
|
0.49
|
1.66
|
3.49
|
7.55
|
6.88
|
5.33
|
5.42
|
5.78
|
|
Kotak Equity Arbitrage Fund |
0.02
|
0.19
|
0.57
|
1.80
|
3.73
|
8.10
|
7.44
|
6.30
|
6.38
|
6.56
|
|
Lic Mf Arbitrage Fund |
0.00
|
0.16
|
0.50
|
1.69
|
3.53
|
7.59
|
6.92
|
5.71
|
|
|
|
Mahindra Manulife Arbitrage Fund |
0.00
|
0.13
|
0.46
|
1.41
|
3.07
|
6.67
|
6.11
|
|
|
|
|
Mirae Asset Arbitrage Fund |
0.04
|
0.20
|
0.57
|
1.84
|
3.69
|
8.01
|
7.27
|
|
|
|
|
Parag Parikh Arbitrage Fund |
0.00
|
0.16
|
0.47
|
1.63
|
3.43
|
7.52
|
|
|
|
|
|
Nippon India Arbitrage Fund |
0.00
|
0.18
|
0.54
|
1.75
|
3.60
|
7.88
|
7.23
|
6.22
|
6.37
|
6.61
|
|
sbi arbitrage opportunities fund |
0.02
|
0.20
|
0.56
|
1.77
|
3.63
|
7.86
|
7.30
|
5.99
|
6.14
|
6.31
|
|
Sundaram Arbitrage Fund |
-0.01
|
0.14
|
0.50
|
1.72
|
3.50
|
7.68
|
6.87
|
|
|
|
|
Tata Arbitrage Fund |
0.00
|
0.21
|
0.57
|
1.77
|
3.69
|
8.02
|
7.30
|
6.30
|
|
|
|
Union Arbitrage Fund |
0.01
|
0.13
|
0.51
|
1.67
|
3.59
|
7.78
|
6.94
|
5.83
|
|
|
|
Uti Arbitrage Fund |
0.00
|
0.21
|
0.55
|
1.76
|
3.66
|
7.96
|
7.14
|
6.12
|
6.22
|
6.42
|
|
Pgim India Arbitrage Fund |
-0.01
|
0.23
|
0.57
|
1.79
|
3.49
|
7.73
|
6.84
|
5.80
|
5.91
|
|
|
Axis Arbitrage Fund |
0.01
|
0.21
|
0.57
|
1.76
|
3.63
|
7.91
|
7.16
|
6.17
|
6.29
|
6.56
|
|
Bajaj Finserv Arbitrage Fund |
-0.01
|
0.19
|
0.56
|
1.71
|
3.48
|
7.53
|
|
|
|
|
|
As On: 25 March 2025
As On: 25 March 2025
Performance Indicators
Calculated On: 28 February 2025
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Invesco India Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.54 | 0.43 |
Iti Arbitrage Fund | 0.00 | -0.10 | -0.09 | 0.73 | 0.59 |
Jm Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.56 | 0.44 |
Kotak Equity Arbitrage Fund | 0.00 | -0.04 | -0.04 | 0.62 | 0.49 |
Lic Mf Arbitrage Fund | 0.00 | -0.10 | -0.10 | 0.58 | 0.48 |
Mahindra Manulife Arbitrage Fund | 0.00 | -0.13 | -0.13 | 0.55 | 0.43 |
Mirae Asset Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.61 | 0.48 |
Nippon India Arbitrage Fund | 0.00 | -0.02 | -0.02 | 0.58 | 0.46 |
Sbi Arbitrage Opportunities Fund | 0.00 | -0.04 | -0.04 | 0.60 | 0.48 |
Sundaram Arbitrage Fund | 0.00 | -0.10 | -0.06 | 0.63 | 0.51 |
Tata Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.58 | 0.47 |
Union Arbitrage Fund | 0.00 | -0.05 | -0.05 | 0.66 | 0.53 |
Uti Arbitrage Fund | 0.00 | -0.04 | -0.04 | 0.61 | 0.49 |
Pgim India Arbitrage Fund | 0.00 | -0.07 | -0.07 | 0.58 | 0.47 |
Axis Arbitrage Fund | 0.00 | -0.09 | -0.09 | 0.60 | 0.48 |
Aditya Birla Sun Life Arbitrage Fund | 0.00 | -0.03 | -0.03 | 0.59 | 0.47 |
Bank Of India Arbitrage Fund | 0.00 | -0.10 | -0.05 | 0.61 | 0.50 |
Dsp Arbitrage Fund | 0.00 | -0.05 | -0.05 | 0.58 | 0.47 |
Edelweiss Arbitrage Fund | 0.00 | -0.05 | -0.05 | 0.60 | 0.47 |
Hdfc Arbitrage Fund | 0.00 | -0.06 | -0.06 | 0.62 | 0.49 |
Icici Prudential Equity - Arbitrage Fund | 0.00 | -0.02 | -0.02 | 0.59 | 0.48 |
Bandhan Arbitrage Fund | 0.00 | -0.03 | -0.03 | 0.60 | 0.48 |
Calculated On: 28 February 2025
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Invesco India Arbitrage Fund |
-0.01
|
0.00
|
0.68
|
0.45
|
|
|
|
|
|
|
Iti Arbitrage Fund |
-1.56
|
-0.43
|
0.55
|
0.39
|
|
|
|
|
|
|
Jm Arbitrage Fund |
-1.22
|
-0.37
|
0.60
|
0.46
|
|
|
|
|
|
|
Kotak Equity Arbitrage Fund |
-0.14
|
-0.05
|
0.66
|
0.46
|
|
|
|
|
|
|
Lic Mf Arbitrage Fund |
-1.18
|
-0.35
|
0.60
|
0.46
|
|
|
|
|
|
|
Mahindra Manulife Arbitrage Fund |
-2.83
|
-0.65
|
0.50
|
0.46
|
|
|
|
|
|
|
Mirae Asset Arbitrage Fund |
-0.66
|
-0.22
|
0.63
|
0.45
|
|
|
|
|
|
|
Nippon India Arbitrage Fund |
-0.74
|
-0.23
|
0.63
|
0.46
|
|
|
|
|
|
|
Sbi Arbitrage Opportunities Fund |
-0.24
|
-0.08
|
0.66
|
0.45
|
|
|
|
|
|
|
Sundaram Arbitrage Fund |
-1.01
|
-0.31
|
0.60
|
0.44
|
|
|
|
|
|
|
Tata Arbitrage Fund |
-0.72
|
-0.23
|
0.63
|
0.44
|
|
|
|
|
|
|
Union Arbitrage Fund |
-0.77
|
-0.24
|
0.62
|
0.43
|
|
|
|
|
|
|
Uti Arbitrage Fund |
-0.52
|
-0.17
|
0.64
|
0.45
|
|
|
|
|
|
|
Pgim India Arbitrage Fund |
-1.32
|
-0.38
|
0.59
|
0.47
|
|
|
|
|
|
|
Axis Arbitrage Fund |
-0.77
|
-0.24
|
0.62
|
0.47
|
|
|
|
|
|
|
Aditya Birla Sun Life Arbitrage Fund |
-0.67
|
-0.22
|
0.63
|
0.45
|
|
|
|
|
|
|
Bank Of India Arbitrage Fund |
-1.85
|
-0.49
|
0.55
|
0.43
|
|
|
|
|
|
|
Dsp Arbitrage Fund |
-0.65
|
-0.21
|
0.63
|
0.46
|
|
|
|
|
|
|
Edelweiss Arbitrage Fund |
-0.42
|
-0.14
|
0.65
|
0.47
|
|
|
|
|
|
|
Hdfc Arbitrage Fund |
-0.80
|
-0.26
|
0.62
|
0.45
|
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
-0.53
|
-0.17
|
0.64
|
0.44
|
|
|
|
|
|
|
Bandhan Arbitrage Fund |
-0.61
|
-0.20
|
0.64
|
0.45
|
|
|
|
|
|