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Fund Name	NAV Date	NAV	Rupee Change	Percent Change
Edelweiss Arbitrage Fund - Regular Plan - IDCW Option	01/Jun/2023	12.2677	0.0077	0.0628%
Edelweiss Arbitrage Fund - Direct Plan - IDCW Option	01/Jun/2023	12.6428	0.0082	0.0649%
Edelweiss Arbitrage Fund - Monthly Regular Plan - IDCW Option	01/Jun/2023	13.658	0.0085	0.0623%
Edelweiss Arbitrage Fund - Monthly Direct Plan - IDCW Option	01/Jun/2023	14.5283	0.0094	0.0647%
Edelweiss Arbitrage Fund- Regular Plan- Growth Option	01/Jun/2023	16.7176	0.0105	0.0628%
Edelweiss Arbitrage Fund- Regular Plan -Bonus Option	01/Jun/2023	16.7212	0.0105	0.0628%
Edelweiss Arbitrage Fund- Direct Plan- Growth Option	01/Jun/2023	17.6851	0.0115	0.0651%

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.

Fund Performance Analysis

Edelweiss Arbitrage Fund Analysis

Performance Summary of Fund

Bmsmoney Arbitrage Fund Category Rank: 12

Positive Aspects of Fund

Negative Aspects of Fund

Edelweiss Arbitrage Fund Performance Snapshot (Regular Plan)

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KPIs^*	Fund	Cat. Avg	Better Than Cat. Avg	In 1^st Quartile	In 4^th Quartile	Rank _{(In Cat.)}	Min / Max
1M Return %	0.64	0.61	Yes	No	No	7/23	0.45 / 0.75
1M Rolling Return %	0.44	0.42	Yes	Yes	No	5/23	0.29 / 0.49
3M Return %	1.82	1.73	Yes	No	No	8/23	1.41 / 1.97
3M Rolling Return %	1.13	1.08	Yes	No	No	8/23	0.67 / 1.36
6M Return %	3.60	3.41	Yes	Yes	No	6/23	2.68 / 3.86
6M Rolling Return %	2.00	1.84	Yes	Yes	No	5/23	1.23 / 2.39
1Y Return %	5.64	5.26	Yes	Yes	No	5/23	3.67 / 6.15
1Y Rolling Return %	3.93	3.56	Yes	Yes	No	4/20	2.40 / 4.08
3Y Return %	4.28	3.95	Yes	Yes	No	4/20	2.80 / 4.50
3Y Rolling Return %	4.74	4.33	Yes	Yes	No	1/16	3.34 / 4.74
5Y Return %	5.08	4.80	Yes	Yes	No	2/15	3.92 / 5.13
Standard Deviation	0.72	0.71	No	No	No	14/20	0.61 / 0.77
Semi Deviation	0.54	0.52	No	No	Yes	16/20	0.43 / 0.59
Max Drawdown	-0.28	-0.26	No	No	No	12/20	-0.50 / -0.10
VaR 1 Y	-0.22	-0.20	No	No	No	14/20	-0.42 / 0.00
Average Drawdown	-0.17	-0.16	No	No	No	13/20	-0.46 / -0.05
Sharpe Ratio	-4.01	-4.60	Yes	No	No	6/20	-6.74 / -3.66
Sterling Ratio	0.40	0.37	Yes	No	No	6/20	0.25 / 0.43
Sortino Ratio	-0.77	-0.80	Yes	No	No	6/20	-0.90 / -0.75

_{Returns, performance summary of fund and return related sentences are updated daily. Last Updated On :

June 1, 2023.}
_{Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On :

March 31, 2023} _{KPIs: Key Performance Indicators}

Edelweiss Arbitrage Fund Performance vs Category Average

All parametrs are in percentage

Top Performing Peers of Edelweiss Arbitrage Fund

Top Performing Funds in Arbitrage Fund Category

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Fund Name	Category Rank	Analysis	1Y Return	3Y Return	Max Drawdown	VaR _{1Y 95%}	Sharpe Ratio	Sortino Ratio	Hurst Index
Invesco India Arbitrage Fund	3	The Invesco India Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 23 funds. The fund has 14 KPIs that are in top quartile. The fund has 74% 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.	6.15%	4.50%	-0.10%	0.00%	-3.80	-0.76	0.41
Nippon India Arbitrage Fund	1	The Nippon India Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 23 funds. The fund has eight KPIs that are in top quartile. The fund has 42% 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 Nippon India Arbitrage Fund performance snapshot section.	5.46%	4.24%	-0.18%	-0.11%	-4.23	-0.79	0.45
Tata Arbitrage Fund	4	The Tata Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 23 funds. The fund has four KPIs that are in top quartile. The fund has 24% of the KPIs that are in top quartile. The fund has two KPIs that are in bottom quartile. The fund has 12% of the KPIs that are in bottom quartile. You can read more about the fund KPIs in the Tata Arbitrage Fund performance snapshot section.	5.55%	4.25%	-0.19%	-0.01%	-3.81	-0.77	0.47
Uti Arbitrage Fund	2	The Uti Arbitrage Fund is a Arbitrage Fund. In the Arbitrage Fund category there are 23 funds. The fund has seven KPIs that are in top quartile. The fund has 37% 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.	5.40%	4.24%	-0.10%	-0.16%	-4.29	-0.79	0.41

Edelweiss Arbitrage Fund Performance Snapshot (Direct Plan)

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KPIs	Fund	Cat. Avg	Better Than Cat. Avg	In 1^st Quartile	In 4^th Quartile	Rank _{(In Cat.)}	Min / Max
1M Return %	0.70	0.67	Yes	No	No	8/24	0.52 / 0.78
1M Rolling Return %	0.50	0.48	Yes	No	No	7/24	0.35 / 0.55
3M Return %	2.01	1.92	Yes	No	No	8/24	1.57 / 2.09
3M Rolling Return %	1.31	1.25	Yes	No	No	8/24	0.85 / 1.53
6M Return %	3.97	3.77	Yes	Yes	No	6/24	3.07 / 4.10
6M Rolling Return %	2.37	2.19	Yes	Yes	No	4/24	1.59 / 2.74
1Y Return %	6.39	5.99	Yes	Yes	No	5/24	4.46 / 6.87
1Y Rolling Return %	4.68	4.23	Yes	Yes	No	3/21	2.97 / 4.71
3Y Return %	5.02	4.62	Yes	Yes	No	4/21	3.50 / 5.20
3Y Rolling Return %	5.50	4.96	Yes	Yes	No	1/17	3.92 / 5.50
5Y Return %	5.83	5.44	Yes	Yes	No	1/16	4.57 / 5.83
Standard Deviation	0.72	0.71	No	No	No	14/20	0.61 / 0.77
Semi Deviation	0.54	0.52	No	No	Yes	16/20	0.43 / 0.59
Max Drawdown	-0.28	-0.26	No	No	No	12/20	-0.50 / -0.10
VaR 1 Y	-0.22	-0.20	No	No	No	14/20	-0.42 / 0.00
Average Drawdown	-0.17	-0.16	No	No	No	13/20	-0.46 / -0.05
Sharpe Ratio	-4.01	-4.60	Yes	No	No	6/20	-6.74 / -3.66
Sterling Ratio	0.40	0.37	Yes	No	No	6/20	0.25 / 0.43
Sortino Ratio	-0.77	-0.80	Yes	No	No	6/20	-0.90 / -0.75

_{Returns, performance summary of fund and return related sentences are updated daily. Last Updated On :

June 1, 2023.}
_{Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On :

March 31, 2023} _{KPIs: Key Performance Indicators}

Edelweiss Arbitrage Fund Regular vs Direct Plan Performance

Parameters	Regular Plan	Direct Plan
1M Return %	0.64%	0.70%
1M Rolling Return %	0.44%	0.50%
3M Return %	1.82%	2.01%
3M Rolling Return %	1.13%	1.31%
6M Return %	3.60%	3.97%
6M Rolling Return %	2.00%	2.37%
1Y Return %	5.64%	6.39%
1Y Rolling Return %	3.93%	4.68%
3Y Return %	4.28%	5.02%
3Y Rolling Return %	4.74%	5.50%
5Y Return %	5.08%	5.83%
Standard Deviation	0.72%	0.72%
Semi Deviation	0.54%	0.54%
Max Drawdown	-0.28%	-0.28%
VaR 1 Y	-0.22%	-0.22%
Average Drawdown	-0.17%	-0.17%
Sharpe Ratio	-4.01%	-4.01%
Sterling Ratio	0.40%	0.40%
Sortino Ratio	-0.77%	-0.77%

Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.

_{Annulized Returns}

Methodology

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Arbitrage Fund Category Performance Analysis

Return Chart (Regular Plan)

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Returns (Regular Plan)

Fund Name	1D Return		1W Return		1M Return		3M Return		6M Return		1Y Return		3Y Return		5Y Return
Fund Name	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank
Kotak Equity Arbitrage Fund	0.10	1	0.13	5	0.68	3	1.89	2	3.72	3	5.81	3	4.45	2	5.13	1
Invesco India Arbitrage Fund	0.09	2	0.08	20	0.64	8	1.85	4	3.75	2	6.15	1	4.50	1	5.04	3
Mirae Asset Arbitrage Fund	0.09	3	0.14	3	0.64	9	1.84	5	3.51	11	5.45	11
Idfc Arbitrage Fund	0.09	4	0.11	6	0.65	6	1.88	3	3.63	4	5.62	7	4.13	11	4.86	11
Jm Arbitrage Fund	0.09	5	0.11	7	0.55	20	1.66	18	3.34	16	5.22	16	3.48	17	4.11	14
Hdfc Arbitrage Fund	0.08	6	0.09	14	0.58	19	1.41	22	3.19	19	5.15	18	3.93	15	4.56	13
Lic Mf Arbitrage Fund	0.08	7	0.09	17	0.59	16	1.68	17	3.31	18	5.21	17	3.78	16
Axis Arbitrage Fund	0.07	8	0.11	10	0.63	11	1.78	14	3.47	14	5.26	14	4.16	10	4.90	9
Union Arbitrage Fund	0.07	9	0.18	2	0.68	2	1.81	11	3.48	12	5.41	12	3.96	14
Tata Arbitrage Fund	0.07	10	0.09	15	0.60	15	1.81	10	3.56	7	5.55	8	4.25	6
Uti Arbitrage Fund	0.06	11	0.08	21	0.59	17	1.80	13	3.56	8	5.40	13	4.24	8	4.99	5
Edelweiss Arbitrage Fund	0.06	12	0.09	16	0.64	7	1.82	8	3.60	6	5.64	5	4.28	4	5.08	2
Nippon India Arbitrage Fund	0.06	13	0.14	4	0.65	5	1.82	7	3.39	15	5.46	10	4.24	7	5.01	4
Aditya Birla Sun Life Arbitrage Fund	0.05	14	0.10	12	0.64	10	1.82	9	3.55	9	5.49	9	4.17	9	4.94	8
Icici Prudential Equity - Arbitrage Fund	0.05	15	0.10	11	0.61	13	1.83	6	3.55	10	5.63	6	4.26	5	4.98	6
Pgim India Arbitrage Fund	0.05	16	0.09	18	0.58	18	1.69	16	3.32	17	5.11	19	4.00	13	4.63	12
Dsp Arbitrage Fund	0.04	17	0.11	8	0.62	12	1.80	12	3.62	5	5.65	4	4.07	12	4.86	10
Sbi Arbitrage Opportunities Fund	0.04	18	0.20	1	0.75	1	1.97	1	3.86	1	6.05	2	4.39	3	4.94	7
Iti Arbitrage Fund	0.04	19	0.10	13	0.66	4	1.55	19	2.68	23	3.67	23	2.83	19
Baroda Bnp Paribas Arbitrage Fund	0.04	20	0.03	23	0.61	14	1.77	15	3.48	13	5.25	15
Indiabulls Arbitrage Fund	0.04	21	0.11	9	0.52	22	1.41	23	2.83	22	4.11	22	2.80	20	3.92	15
Bank Of India Arbitrage Fund	0.01	22	0.07	22	0.53	21	1.52	20	3.08	20	4.44	20	3.03	18
Mahindra Manulife Arbitrage Yojana	-0.12	23	0.09	19	0.45	23	1.50	21	2.92	21	4.35	21

Returns (Direct Plan)

Fund Name	1D Return		1W Return		1M Return		3M Return		6M Return		1Y Return		3Y Return		5Y Return
Fund Name	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank
Kotak Equity Arbitrage Fund	0.10	1	0.15	5	0.73	2	2.05	3	4.03	3	6.43	3	5.06	3	5.71	4
Invesco India Arbitrage Fund	0.09	2	0.10	21	0.70	9	2.02	6	4.10	2	6.87	1	5.20	1	5.73	3
Idfc Arbitrage Fund	0.09	3	0.13	6	0.71	7	2.06	2	3.98	5	6.35	6	4.86	9	5.60	7
Jm Arbitrage Fund	0.09	4	0.12	7	0.61	21	1.84	20	3.70	18	5.92	18	4.02	18	4.60	15
Mirae Asset Arbitrage Fund	0.09	5	0.17	3	0.71	6	2.04	5	3.89	9	6.23	11
Hdfc Arbitrage Fund	0.08	6	0.11	15	0.63	19	1.91	16	3.86	11	6.17	13	4.72	12	5.30	13
Hdfc Arbitrage Fund	0.08	7	0.10	16	0.63	20	1.91	17	3.86	12	6.17	12	4.72	13	5.30	12
Lic Mf Arbitrage Fund	0.08	8	0.10	19	0.65	16	1.85	19	3.68	20	6.04	15	4.53	16
Axis Arbitrage Fund	0.07	9	0.12	10	0.69	11	1.97	11	3.85	14	6.04	14	4.94	6	5.68	5
Union Arbitrage Fund	0.07	10	0.19	2	0.72	4	1.93	14	3.75	17	6.00	17	4.49	17
Tata Arbitrage Fund	0.07	11	0.11	14	0.67	13	2.02	7	3.99	4	6.40	4	5.06	2
Edelweiss Arbitrage Fund	0.07	12	0.10	17	0.70	8	2.01	8	3.97	6	6.39	5	5.02	4	5.83	1
Uti Arbitrage Fund	0.06	13	0.09	22	0.64	17	1.95	13	3.86	10	6.00	16	4.84	10	5.57	9
Nippon India Arbitrage Fund	0.06	14	0.15	4	0.71	5	2.05	4	3.85	15	6.32	7	5.00	5	5.76	2
Aditya Birla Sun Life Arbitrage Fund	0.06	15	0.11	11	0.70	10	1.99	9	3.91	8	6.23	10	4.87	7	5.61	6
Icici Prudential Equity - Arbitrage Fund	0.05	16	0.11	13	0.66	14	1.99	10	3.86	13	6.24	9	4.83	11	5.57	8
Pgim India Arbitrage Fund	0.05	17	0.10	20	0.63	18	1.87	18	3.68	19	5.83	20	4.69	15	5.27	14
Dsp Arbitrage Fund	0.04	18	0.12	8	0.68	12	1.97	12	3.95	7	6.30	8	4.69	14	5.50	10
Iti Arbitrage Fund	0.04	19	0.11	12	0.73	3	1.75	21	3.07	24	4.46	24	3.61	19
Sbi Arbitrage Opportunities Fund	0.04	20	0.21	1	0.78	1	2.09	1	4.10	1	6.54	2	4.86	8	5.45	11
Indiabulls Arbitrage Fund	0.04	21	0.12	9	0.57	23	1.57	24	3.15	23	4.79	23	3.50	21	4.57	16
Baroda Bnp Paribas Arbitrage Fund	0.04	22	0.04	24	0.66	15	1.93	15	3.80	16	5.91	19
Bank Of India Arbitrage Fund	0.01	23	0.08	23	0.58	22	1.61	23	3.26	22	4.85	22	3.57	20
Mahindra Manulife Arbitrage Yojana	-0.12	24	0.10	18	0.52	24	1.72	22	3.35	21	5.24	21

Rolling Returns (Regular Plan)

Fund Name	1 Month Median Return		3 Month Median Return		6 Month Median Return		1 Year Median Return		3 Year Median Return
Fund Name	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank
Aditya Birla Sun Life Arbitrage Fund	0.42	15	1.08	15	1.90	14	3.89	8	4.61	5
Axis Arbitrage Fund	0.41	17	1.06	19	2.00	6	3.94	3	4.54	7
Boi Axa Arbitrage Fund	0.35	21	0.83	22	1.37	21	2.41	19	3.34	16
Dsp Arbitrage Fund	0.43	12	1.15	6	1.95	7	3.54	15	4.43	10
Edelweiss Arbitrage Fund	0.44	5	1.13	8	2.00	5	3.93	4	4.74	1
Hdfc Arbitrage Fund	0.41	19	1.12	10	1.92	10	3.64	11	4.22	13
Icici Prudential Equity - Arbitrage Fund	0.45	4	1.18	3	2.01	4	3.88	9	4.59	6
Idfc Arbitrage Fund	0.44	8	1.15	5	1.92	9	3.64	12	4.35	11
Indiabulls Arbitrage Fund	0.34	22	0.86	21	1.27	22	2.40	20	3.56	14
Invesco India Arbitrage Fund	0.49	1	1.36	1	2.39	1	3.90	6	4.54	8
Iti Arbitrage Fund	0.29	23	0.67	23	1.23	23	2.47	18
Jm Arbitrage Fund	0.44	9	1.11	13	1.83	17	3.12	17	3.49	15
Kotak Equity Arbitrage Fund	0.46	3	1.18	4	2.10	3	4.07	2	4.72	2
Nippon India Arbitrage Fund	0.44	10	1.15	7	1.94	8	3.89	7	4.64	4
Pgim India Arbitrage Fund	0.42	16	1.08	17	1.80	18	3.64	13	4.33	12
Sbi Arbitrage Opportunities Fund	0.47	2	1.26	2	2.12	2	4.08	1	4.44	9
Tata Arbitrage Fund	0.43	13	1.11	14	1.90	13	3.88	10
Union Arbitrage Fund	0.43	11	1.12	11	1.84	16	3.62	14
Uti Arbitrage Fund	0.43	14	1.08	16	1.87	15	3.91	5	4.66	3
Lic Mf Arbitrage Fund	0.44	6	1.11	12	1.91	11	3.42	16
Mirae Asset Arbitrage Fund	0.44	7	1.13	9	1.91	12
Mahindra Manulife Arbitrage Yojana	0.36	20	0.88	20	1.52	20
Baroda Bnp Paribas Arbitrage Fund	0.41	18	1.06	18	1.73	19

Rolling Returns (Direct Plan)

Fund Name	1 Month Median Return		3 Month Median Return		6 Month Median Return		1 Year Median Return		3 Year Median Return
Fund Name	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank
Aditya Birla Sun Life Arbitrage Fund	0.48	15	1.26	15	2.26	12	4.56	7	5.27	5
Axis Arbitrage Fund	0.47	19	1.25	18	2.37	3	4.71	1	5.32	3
Boi Axa Arbitrage Fund	0.38	23	0.94	23	1.59	24	2.97	21	4.04	16
Dsp Arbitrage Fund	0.48	14	1.31	11	2.24	15	4.15	16	5.06	10
Edelweiss Arbitrage Fund	0.50	7	1.31	8	2.37	4	4.68	3	5.50	1
Hdfc Arbitrage Fund	0.49	12	1.28	12	2.24	14	4.32	14	4.90	14
Hdfc Arbitrage Fund	0.49	11	1.28	13	2.25	13	4.32	13	4.90	13
Icici Prudential Equity - Arbitrage Fund	0.51	4	1.33	5	2.30	9	4.45	10	5.17	8
Idfc Arbitrage Fund	0.50	9	1.33	6	2.27	10	4.36	11	5.10	9
Indiabulls Arbitrage Fund	0.39	22	1.02	22	1.62	23	3.12	20	4.23	15
Invesco India Arbitrage Fund	0.55	1	1.53	1	2.74	1	4.57	6	5.23	7
Iti Arbitrage Fund	0.35	24	0.85	24	1.62	22	3.25	19
Jm Arbitrage Fund	0.49	13	1.26	16	2.17	16	3.64	18	3.92	17
Kotak Equity Arbitrage Fund	0.51	3	1.33	7	2.40	2	4.67	4	5.30	4
Nippon India Arbitrage Fund	0.51	5	1.33	3	2.31	7	4.60	5	5.37	2
Pgim India Arbitrage Fund	0.48	17	1.26	17	2.14	19	4.32	12	4.95	11
Sbi Arbitrage Opportunities Fund	0.51	2	1.37	2	2.35	5	4.55	8	4.92	12
Tata Arbitrage Fund	0.49	10	1.31	10	2.31	8	4.69	2
Union Arbitrage Fund	0.48	16	1.27	14	2.14	18	4.07	17
Uti Arbitrage Fund	0.47	18	1.22	19	2.15	17	4.51	9	5.24	6
Lic Mf Arbitrage Fund	0.50	8	1.33	4	2.35	6	4.27	15
Mirae Asset Arbitrage Fund	0.50	6	1.31	9	2.27	11
Mahindra Manulife Arbitrage Yojana	0.43	21	1.09	21	1.95	21
Baroda Bnp Paribas Arbitrage Fund	0.46	20	1.22	20	2.04	20

Category Risk

Fund Name	VaR 1 Y _95%		Max Drawdown		Average Drawdown		Standard Deviation		Semi Deviation
Fund Name	%	Rank	%	Rank	%	Rank	%	Rank	%	Rank
Lic Mf Arbitrage Fund	-0.41	19	-0.50	20	-0.30	19	0.77	20	0.59	20
Baroda Bnp Paribas Arbitrage Fund
Edelweiss Arbitrage Fund	-0.22	14	-0.28	12	-0.17	13	0.72	14	0.54	16
Hdfc Arbitrage Fund	-0.27	16	-0.30	14	-0.18	15	0.70	8	0.53	13
Icici Prudential Equity - Arbitrage Fund	-0.13	4	-0.30	16	-0.16	12	0.75	16	0.55	17
Idfc Arbitrage Fund	-0.16	8	-0.27	11	-0.15	10	0.71	10	0.52	9
Indiabulls Arbitrage Fund	-0.42	20	-0.38	17	-0.11	6	0.67	3	0.50	3
Invesco India Arbitrage Fund	0.00	1	-0.10	1	-0.10	3	0.71	11	0.51	7
Iti Arbitrage Fund	-0.36	18	-0.19	7	-0.10	4	0.64	2	0.46	2
Jm Arbitrage Fund	-0.13	5	-0.46	19	-0.46	20	0.70	9	0.52	11
Kotak Equity Arbitrage Fund	-0.21	13	-0.29	13	-0.17	14	0.75	17	0.56	18
Nippon India Arbitrage Fund	-0.11	3	-0.18	4	-0.10	5	0.69	6	0.50	5
Pgim India Arbitrage Fund	-0.25	15	-0.30	15	-0.19	16	0.70	7	0.54	15
Sbi Arbitrage Opportunities Fund	-0.20	12	-0.38	18	-0.21	18	0.76	19	0.58	19
Tata Arbitrage Fund	-0.01	2	-0.19	6	-0.19	17	0.75	18	0.52	10
Union Arbitrage Fund	-0.18	9	-0.19	5	-0.12	7	0.73	15	0.51	6
Uti Arbitrage Fund	-0.16	7	-0.10	3	-0.07	2	0.68	4	0.50	4
Aditya Birla Sun Life Arbitrage Fund	-0.19	10	-0.27	10	-0.15	9	0.71	13	0.53	14
Axis Arbitrage Fund	-0.31	17	-0.22	8	-0.15	11	0.68	5	0.51	8
Bank Of India Arbitrage Fund	-0.15	6	-0.10	2	-0.05	1	0.61	1	0.43	1
Dsp Arbitrage Fund	-0.20	11	-0.23	9	-0.14	8	0.71	12	0.53	12

Category Risk Adjusted Return/Fund Ratio

Fund Name	Sharpe Ratio		Sortino Ratio		Sterling ratio		Hurst Index	Jensen’s Alpha		Beta		R²		Treynor Ratio		Modigliani² Measure		Active Return
Fund Name	%	Rank	%	Rank	%	Rank	Hurst Index	%	Rank	Value	Rank	Value	Rank	%	Rank	%	Rank	%	Rank
Lic Mf Arbitrage Fund	-4.46	14	-0.80	14	0.34	16	0.45
Baroda Bnp Paribas Arbitrage Fund
Edelweiss Arbitrage Fund	-4.01	6	-0.77	6	0.40	6	0.44
Hdfc Arbitrage Fund	-4.53	15	-0.81	15	0.37	14	0.40
Icici Prudential Equity - Arbitrage Fund	-3.89	4	-0.77	4	0.40	7	0.46
Idfc Arbitrage Fund	-4.34	10	-0.80	10	0.38	11	0.44
Indiabulls Arbitrage Fund	-6.43	18	-0.89	18	0.25	20	0.41
Invesco India Arbitrage Fund	-3.80	2	-0.76	2	0.43	1	0.41
Iti Arbitrage Fund	-6.62	19	-0.89	19	0.26	19	0.43
Jm Arbitrage Fund	-5.29	17	-0.84	17	0.31	17	0.43
Kotak Equity Arbitrage Fund	-3.66	1	-0.75	1	0.42	2	0.44
Nippon India Arbitrage Fund	-4.23	8	-0.79	8	0.40	5	0.45
Pgim India Arbitrage Fund	-4.63	16	-0.81	16	0.37	15	0.42
Sbi Arbitrage Opportunities Fund	-3.91	5	-0.76	3	0.39	10	0.42
Tata Arbitrage Fund	-3.81	3	-0.77	5	0.41	3	0.47
Union Arbitrage Fund	-4.35	11	-0.80	12	0.38	13	0.43
Uti Arbitrage Fund	-4.29	9	-0.79	9	0.41	4	0.41
Aditya Birla Sun Life Arbitrage Fund	-4.16	7	-0.79	7	0.39	8	0.44
Axis Arbitrage Fund	-4.42	13	-0.80	13	0.39	9	0.42
Bank Of India Arbitrage Fund	-6.74	20	-0.90	20	0.28	18	0.38
Dsp Arbitrage Fund	-4.36	12	-0.80	11	0.38	12	0.43

Edelweiss Arbitrage Fund Additional Return Analysis

Edelweiss 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}	1000.63	1000.90	1006.45	1018.18	1035.96	1056.36	1133.84	1281.11
Direct Plan _{Value of 1000 Rupee}	1000.65	1001.02	1007.04	1020.05	1039.65	1063.92	1158.38	1327.36

Fund Information

Fund Launch Date: 12/Jun/2014
Fund Category: Arbitrage Fund
Investment Objective: The investment objective of the Scheme is to generate income by predominantly investing in arbitrage opportunities in the cash and the derivative segments of the equity markets and the arbitrage opportunities available within the derivative segment and by investing the balance in debt and money market instruments. However, there is no assurance that the investment objective of the Scheme will be realized
Fund Description: An open ended scheme investing in arbitrage opportunities
Fund Benchmark: Nifty 50 Arbitrage PR Index

_{Source: Fund FactSheet}

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.

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Bmsmoney Highlights

Understanding The Treynor Ratio A Comprehensive Guide For Mutual Fund Investments

The Treynor Ratio is a performance metric for mutual funds, measuring returns earned above a risk-free investment per unit of market risk.
Advantages include risk-adjusted performance evaluation, simplicity, and usefulness for diversified portfolios.
Disadvantages involve ignoring unsystematic risk, dependence on beta accuracy, and lack of consideration for current market conditions.
The Treynor Ratio is a valuable tool for informed investment decisions but should not be used in isolation.

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Understanding The Sortino Ratio In Mutual Funds, Its Advantages And Disadvantages: A Guide For Layman Investors

The Sortino Ratio is a risk-adjusted performance measure that evaluates mutual funds based on their downside volatility.
It emphasizes downside risk, making it useful for risk-averse investors concerned about capital preservation.
The Sortino Ratio helps investors choose funds aligned with their risk tolerance and investment goals.
It identifies consistent performers with better risk-adjusted returns.
However, the Sortino Ratio neglects the upside potential of investments.

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Unpacking The Sterling Ratio A Key Metric In Mutual Fund Investments, Its Advantage Disadvantages And More

The Sterling Ratio is a risk-adjusted measure of return on an investment that focuses on downside volatility.
Calculation: (CAGR - Risk-free Rate) / Average of the Largest Annual Losses.
Advantages: Emphasizes potential for loss, focuses on larger losses, and provides a realistic view of performance by considering a risk-free rate.
Disadvantages: Heavily relies on historical data and might overemphasize the impact of outliers.
In practice: the 'Fund A' example with a 10-year CAGR of 15%, risk-free rate of 6%, and five worst drawdowns resulted in a Sterling Ratio of 0.90, indicating a good risk-reward trade-off.
Empirical evidence from India suggests that funds with higher Sterling Ratios tend to perform better during downturns.
Important note: Investment decisions should not be solely based on the Sterling Ratio, consider other factors and metrics.

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Table of Contents

Edelweiss Arbitrage Fund

Fund Nav

Fund Performance Analysis

Edelweiss Arbitrage Fund Analysis

Performance Summary of Fund

Bmsmoney Arbitrage Fund Category Rank: 12

Positive Aspects of Fund

Negative Aspects of Fund

Edelweiss Arbitrage Fund Performance Snapshot (Regular Plan)

Edelweiss Arbitrage Fund Performance vs Category Average

Top Performing Peers of Edelweiss Arbitrage Fund

Top Performing Funds in Arbitrage Fund Category

Edelweiss Arbitrage Fund Performance Snapshot (Direct Plan)

Edelweiss Arbitrage Fund Regular vs Direct Plan Performance

Methodology

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Arbitrage Fund Category Performance Analysis

Return Chart (Regular Plan)

Returns (Regular Plan)

Returns (Direct Plan)

Rolling Returns (Regular Plan)

Rolling Returns (Direct Plan)

Category Risk

Category Risk Adjusted Return/Fund Ratio

Edelweiss Arbitrage Fund Additional Return Analysis

Edelweiss Arbitrage Fund Value of Investment

Fund Information

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Bmsmoney Highlights

Mutual Funds Generating More Than Saving A/C Return

Mutual Funds Generating More Than Fixed Deposit Return

Mutual Funds Beating Inflation

Top Performing Equity Funds

Top Performing Debt Funds

Top Banking & Financial Services Funds

Top Consumption Funds

Top Focused Funds

Top Performing Overnight Funds

Top Performing Gilt Funds

Top Performing Credit Risk Funds

Understanding The Treynor Ratio A Comprehensive Guide For Mutual Fund Investments

Understanding The Sortino Ratio In Mutual Funds, Its Advantages And Disadvantages: A Guide For Layman Investors

Unpacking The Sterling Ratio A Key Metric In Mutual Fund Investments, Its Advantage Disadvantages And More