Table of Contents
- Aditya Birla Sun Life Arbitrage Fund Performance Analysis +
- Fund Performance Snapshot (Regular Plan)
- Fund Performance Analysis
- Fund Performance vs Category Average
- Fund Expected Return
- Top Performing Peers of Aditya Birla Sun Life Arbitrage Fund
- Fund Performance Snapshot (Direct Plan)
- Fund Performance Regular vs Direct Plan
- Arbitrage Fund Category Performance Analysis +
- Aditya Birla Sun Life Arbitrage Fund Fund Advanced Return Analysis +
- Aditya Birla Sun Life Arbitrage Fund Information
Aditya Birla Sun Life Arbitrage Fund
Previously Known As : Aditya Birla Sun Life Enhanced Arbitrage Fund
| Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
|---|---|---|---|---|
| Aditya Birla Sun Life Arbitrage Fund-Regular - IDCW | 29/Nov/2022 | 11.0851 |
0.0088
|
0.0794%
|
| Aditya Birla Sun Life Arbitrage Fund-DIRECT - IDCW | 29/Nov/2022 | 11.2703 |
0.0092
|
0.0817%
|
| Aditya BIRLA SUN LIFE ARBITRAGE FUND - REGULAR PLAN - GROWTH | 29/Nov/2022 | 22.1517 |
0.0177
|
0.0800%
|
| Aditya Birla Sun Life Arbitrage Fund - Growth - Direct Plan | 29/Nov/2022 | 23.4461 |
0.0192
|
0.0820%
|
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
Fund Performance Analysis
Aditya Birla Sun Life Arbitrage Fund Performance Snapshot (Regular Plan)
| KPIs* | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| 1M Return % |
0.38
|
0.36
|
Yes
|
No
|
No
|
13/23 | 0.14 / 0.45 |
| 1M Rolling Return % |
0.30
|
0.29
|
Yes
|
No
|
No
|
8/23 | 0.19 / 0.40 |
| 3M Return % |
1.08
|
1.07
|
Yes
|
No
|
No
|
14/23 | 0.55 / 1.36 |
| 3M Rolling Return % |
0.85
|
0.82
|
Yes
|
No
|
No
|
10/23 | 0.51 / 1.09 |
| 6M Return % |
1.92
|
1.81
|
Yes
|
No
|
No
|
11/23 | 1.05 / 2.36 |
| 6M Rolling Return % |
1.68
|
1.62
|
Yes
|
No
|
No
|
10/23 | 1.03 / 2.11 |
| 1Y Return % |
3.56
|
3.40
|
Yes
|
No
|
No
|
8/22 | 2.06 / 4.55 |
| 1Y Rolling Return % |
3.76
|
3.49
|
Yes
|
No
|
No
|
11/21 | 2.31 / 4.00 |
| 3Y Return % |
3.90
|
3.63
|
Yes
|
No
|
No
|
9/20 | 2.58 / 4.13 |
| 3Y Rolling Return % |
4.77
|
4.55
|
Yes
|
No
|
No
|
6/15 | 3.59 / 4.88 |
| 5Y Return % |
4.80
|
4.68
|
Yes
|
No
|
No
|
8/14 | 3.93 / 5.00 |
| Standard Deviation |
0.77
|
0.77
|
Yes
|
No
|
No
|
10/22 | 0.63 / 0.84 |
| Semi Deviation |
0.55
|
0.54
|
No
|
No
|
No
|
11/22 | 0.47 / 0.59 |
| Max Drawdown |
-0.27
|
-0.25
|
No
|
No
|
No
|
12/22 | -0.50 / -0.09 |
| VaR 1 Y |
-0.08
|
-0.13
|
Yes
|
No
|
No
|
8/22 | -0.45 / 0.00 |
| Average Drawdown |
-0.15
|
-0.15
|
No
|
No
|
No
|
11/22 | -0.30 / -0.05 |
| Sharpe Ratio |
-0.15
|
-0.55
|
Yes
|
No
|
No
|
9/22 | -2.39 / 0.14 |
| Sterling Ratio |
0.43
|
0.40
|
Yes
|
No
|
No
|
8/22 | 0.27 / 0.45 |
| Sortino Ratio |
-0.06
|
-0.17
|
Yes
|
No
|
No
|
9/22 | -0.60 / 0.07 |
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2022 KPIs: Key Performance Indicators
Aditya Birla Sun Life Arbitrage Fund Performance Analysis
Aditya Birla Sun Life Arbitrage Fund Performance vs Category Average
All parametrs are in percentage
Top Performing Peers of Aditya Birla Sun Life Arbitrage Fund
Top Performing Funds in Arbitrage Fund Category
| Fund Name | Category Rank | Analysis | 1Y Return | 3Y Return | Max Drawdown | VaR 1Y 95% | Sharpe Ratio | Sortino Ratio | Hurst Index |
|---|---|---|---|---|---|---|---|---|---|
|
Axis Arbitrage Fund |
5 | The Axis Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 22 funds. The fund has five KPIs that are in top quartile. The fund has 26% of the KPIs that are in top quartile. The fund has three KPIs that are in bottom quartile. The fund has 16% of the KPIs that are in bottom quartile. You can read more about the fund KPIs in the Axis Arbitrage Fund performance snapshot section. | 3.75% | 3.90% | -0.22% | -0.23% | -0.19 | -0.07 | 0.37 |
|
Invesco India Arbitrage Fund |
1 | The Invesco India Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 22 funds. The fund has 17 KPIs that are in top quartile. The fund has 89% of the KPIs that are in top quartile. The fund has over 50% KPIs in top quartile which shows the fund has performed exceptionally well. The fund does not have any KPI that are bottom quartile. You can read more about the fund KPIs in the Invesco India Arbitrage Fund performance snapshot section. | 4.55% | 4.13% | -0.10% | 0.00% | -0.03 | -0.01 | 0.37 |
|
Nippon India Arbitrage Fund |
2 | The Nippon India Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 22 funds. The fund has 13 KPIs that are in top quartile. The fund has 68% of the KPIs that are in top quartile. The fund has over 50% KPIs in top quartile which shows the fund has performed exceptionally well. The fund does not have any KPI that are bottom quartile. You can read more about the fund KPIs in the Nippon India Arbitrage Fund performance snapshot section. | 3.72% | 3.98% | -0.18% | -0.04% | -0.07 | -0.03 | 0.39 |
|
Uti Arbitrage Fund |
3 | The Uti Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 22 funds. The fund has nine KPIs that are in top quartile. The fund has 47% of the KPIs that are in top quartile. The fund does not have any KPI that are bottom quartile. You can read more about the fund KPIs in the Uti Arbitrage Fund performance snapshot section. | 3.50% | 3.94% | -0.10% | -0.11% | -0.07 | -0.03 | 0.36 |
|
L&T Arbitrage Opportunities Fund |
4 | None | % | % | -0.12% | 0.00% | -0.09 | -0.03 | 0.40 |
Aditya Birla Sun Life Arbitrage Fund Performance Snapshot (Direct Plan)
| KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| 1M Return % |
0.44
|
0.41
|
Yes
|
No
|
No
|
13/24 | 0.20 / 0.51 |
| 1M Rolling Return % |
0.36
|
0.35
|
Yes
|
No
|
No
|
9/24 | 0.24 / 0.45 |
| 3M Return % |
1.26
|
1.24
|
Yes
|
No
|
No
|
14/24 | 0.74 / 1.53 |
| 3M Rolling Return % |
1.02
|
0.99
|
Yes
|
No
|
No
|
10/24 | 0.68 / 1.26 |
| 6M Return % |
2.28
|
2.16
|
Yes
|
No
|
No
|
10/24 | 1.44 / 2.71 |
| 6M Rolling Return % |
2.03
|
1.96
|
Yes
|
No
|
No
|
9/24 | 1.32 / 2.46 |
| 1Y Return % |
4.28
|
4.10
|
Yes
|
No
|
No
|
10/23 | 2.85 / 5.26 |
| 1Y Rolling Return % |
4.45
|
4.15
|
Yes
|
No
|
No
|
9/22 | 2.98 / 4.70 |
| 3Y Return % |
4.57
|
4.29
|
Yes
|
No
|
No
|
7/21 | 3.27 / 4.93 |
| 3Y Rolling Return % |
5.41
|
5.17
|
Yes
|
No
|
No
|
5/16 | 4.00 / 5.63 |
| 5Y Return % |
5.45
|
5.30
|
Yes
|
No
|
No
|
7/15 | 4.40 / 5.72 |
| Standard Deviation |
0.77
|
0.77
|
Yes
|
No
|
No
|
10/22 | 0.63 / 0.84 |
| Semi Deviation |
0.55
|
0.54
|
No
|
No
|
No
|
11/22 | 0.47 / 0.59 |
| Max Drawdown |
-0.27
|
-0.25
|
No
|
No
|
No
|
12/22 | -0.50 / -0.09 |
| VaR 1 Y |
-0.08
|
-0.13
|
Yes
|
No
|
No
|
8/22 | -0.45 / 0.00 |
| Average Drawdown |
-0.15
|
-0.15
|
No
|
No
|
No
|
11/22 | -0.30 / -0.05 |
| Sharpe Ratio |
-0.15
|
-0.55
|
Yes
|
No
|
No
|
9/22 | -2.39 / 0.14 |
| Sterling Ratio |
0.43
|
0.40
|
Yes
|
No
|
No
|
8/22 | 0.27 / 0.45 |
| Sortino Ratio |
-0.06
|
-0.17
|
Yes
|
No
|
No
|
9/22 | -0.60 / 0.07 |
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2022 KPIs: Key Performance Indicators
Aditya Birla Sun Life Arbitrage Fund Regular vs Direct Plan Performance
| Parameters | Regular Plan | Direct Plan |
|---|---|---|
| 1M Return % | 0.38% | 0.44% |
| 1M Rolling Return % | 0.30% | 0.36% |
| 3M Return % | 1.08% | 1.26% |
| 3M Rolling Return % | 0.85% | 1.02% |
| 6M Return % | 1.92% | 2.28% |
| 6M Rolling Return % | 1.68% | 2.03% |
| 1Y Return % | 3.56% | 4.28% |
| 1Y Rolling Return % | 3.76% | 4.45% |
| 3Y Return % | 3.90% | 4.57% |
| 3Y Rolling Return % | 4.77% | 5.41% |
| 5Y Return % | 4.80% | 5.45% |
| Standard Deviation | 0.77% | 0.77% |
| Semi Deviation | 0.55% | 0.55% |
| Max Drawdown | -0.27% | -0.27% |
| VaR 1 Y | -0.08% | -0.08% |
| Average Drawdown | -0.15% | -0.15% |
| Sharpe Ratio | -0.15% | -0.15% |
| Sterling Ratio | 0.43% | 0.43% |
| Sortino Ratio | -0.06% | -0.06% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized ReturnsArbitrage Fund Category Performance Analysis
Return Chart (Regular Plan)
| Fund Name | 1D Return | 1W Return | 1M Return | 3M Return | 6M Return | 1Y Return | 3Y Return | 5Y Return | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Nippon India Arbitrage Fund |
0.11
|
1 |
0.18
|
1 |
0.45
|
1 |
1.16
|
6 |
1.98
|
6 |
3.72
|
6 |
3.98
|
6 |
5.00
|
1 |
| Bank Of India Arbitrage Fund |
0.10
|
2 |
0.15
|
2 |
0.33
|
19 |
0.82
|
22 |
1.36
|
21 |
2.48
|
20 |
2.65
|
18 |
|
|
| Baroda Bnp Paribas Arbitrage Fund |
0.09
|
3 |
0.12
|
15 |
0.39
|
9 |
1.07
|
16 |
1.77
|
17 |
|
|
|
|||
| Mirae Asset Arbitrage Fund |
0.08
|
4 |
0.14
|
9 |
0.40
|
7 |
1.10
|
11 |
1.91
|
12 |
3.54
|
9 |
|
|
||
| Hdfc Arbitrage Fund |
0.08
|
5 |
0.14
|
3 |
0.39
|
11 |
1.14
|
8 |
1.95
|
8 |
3.50
|
11 |
3.60
|
15 |
4.45
|
12 |
| Axis Arbitrage Fund |
0.08
|
6 |
0.12
|
17 |
0.36
|
17 |
1.04
|
18 |
1.75
|
18 |
3.75
|
5 |
3.90
|
8 |
4.78
|
9 |
| Aditya Birla Sun Life Arbitrage Fund |
0.08
|
7 |
0.13
|
11 |
0.38
|
13 |
1.08
|
14 |
1.92
|
11 |
3.56
|
8 |
3.90
|
9 |
4.80
|
8 |
| Invesco India Arbitrage Fund |
0.08
|
8 |
0.13
|
10 |
0.44
|
2 |
1.36
|
1 |
2.36
|
1 |
4.55
|
1 |
4.13
|
1 |
4.89
|
4 |
| Idfc Arbitrage Fund |
0.08
|
9 |
0.14
|
7 |
0.42
|
4 |
1.15
|
7 |
1.94
|
9 |
3.53
|
10 |
3.68
|
13 |
4.72
|
10 |
| Icici Prudential Equity - Arbitrage Fund |
0.08
|
10 |
0.14
|
4 |
0.41
|
6 |
1.18
|
4 |
2.02
|
4 |
3.69
|
7 |
3.98
|
5 |
4.85
|
6 |
| Pgim India Arbitrage Fund |
0.07
|
11 |
0.11
|
20 |
0.37
|
16 |
1.08
|
15 |
1.77
|
16 |
3.33
|
17 |
3.65
|
14 |
4.49
|
11 |
| Jm Arbitrage Fund |
0.07
|
12 |
0.14
|
6 |
0.34
|
18 |
1.10
|
12 |
1.84
|
15 |
3.39
|
16 |
2.94
|
17 |
3.94
|
13 |
| Edelweiss Arbitrage Fund |
0.07
|
13 |
0.13
|
12 |
0.39
|
8 |
1.13
|
9 |
1.98
|
5 |
3.80
|
4 |
4.09
|
4 |
4.95
|
3 |
| None |
0.07
|
14 |
0.14
|
5 |
0.41
|
5 |
1.24
|
2 |
2.11
|
2 |
3.98
|
2 |
3.85
|
10 |
4.80
|
7 |
| Tata Arbitrage Fund |
0.07
|
15 |
0.12
|
18 |
0.37
|
15 |
1.09
|
13 |
1.93
|
10 |
3.49
|
13 |
4.11
|
3 |
|
|
| Mahindra Manulife Arbitrage Yojana |
0.07
|
16 |
0.10
|
21 |
0.22
|
22 |
0.86
|
20 |
1.43
|
20 |
2.72
|
19 |
|
|
||
| Kotak Equity Arbitrage Fund |
0.07
|
17 |
0.14
|
8 |
0.39
|
10 |
1.17
|
5 |
2.02
|
3 |
3.95
|
3 |
4.12
|
2 |
4.99
|
2 |
| Dsp Arbitrage Fund |
0.06
|
18 |
0.13
|
13 |
0.43
|
3 |
1.18
|
3 |
1.97
|
7 |
3.47
|
14 |
3.70
|
12 |
|
|
| Union Arbitrage Fund |
0.06
|
19 |
0.12
|
16 |
0.38
|
12 |
1.11
|
10 |
1.84
|
13 |
3.12
|
18 |
3.80
|
11 |
|
|
| Uti Arbitrage Fund |
0.06
|
20 |
0.12
|
14 |
0.38
|
14 |
1.07
|
17 |
1.84
|
14 |
3.50
|
12 |
3.94
|
7 |
4.87
|
5 |
| Iti Arbitrage Fund |
0.06
|
21 |
0.09
|
22 |
0.14
|
23 |
0.55
|
23 |
1.05
|
23 |
2.06
|
22 |
2.58
|
20 |
|
|
| Indiabulls Arbitrage Fund |
0.05
|
22 |
0.12
|
19 |
0.27
|
20 |
0.85
|
21 |
1.19
|
22 |
2.21
|
21 |
2.60
|
19 |
3.93
|
14 |
| Lic Mf Arbitrage Fund |
0.00
|
23 |
-0.01
|
23 |
0.23
|
21 |
1.00
|
19 |
1.74
|
19 |
3.43
|
15 |
3.44
|
16 |
|
|
| L&T Arbitrage Opportunities Fund |
|
|
|
|
|
|
|
|
||||||||
| Fund Name | 1D Return | 1W Return | 1M Return | 3M Return | 6M Return | 1Y Return | 3Y Return | 5Y Return | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
|
Nippon India Arbitrage Fund |
0.12
|
1 |
0.19
|
1 |
0.51
|
1 |
1.35
|
3 |
2.35
|
2 |
4.48
|
5 |
4.72
|
4 |
5.72
|
1 |
|
Bank Of India Arbitrage Fund |
0.10
|
2 |
0.16
|
4 |
0.37
|
20 |
0.93
|
23 |
1.58
|
22 |
2.92
|
21 |
3.27
|
21 |
|
|
|
Baroda Bnp Paribas Arbitrage Fund |
0.10
|
3 |
0.13
|
16 |
0.44
|
9 |
1.23
|
17 |
2.08
|
20 |
|
|
|
|||
|
Mirae Asset Arbitrage Fund |
0.09
|
4 |
0.15
|
8 |
0.46
|
5 |
1.30
|
9 |
2.28
|
11 |
4.28
|
9 |
|
|
||
|
Hdfc Arbitrage Fund |
0.08
|
5 |
0.16
|
2 |
0.44
|
11 |
1.30
|
11 |
2.28
|
12 |
4.18
|
14 |
4.27
|
15 |
5.12
|
12 |
|
Hdfc Arbitrage Fund |
0.08
|
6 |
0.16
|
3 |
0.44
|
12 |
1.30
|
12 |
2.27
|
13 |
4.18
|
13 |
4.27
|
16 |
5.12
|
13 |
|
Axis Arbitrage Fund |
0.08
|
7 |
0.13
|
19 |
0.42
|
18 |
1.23
|
18 |
2.12
|
18 |
4.52
|
4 |
4.68
|
6 |
5.57
|
3 |
|
Aditya Birla Sun Life Arbitrage Fund |
0.08
|
8 |
0.15
|
13 |
0.44
|
13 |
1.26
|
14 |
2.28
|
10 |
4.28
|
10 |
4.57
|
7 |
5.45
|
7 |
|
Invesco India Arbitrage Fund |
0.08
|
9 |
0.15
|
12 |
0.50
|
2 |
1.53
|
1 |
2.71
|
1 |
5.26
|
1 |
4.83
|
3 |
5.57
|
4 |
|
Idfc Arbitrage Fund |
0.08
|
10 |
0.15
|
6 |
0.47
|
4 |
1.33
|
5 |
2.29
|
8 |
4.26
|
12 |
4.42
|
10 |
5.46
|
6 |
|
Icici Prudential Equity - Arbitrage Fund |
0.08
|
11 |
0.16
|
5 |
0.45
|
7 |
1.32
|
7 |
2.31
|
7 |
4.27
|
11 |
4.55
|
8 |
5.44
|
8 |
|
Dsp Arbitrage Fund |
0.08
|
12 |
0.15
|
11 |
0.48
|
3 |
1.34
|
4 |
2.28
|
9 |
4.09
|
16 |
4.32
|
13 |
|
|
|
Pgim India Arbitrage Fund |
0.08
|
13 |
0.13
|
21 |
0.43
|
15 |
1.25
|
15 |
2.10
|
19 |
4.03
|
17 |
4.32
|
14 |
5.13
|
11 |
|
Jm Arbitrage Fund |
0.08
|
14 |
0.15
|
7 |
0.39
|
19 |
1.25
|
16 |
2.17
|
15 |
4.02
|
18 |
3.43
|
18 |
4.40
|
15 |
|
Edelweiss Arbitrage Fund |
0.07
|
15 |
0.14
|
14 |
0.45
|
8 |
1.32
|
8 |
2.34
|
4 |
4.55
|
3 |
4.85
|
2 |
5.69
|
2 |
|
None |
0.07
|
16 |
0.15
|
9 |
0.45
|
6 |
1.36
|
2 |
2.35
|
3 |
4.46
|
6 |
4.32
|
12 |
5.32
|
10 |
|
Tata Arbitrage Fund |
0.07
|
17 |
0.13
|
18 |
0.44
|
10 |
1.30
|
10 |
2.33
|
5 |
4.31
|
8 |
4.93
|
1 |
|
|
|
Mahindra Manulife Arbitrage Yojana |
0.07
|
18 |
0.12
|
22 |
0.29
|
23 |
1.08
|
21 |
1.86
|
21 |
3.60
|
20 |
|
|
||
|
Kotak Equity Arbitrage Fund |
0.07
|
19 |
0.15
|
10 |
0.43
|
14 |
1.32
|
6 |
2.32
|
6 |
4.56
|
2 |
4.71
|
5 |
5.55
|
5 |
|
Union Arbitrage Fund |
0.06
|
20 |
0.13
|
17 |
0.43
|
16 |
1.27
|
13 |
2.15
|
16 |
3.77
|
19 |
4.33
|
11 |
|
|
|
Uti Arbitrage Fund |
0.06
|
21 |
0.14
|
15 |
0.42
|
17 |
1.22
|
19 |
2.13
|
17 |
4.10
|
15 |
4.53
|
9 |
5.43
|
9 |
|
Iti Arbitrage Fund |
0.06
|
22 |
0.11
|
23 |
0.20
|
24 |
0.74
|
24 |
1.44
|
24 |
2.85
|
23 |
3.36
|
19 |
|
|
|
Indiabulls Arbitrage Fund |
0.05
|
23 |
0.13
|
20 |
0.32
|
21 |
1.01
|
22 |
1.53
|
23 |
2.91
|
22 |
3.30
|
20 |
4.56
|
14 |
|
Lic Mf Arbitrage Fund |
0.00
|
24 |
0.01
|
24 |
0.29
|
22 |
1.21
|
20 |
2.18
|
14 |
4.32
|
7 |
4.18
|
17 |
|
|
|
L&T Arbitrage Opportunities Fund |
|
|
|
|
|
|
|
|
||||||||
| Fund Name | 1 Month Median Return | 3 Month Median Return | 6 Month Median Return | 1 Year Median Return | 3 Year Median Return | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Aditya Birla Sun Life Arbitrage Fund |
0.30
|
8 |
0.85
|
10 |
1.68
|
10 |
3.76
|
11 |
4.77
|
6 |
| Axis Arbitrage Fund |
0.33
|
5 |
0.97
|
2 |
1.93
|
3 |
3.82
|
8 |
4.62
|
8 |
| Boi Axa Arbitrage Fund |
0.20
|
21 |
0.57
|
21 |
1.10
|
21 |
2.40
|
20 |
|
|
| Dsp Arbitrage Fund |
0.30
|
11 |
0.81
|
18 |
1.58
|
18 |
3.49
|
16 |
|
|
| Edelweiss Arbitrage Fund |
0.33
|
4 |
0.94
|
5 |
1.85
|
5 |
3.90
|
2 |
4.88
|
1 |
| Hdfc Arbitrage Fund |
0.30
|
13 |
0.82
|
14 |
1.59
|
17 |
3.50
|
15 |
4.38
|
13 |
| Icici Prudential Equity - Arbitrage Fund |
0.32
|
6 |
0.89
|
7 |
1.75
|
7 |
3.82
|
7 |
4.73
|
7 |
| Idfc Arbitrage Fund |
0.30
|
9 |
0.84
|
11 |
1.65
|
11 |
3.57
|
12 |
4.56
|
10 |
| Indiabulls Arbitrage Fund |
0.19
|
23 |
0.51
|
23 |
1.04
|
22 |
2.31
|
21 |
3.84
|
14 |
| Invesco India Arbitrage Fund |
0.40
|
1 |
1.09
|
1 |
2.11
|
1 |
3.81
|
9 |
4.58
|
9 |
| Iti Arbitrage Fund |
0.20
|
22 |
0.54
|
22 |
1.03
|
23 |
2.45
|
19 |
|
|
| Jm Arbitrage Fund |
0.28
|
18 |
0.79
|
19 |
1.56
|
19 |
2.82
|
18 |
3.59
|
15 |
| Kotak Equity Arbitrage Fund |
0.34
|
2 |
0.97
|
4 |
1.89
|
4 |
4.00
|
1 |
4.84
|
4 |
| Nippon India Arbitrage Fund |
0.31
|
7 |
0.90
|
6 |
1.78
|
6 |
3.84
|
6 |
4.81
|
5 |
| Pgim India Arbitrage Fund |
0.29
|
16 |
0.81
|
15 |
1.63
|
13 |
3.54
|
14 |
4.47
|
12 |
| None |
0.33
|
3 |
0.97
|
3 |
1.96
|
2 |
3.89
|
3 |
4.53
|
11 |
| Tata Arbitrage Fund |
0.30
|
10 |
0.83
|
12 |
1.63
|
14 |
3.89
|
4 |
|
|
| Union Arbitrage Fund |
0.26
|
19 |
0.81
|
17 |
1.61
|
15 |
3.55
|
13 |
|
|
| Uti Arbitrage Fund |
0.30
|
12 |
0.85
|
9 |
1.71
|
8 |
3.85
|
5 |
4.85
|
3 |
| L&T Arbitrage Opportunities Fund |
0.28
|
17 |
0.81
|
16 |
1.59
|
16 |
3.79
|
10 |
4.86
|
2 |
| Lic Mf Arbitrage Fund |
0.29
|
15 |
0.85
|
8 |
1.70
|
9 |
3.29
|
17 |
|
|
| Mirae Asset Arbitrage Fund |
0.29
|
14 |
0.82
|
13 |
1.64
|
12 |
|
|
||
| Mahindra Manulife Arbitrage Yojana |
0.23
|
20 |
0.66
|
20 |
1.29
|
20 |
|
|
||
| Fund Name | 1 Month Median Return | 3 Month Median Return | 6 Month Median Return | 1 Year Median Return | 3 Year Median Return | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Aditya Birla Sun Life Arbitrage Fund |
0.36
|
9 |
1.02
|
10 |
2.03
|
9 |
4.45
|
9 |
5.41
|
5 |
| Axis Arbitrage Fund |
0.39
|
2 |
1.16
|
2 |
2.31
|
2 |
4.60
|
4 |
5.39
|
7 |
| Boi Axa Arbitrage Fund |
0.24
|
24 |
0.68
|
24 |
1.32
|
24 |
2.98
|
22 |
|
|
| Dsp Arbitrage Fund |
0.35
|
12 |
0.95
|
19 |
1.88
|
19 |
4.10
|
16 |
|
|
| Edelweiss Arbitrage Fund |
0.39
|
4 |
1.12
|
3 |
2.22
|
3 |
4.65
|
2 |
5.63
|
1 |
| Hdfc Arbitrage Fund |
0.35
|
13 |
0.98
|
15 |
1.92
|
17 |
4.17
|
15 |
5.05
|
13 |
| Hdfc Arbitrage Fund |
0.35
|
15 |
0.98
|
14 |
1.92
|
16 |
4.18
|
14 |
5.05
|
12 |
| Icici Prudential Equity - Arbitrage Fund |
0.37
|
7 |
1.03
|
8 |
2.03
|
8 |
4.39
|
10 |
5.31
|
8 |
| Idfc Arbitrage Fund |
0.36
|
11 |
1.02
|
11 |
2.01
|
11 |
4.30
|
12 |
5.30
|
9 |
| Indiabulls Arbitrage Fund |
0.25
|
23 |
0.69
|
23 |
1.40
|
23 |
3.03
|
21 |
4.48
|
15 |
| Invesco India Arbitrage Fund |
0.45
|
1 |
1.26
|
1 |
2.46
|
1 |
4.51
|
6 |
5.26
|
10 |
| Iti Arbitrage Fund |
0.27
|
22 |
0.73
|
22 |
1.42
|
22 |
3.23
|
20 |
|
|
| Jm Arbitrage Fund |
0.33
|
19 |
0.94
|
20 |
1.84
|
20 |
3.24
|
19 |
4.00
|
16 |
| Kotak Equity Arbitrage Fund |
0.39
|
3 |
1.11
|
4 |
2.19
|
5 |
4.61
|
3 |
5.40
|
6 |
| Nippon India Arbitrage Fund |
0.37
|
6 |
1.08
|
6 |
2.14
|
6 |
4.56
|
5 |
5.53
|
2 |
| Pgim India Arbitrage Fund |
0.34
|
17 |
0.98
|
17 |
1.97
|
14 |
4.21
|
13 |
5.07
|
11 |
| None |
0.37
|
5 |
1.09
|
5 |
2.20
|
4 |
4.37
|
11 |
5.01
|
14 |
| Tata Arbitrage Fund |
0.36
|
8 |
1.03
|
9 |
2.03
|
10 |
4.70
|
1 |
|
|
| Union Arbitrage Fund |
0.31
|
20 |
0.97
|
18 |
1.92
|
18 |
4.03
|
18 |
|
|
| Uti Arbitrage Fund |
0.35
|
16 |
1.00
|
13 |
2.00
|
12 |
4.45
|
8 |
5.41
|
4 |
| L&T Arbitrage Opportunities Fund |
0.34
|
18 |
0.98
|
16 |
1.93
|
15 |
4.47
|
7 |
5.46
|
3 |
| Lic Mf Arbitrage Fund |
0.36
|
10 |
1.07
|
7 |
2.13
|
7 |
4.05
|
17 |
|
|
| Mirae Asset Arbitrage Fund |
0.35
|
14 |
1.00
|
12 |
1.99
|
13 |
|
|
||
| Mahindra Manulife Arbitrage Yojana |
0.30
|
21 |
0.87
|
21 |
1.71
|
21 |
|
|
||
| Fund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Bank Of India Arbitrage Fund |
-0.13
|
15 |
-0.10
|
3 |
-0.05
|
1 |
0.72
|
2 |
0.48
|
2 |
| Dsp Arbitrage Fund |
-0.13
|
14 |
-0.23
|
11 |
-0.14
|
10 |
0.81
|
17 |
0.56
|
18 |
| Edelweiss Arbitrage Fund |
-0.12
|
13 |
-0.28
|
14 |
-0.17
|
15 |
0.78
|
12 |
0.57
|
20 |
| Hdfc Arbitrage Fund |
-0.15
|
16 |
-0.30
|
16 |
-0.18
|
17 |
0.76
|
7 |
0.54
|
10 |
| Aditya Birla Sun Life Arbitrage Fund |
-0.08
|
8 |
-0.27
|
12 |
-0.15
|
11 |
0.77
|
10 |
0.55
|
11 |
| Axis Arbitrage Fund |
-0.23
|
19 |
-0.22
|
10 |
-0.15
|
13 |
0.76
|
5 |
0.54
|
8 |
| Icici Prudential Equity - Arbitrage Fund |
-0.04
|
5 |
-0.30
|
18 |
-0.16
|
14 |
0.79
|
15 |
0.56
|
17 |
| Idfc Arbitrage Fund |
-0.08
|
7 |
-0.27
|
13 |
-0.15
|
12 |
0.78
|
14 |
0.55
|
12 |
| Indiabulls Arbitrage Fund |
-0.35
|
21 |
-0.38
|
19 |
-0.11
|
8 |
0.83
|
21 |
0.56
|
15 |
| Invesco India Arbitrage Fund |
0.00
|
3 |
-0.10
|
2 |
-0.10
|
5 |
0.75
|
3 |
0.52
|
3 |
| Iti Arbitrage Fund |
-0.45
|
22 |
-0.20
|
9 |
-0.11
|
9 |
0.76
|
8 |
0.53
|
6 |
| Jm Arbitrage Fund |
-0.05
|
6 |
-0.46
|
21 |
-0.24
|
21 |
0.84
|
22 |
0.54
|
9 |
| Kotak Equity Arbitrage Fund |
-0.10
|
10 |
-0.29
|
15 |
-0.17
|
16 |
0.77
|
11 |
0.56
|
19 |
| Nippon India Arbitrage Fund |
-0.04
|
4 |
-0.18
|
6 |
-0.10
|
6 |
0.78
|
13 |
0.54
|
7 |
| Pgim India Arbitrage Fund |
-0.18
|
17 |
-0.30
|
17 |
-0.19
|
18 |
0.76
|
6 |
0.55
|
14 |
| None |
-0.09
|
9 |
-0.38
|
20 |
-0.21
|
20 |
0.82
|
18 |
0.59
|
21 |
| Tata Arbitrage Fund |
0.00
|
3 |
-0.19
|
8 |
-0.19
|
19 |
0.82
|
20 |
0.55
|
13 |
| Union Arbitrage Fund |
-0.22
|
18 |
-0.19
|
7 |
-0.10
|
7 |
0.82
|
19 |
0.56
|
16 |
| Uti Arbitrage Fund |
-0.11
|
12 |
-0.10
|
4 |
-0.07
|
2 |
0.76
|
4 |
0.53
|
4 |
| L&T Arbitrage Opportunities Fund |
0.00
|
3 |
-0.12
|
5 |
-0.09
|
4 |
0.77
|
9 |
0.53
|
5 |
| Lic Mf Arbitrage Fund |
-0.27
|
20 |
-0.50
|
22 |
-0.30
|
22 |
0.80
|
16 |
0.59
|
22 |
| Baroda Bnp Paribas Arbitrage Fund |
-0.11
|
11 |
-0.09
|
1 |
-0.09
|
3 |
0.63
|
1 |
0.47
|
1 |
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | Value | Rank | Value | Rank | % | Rank | % | Rank | % | Rank | ||
| Bank Of India Arbitrage Fund |
-1.64
|
20 |
-0.49
|
20 |
0.32
|
20 |
0.36
|
|
|
|
|
|
|||||||
| Dsp Arbitrage Fund |
-0.25
|
12 |
-0.10
|
12 |
0.42
|
11 |
0.37
|
|
|
|
|
|
|||||||
| Edelweiss Arbitrage Fund |
0.06
|
2 |
0.02
|
2 |
0.44
|
3 |
0.39
|
|
|
|
|
|
|||||||
| Hdfc Arbitrage Fund |
-0.54
|
16 |
-0.20
|
16 |
0.40
|
16 |
0.38
|
|
|
|
|
|
|||||||
| Aditya Birla Sun Life Arbitrage Fund |
-0.15
|
9 |
-0.06
|
9 |
0.43
|
8 |
0.39
|
|
|
|
|
|
|||||||
| Axis Arbitrage Fund |
-0.19
|
10 |
-0.07
|
10 |
0.43
|
10 |
0.37
|
|
|
|
|
|
|||||||
| Icici Prudential Equity - Arbitrage Fund |
-0.13
|
8 |
-0.05
|
8 |
0.43
|
9 |
0.42
|
|
|
|
|
|
|||||||
| Idfc Arbitrage Fund |
-0.35
|
13 |
-0.13
|
13 |
0.41
|
14 |
0.39
|
|
|
|
|
|
|||||||
| Indiabulls Arbitrage Fund |
-1.29
|
19 |
-0.41
|
19 |
0.33
|
19 |
0.38
|
|
|
|
|
|
|||||||
| Invesco India Arbitrage Fund |
-0.03
|
4 |
-0.01
|
4 |
0.44
|
2 |
0.37
|
|
|
|
|
|
|||||||
| Iti Arbitrage Fund |
-2.18
|
21 |
-0.58
|
21 |
0.27
|
22 |
0.39
|
|
|
|
|
|
|||||||
| Jm Arbitrage Fund |
-1.20
|
18 |
-0.41
|
18 |
0.33
|
18 |
0.48
|
|
|
|
|
|
|||||||
| Kotak Equity Arbitrage Fund |
0.05
|
3 |
0.02
|
3 |
0.44
|
4 |
0.41
|
|
|
|
|
|
|||||||
| Nippon India Arbitrage Fund |
-0.07
|
5 |
-0.03
|
5 |
0.44
|
7 |
0.39
|
|
|
|
|
|
|||||||
| Pgim India Arbitrage Fund |
-0.48
|
15 |
-0.17
|
15 |
0.40
|
15 |
0.39
|
|
|
|
|
|
|||||||
| None |
-0.22
|
11 |
-0.08
|
11 |
0.42
|
12 |
0.41
|
|
|
|
|
|
|||||||
| Tata Arbitrage Fund |
0.14
|
1 |
0.07
|
1 |
0.45
|
1 |
0.42
|
|
|
|
|
|
|||||||
| Union Arbitrage Fund |
-0.35
|
14 |
-0.13
|
14 |
0.41
|
13 |
0.38
|
|
|
|
|
|
|||||||
| Uti Arbitrage Fund |
-0.07
|
6 |
-0.03
|
6 |
0.44
|
5 |
0.36
|
|
|
|
|
|
|||||||
| L&T Arbitrage Opportunities Fund |
-0.09
|
7 |
-0.03
|
7 |
0.44
|
6 |
0.40
|
|
|
|
|
|
|||||||
| Lic Mf Arbitrage Fund |
-0.71
|
17 |
-0.24
|
17 |
0.37
|
17 |
0.41
|
|
|
|
|
|
|||||||
| Baroda Bnp Paribas Arbitrage Fund |
-2.39
|
22 |
-0.60
|
22 |
0.29
|
21 |
0.53
|
|
|
|
|
|
|||||||
Aditya Birla Sun Life Arbitrage Fund Additional Return Analysis
Aditya Birla Sun Life Arbitrage Fund Value of Investment
| Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|---|
| Regular Plan Value of 1000 Rupee | 1000.80 | 1001.34 | 1003.79 | 1010.80 | 1019.20 | 1035.58 | 1121.48 | 1263.91 |
| Direct Plan Value of 1000 Rupee | 1000.82 | 1001.48 | 1004.36 | 1012.61 | 1022.84 | 1042.81 | 1143.46 | 1304.12 |
Fund Information
| Fund Launch Date: 14/Jul/2009 |
| Fund Category: Arbitrage Fund |
| Investment Objective: The Scheme seeks to generate income by investing predominantly in equity and equity related instruments. Scheme intends to take advantage from the price differentials /mis-pricing prevailing for stock / index in various market segments (Cash & Future). |
| Fund Description: It is an open-ended equity scheme that strives to take advantage of the difference in prices of a security in the cash segment and derivatives segment by turning market volatility to its advantage. |
| Fund Benchmark: Nifty 50 Arbitrage |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
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This post will describe the methodology used for different calculations on this website.
