Table of Contents
- Invesco India Arbitrage Fund Performance Analysis +
- Fund Performance Snapshot (Regular Plan)
- Fund Performance Analysis
- Fund Performance vs Category Average
- Fund Expected Return
- Top Performing Peers of Invesco India Arbitrage Fund
- Fund Performance Snapshot (Direct Plan)
- Fund Performance Regular vs Direct Plan
- Arbitrage Fund Category Performance Analysis +
- Invesco India Arbitrage Fund Fund Advanced Return Analysis +
- Invesco India Arbitrage Fund Information
Invesco India Arbitrage Fund
| Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
|---|---|---|---|---|
| Invesco India Arbitrage Fund - IDCW (Payout / Reinvestment) | 25/Nov/2022 | 14.1286 |
-0.0098
|
-0.0693%
|
| Invesco India Arbitrage Fund - Direct Plan - IDCW (Payout / Reinvestment) | 25/Nov/2022 | 15.2781 |
-0.0103
|
-0.0674%
|
| Invesco India Arbitrage Fund - Growth Option | 25/Nov/2022 | 26.4737 |
-0.0183
|
-0.0691%
|
| Invesco India Arbitrage Fund - Direct Plan - Annual Bonus | 25/Nov/2022 | 28.1308 |
-0.0189
|
-0.0671%
|
| Invesco India Arbitrage Fund - Direct Plan - Growth Option | 25/Nov/2022 | 28.1357 |
-0.0190
|
-0.0675%
|
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
Fund Performance Analysis
Invesco India 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 % |
0.31
|
0.24
|
Yes
|
Yes
|
No
|
2/24 | 0.03 / 0.32 |
| 1M Rolling Return % |
0.39
|
0.29
|
Yes
|
Yes
|
No
|
1/23 | 0.19 / 0.39 |
| 3M Return % |
1.26
|
1.00
|
Yes
|
Yes
|
No
|
1/24 | 0.49 / 1.26 |
| 3M Rolling Return % |
1.08
|
0.82
|
Yes
|
Yes
|
No
|
1/23 | 0.52 / 1.08 |
| 6M Return % |
2.22
|
1.69
|
Yes
|
Yes
|
No
|
1/24 | 0.98 / 2.22 |
| 6M Rolling Return % |
2.11
|
1.62
|
Yes
|
Yes
|
No
|
1/23 | 1.04 / 2.11 |
| 1Y Return % |
4.58
|
3.35
|
Yes
|
Yes
|
No
|
1/23 | 2.02 / 4.58 |
| 1Y Rolling Return % |
3.82
|
3.49
|
Yes
|
No
|
No
|
9/21 | 2.31 / 4.00 |
| 3Y Return % |
4.12
|
3.63
|
Yes
|
Yes
|
No
|
1/21 | 2.56 / 4.12 |
| 3Y Rolling Return % |
4.58
|
4.56
|
Yes
|
No
|
No
|
9/15 | 3.59 / 4.89 |
| 5Y Return % |
4.88
|
4.67
|
Yes
|
Yes
|
No
|
4/15 | 3.91 / 4.98 |
| Standard Deviation |
0.75
|
0.77
|
Yes
|
Yes
|
No
|
3/22 | 0.63 / 0.84 |
| Semi Deviation |
0.52
|
0.54
|
Yes
|
Yes
|
No
|
3/22 | 0.47 / 0.59 |
| Max Drawdown |
-0.10
|
-0.25
|
Yes
|
Yes
|
No
|
2/22 | -0.50 / -0.09 |
| VaR 1 Y |
0.00
|
-0.13
|
Yes
|
Yes
|
No
|
3/22 | -0.45 / 0.00 |
| Average Drawdown |
-0.10
|
-0.15
|
Yes
|
Yes
|
No
|
5/22 | -0.30 / -0.05 |
| Sharpe Ratio |
-0.03
|
-0.55
|
Yes
|
Yes
|
No
|
4/22 | -2.39 / 0.14 |
| Sterling Ratio |
0.44
|
0.40
|
Yes
|
Yes
|
No
|
2/22 | 0.27 / 0.45 |
| Sortino Ratio |
-0.01
|
-0.17
|
Yes
|
Yes
|
No
|
4/22 | -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
Invesco India Arbitrage Fund Performance Analysis
Invesco India Arbitrage Fund Performance vs Category Average
All parametrs are in percentage
Top Performing Peers of Invesco India 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 23 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. | 3.74% | 3.89% | -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 23 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. | 4.58% | 4.12% | -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 23 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 Nippon India Arbitrage Fund performance snapshot section. | 3.62% | 3.95% | -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 23 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. | 3.47% | 3.92% | -0.10% | -0.11% | -0.07 | -0.03 | 0.36 |
|
L&T Arbitrage Opportunities Fund |
4 | The L&T Arbitrage Opportunities 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 has one performance parameter that is in bottom quartile. You can read more about the fund KPIs in the L&T Arbitrage Opportunities Fund performance snapshot section. | 3.31% | 3.98% | -0.12% | 0.00% | -0.09 | -0.03 | 0.40 |
Invesco India 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 % |
0.37
|
0.30
|
Yes
|
Yes
|
No
|
2/25 | 0.09 / 0.38 |
| 1M Rolling Return % |
0.45
|
0.35
|
Yes
|
Yes
|
No
|
1/24 | 0.24 / 0.45 |
| 3M Return % |
1.43
|
1.17
|
Yes
|
Yes
|
No
|
1/25 | 0.69 / 1.43 |
| 3M Rolling Return % |
1.25
|
0.99
|
Yes
|
Yes
|
No
|
1/24 | 0.68 / 1.25 |
| 6M Return % |
2.57
|
2.03
|
Yes
|
Yes
|
No
|
1/25 | 1.37 / 2.57 |
| 6M Rolling Return % |
2.46
|
1.96
|
Yes
|
Yes
|
No
|
1/24 | 1.32 / 2.46 |
| 1Y Return % |
5.29
|
4.05
|
Yes
|
Yes
|
No
|
1/24 | 2.81 / 5.29 |
| 1Y Rolling Return % |
4.51
|
4.15
|
Yes
|
Yes
|
No
|
6/22 | 2.98 / 4.70 |
| 3Y Return % |
4.82
|
4.29
|
Yes
|
Yes
|
No
|
3/22 | 3.23 / 4.91 |
| 3Y Rolling Return % |
5.26
|
5.18
|
Yes
|
No
|
No
|
10/16 | 4.01 / 5.64 |
| 5Y Return % |
5.55
|
5.30
|
Yes
|
Yes
|
No
|
4/16 | 4.38 / 5.70 |
| Standard Deviation |
0.75
|
0.77
|
Yes
|
Yes
|
No
|
3/22 | 0.63 / 0.84 |
| Semi Deviation |
0.52
|
0.54
|
Yes
|
Yes
|
No
|
3/22 | 0.47 / 0.59 |
| Max Drawdown |
-0.10
|
-0.25
|
Yes
|
Yes
|
No
|
2/22 | -0.50 / -0.09 |
| VaR 1 Y |
0.00
|
-0.13
|
Yes
|
Yes
|
No
|
3/22 | -0.45 / 0.00 |
| Average Drawdown |
-0.10
|
-0.15
|
Yes
|
Yes
|
No
|
5/22 | -0.30 / -0.05 |
| Sharpe Ratio |
-0.03
|
-0.55
|
Yes
|
Yes
|
No
|
4/22 | -2.39 / 0.14 |
| Sterling Ratio |
0.44
|
0.40
|
Yes
|
Yes
|
No
|
2/22 | 0.27 / 0.45 |
| Sortino Ratio |
-0.01
|
-0.17
|
Yes
|
Yes
|
No
|
4/22 | -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
Invesco India Arbitrage Fund Regular vs Direct Plan Performance
| Parameters | Regular Plan | Direct Plan |
|---|---|---|
| 1M Return % | 0.31% | 0.37% |
| 1M Rolling Return % | 0.39% | 0.45% |
| 3M Return % | 1.26% | 1.43% |
| 3M Rolling Return % | 1.08% | 1.25% |
| 6M Return % | 2.22% | 2.57% |
| 6M Rolling Return % | 2.11% | 2.46% |
| 1Y Return % | 4.58% | 5.29% |
| 1Y Rolling Return % | 3.82% | 4.51% |
| 3Y Return % | 4.12% | 4.82% |
| 3Y Rolling Return % | 4.58% | 5.26% |
| 5Y Return % | 4.88% | 5.55% |
| Standard Deviation | 0.75% | 0.75% |
| Semi Deviation | 0.52% | 0.52% |
| Max Drawdown | -0.10% | -0.10% |
| VaR 1 Y | 0.00% | 0.00% |
| Average Drawdown | -0.10% | -0.10% |
| Sharpe Ratio | -0.03% | -0.03% |
| Sterling Ratio | 0.44% | 0.44% |
| Sortino Ratio | -0.01% | -0.01% |
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 | |
| Edelweiss Arbitrage Fund |
0.00
|
1 |
0.02
|
13 |
0.28
|
10 |
1.08
|
7 |
1.85
|
6 |
3.75
|
4 |
4.07
|
4 |
4.93
|
3 |
| Boi Axa Arbitrage Fund |
-0.01
|
2 |
-0.00
|
18 |
0.12
|
23 |
0.76
|
21 |
1.19
|
22 |
2.38
|
21 |
2.61
|
19 |
|
|
| Axis Arbitrage Fund |
-0.02
|
3 |
0.03
|
9 |
0.25
|
14 |
0.97
|
20 |
1.66
|
18 |
3.74
|
5 |
3.89
|
9 |
4.77
|
10 |
| Union Arbitrage Fund |
-0.02
|
4 |
0.08
|
1 |
0.30
|
3 |
1.04
|
11 |
1.74
|
13 |
3.10
|
19 |
3.82
|
12 |
|
|
| Mirae Asset Arbitrage Fund |
-0.03
|
5 |
0.03
|
12 |
0.24
|
16 |
1.05
|
9 |
1.77
|
12 |
3.48
|
10 |
|
|
||
| Aditya Birla Sun Life Arbitrage Fund |
-0.04
|
6 |
0.03
|
11 |
0.27
|
12 |
1.02
|
17 |
1.79
|
9 |
3.50
|
8 |
3.87
|
10 |
4.78
|
8 |
| Dsp Arbitrage Fund |
-0.04
|
7 |
0.04
|
8 |
0.32
|
1 |
1.10
|
5 |
1.88
|
5 |
3.46
|
13 |
3.69
|
13 |
|
|
| Uti Arbitrage Fund |
-0.04
|
8 |
0.03
|
10 |
0.29
|
9 |
1.02
|
16 |
1.70
|
15 |
3.47
|
11 |
3.92
|
8 |
4.86
|
5 |
| Iti Arbitrage Fund |
-0.04
|
9 |
-0.02
|
22 |
0.03
|
24 |
0.49
|
24 |
0.98
|
24 |
2.02
|
23 |
2.56
|
21 |
|
|
| Hdfc Arbitrage Fund |
-0.04
|
10 |
0.05
|
4 |
0.29
|
8 |
1.06
|
8 |
1.79
|
11 |
3.46
|
12 |
3.57
|
16 |
4.43
|
13 |
| None |
-0.05
|
11 |
0.04
|
7 |
0.30
|
5 |
1.17
|
2 |
1.97
|
2 |
3.92
|
2 |
3.83
|
11 |
4.78
|
9 |
| Mahindra Manulife Arbitrage Yojana |
-0.05
|
12 |
-0.02
|
21 |
0.13
|
22 |
0.72
|
23 |
1.31
|
21 |
2.66
|
20 |
|
|
||
| Indiabulls Arbitrage Fund |
-0.05
|
13 |
0.00
|
14 |
0.16
|
21 |
0.73
|
22 |
1.11
|
23 |
2.10
|
22 |
2.58
|
20 |
3.91
|
15 |
| L&T Arbitrage Opportunities Fund |
-0.05
|
14 |
-0.00
|
17 |
0.22
|
19 |
1.03
|
15 |
1.70
|
16 |
3.31
|
16 |
3.98
|
5 |
4.81
|
7 |
| Kotak Equity Arbitrage Fund |
-0.05
|
15 |
0.05
|
5 |
0.28
|
11 |
1.11
|
4 |
1.92
|
3 |
3.90
|
3 |
4.10
|
2 |
4.97
|
2 |
| Tata Arbitrage Fund |
-0.05
|
16 |
-0.00
|
15 |
0.27
|
13 |
1.03
|
14 |
1.79
|
10 |
3.43
|
15 |
4.10
|
3 |
|
|
| Icici Prudential Equity - Arbitrage Fund |
-0.05
|
17 |
0.06
|
2 |
0.30
|
6 |
1.12
|
3 |
1.90
|
4 |
3.65
|
6 |
3.96
|
6 |
4.83
|
6 |
| Idfc Arbitrage Fund |
-0.05
|
18 |
0.05
|
3 |
0.30
|
4 |
1.08
|
6 |
1.82
|
7 |
3.49
|
9 |
3.67
|
14 |
4.71
|
11 |
| Pgim India Arbitrage Fund |
-0.06
|
19 |
-0.01
|
20 |
0.23
|
18 |
1.02
|
18 |
1.63
|
19 |
3.26
|
18 |
3.62
|
15 |
4.48
|
12 |
| Nippon India Arbitrage Fund |
-0.06
|
20 |
0.04
|
6 |
0.30
|
7 |
1.05
|
10 |
1.81
|
8 |
3.62
|
7 |
3.95
|
7 |
4.98
|
1 |
| Jm Arbitrage Fund |
-0.07
|
21 |
-0.01
|
19 |
0.24
|
17 |
1.04
|
13 |
1.73
|
14 |
3.31
|
17 |
2.93
|
18 |
3.93
|
14 |
| Invesco India Arbitrage Fund |
-0.07
|
22 |
-0.00
|
16 |
0.31
|
2 |
1.26
|
1 |
2.22
|
1 |
4.58
|
1 |
4.12
|
1 |
4.88
|
4 |
| Baroda Bnp Paribas Arbitrage Fund |
-0.07
|
23 |
-0.04
|
23 |
0.24
|
15 |
0.99
|
19 |
1.62
|
20 |
|
|
|
|||
| Lic Mf Arbitrage Fund |
-0.09
|
24 |
-0.04
|
24 |
0.18
|
20 |
1.04
|
12 |
1.67
|
17 |
3.45
|
14 |
3.45
|
17 |
|
|
| 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 | |
|
Edelweiss Arbitrage Fund |
0.00
|
1 |
0.03
|
14 |
0.34
|
10 |
1.26
|
5 |
2.21
|
3 |
4.50
|
4 |
4.83
|
2 |
5.67
|
2 |
|
Boi Axa Arbitrage Fund |
-0.01
|
2 |
0.00
|
19 |
0.16
|
24 |
0.87
|
24 |
1.41
|
24 |
2.82
|
22 |
3.23
|
22 |
|
|
|
Axis Arbitrage Fund |
-0.02
|
3 |
0.05
|
9 |
0.32
|
15 |
1.16
|
20 |
2.04
|
18 |
4.51
|
3 |
4.67
|
6 |
5.56
|
3 |
|
Union Arbitrage Fund |
-0.02
|
4 |
0.09
|
1 |
0.36
|
5 |
1.20
|
16 |
2.05
|
16 |
3.74
|
20 |
4.35
|
12 |
|
|
|
Aditya Birla Sun Life Arbitrage Fund |
-0.04
|
5 |
0.04
|
11 |
0.33
|
13 |
1.20
|
14 |
2.16
|
10 |
4.23
|
10 |
4.55
|
8 |
5.44
|
8 |
|
Mirae Asset Arbitrage Fund |
-0.04
|
6 |
0.04
|
13 |
0.30
|
16 |
1.24
|
10 |
2.13
|
11 |
4.22
|
11 |
|
|
||
|
Iti Arbitrage Fund |
-0.04
|
7 |
-0.01
|
23 |
0.09
|
25 |
0.69
|
25 |
1.37
|
25 |
2.81
|
23 |
3.34
|
20 |
|
|
|
Uti Arbitrage Fund |
-0.04
|
8 |
0.04
|
12 |
0.33
|
12 |
1.17
|
19 |
1.99
|
19 |
4.07
|
16 |
4.51
|
10 |
5.42
|
10 |
|
Hdfc Arbitrage Fund |
-0.04
|
9 |
0.06
|
5 |
0.34
|
8 |
1.22
|
13 |
2.12
|
12 |
4.13
|
13 |
4.25
|
17 |
5.10
|
14 |
|
Hdfc Arbitrage Fund |
-0.04
|
10 |
0.07
|
3 |
0.35
|
7 |
1.22
|
12 |
2.12
|
13 |
4.13
|
14 |
4.25
|
16 |
5.10
|
13 |
|
None |
-0.04
|
11 |
0.05
|
8 |
0.34
|
9 |
1.28
|
2 |
2.21
|
4 |
4.40
|
5 |
4.30
|
13 |
5.30
|
11 |
|
Mahindra Manulife Arbitrage Yojana |
-0.05
|
12 |
-0.00
|
22 |
0.21
|
23 |
0.94
|
22 |
1.74
|
22 |
3.53
|
21 |
|
|
||
|
Indiabulls Arbitrage Fund |
-0.05
|
13 |
0.01
|
15 |
0.21
|
22 |
0.90
|
23 |
1.45
|
23 |
2.81
|
24 |
3.28
|
21 |
4.54
|
15 |
|
L&T Arbitrage Opportunities Fund |
-0.05
|
14 |
0.01
|
18 |
0.28
|
20 |
1.20
|
15 |
2.04
|
17 |
4.01
|
17 |
4.63
|
7 |
5.45
|
7 |
|
Dsp Arbitrage Fund |
-0.05
|
15 |
0.05
|
10 |
0.38
|
1 |
1.25
|
8 |
2.18
|
8 |
4.07
|
15 |
4.30
|
14 |
|
|
|
Kotak Equity Arbitrage Fund |
-0.05
|
16 |
0.06
|
7 |
0.33
|
14 |
1.26
|
4 |
2.22
|
2 |
4.51
|
2 |
4.70
|
4 |
5.54
|
5 |
|
Tata Arbitrage Fund |
-0.05
|
17 |
0.01
|
16 |
0.34
|
11 |
1.23
|
11 |
2.20
|
5 |
4.25
|
8 |
4.91
|
1 |
|
|
|
Icici Prudential Equity - Arbitrage Fund |
-0.05
|
18 |
0.07
|
2 |
0.35
|
6 |
1.26
|
3 |
2.19
|
6 |
4.24
|
9 |
4.52
|
9 |
5.42
|
9 |
|
Idfc Arbitrage Fund |
-0.05
|
19 |
0.07
|
4 |
0.36
|
4 |
1.26
|
7 |
2.17
|
9 |
4.22
|
12 |
4.41
|
11 |
5.45
|
6 |
|
Nippon India Arbitrage Fund |
-0.06
|
20 |
0.06
|
6 |
0.36
|
3 |
1.24
|
9 |
2.18
|
7 |
4.37
|
6 |
4.69
|
5 |
5.70
|
1 |
|
Pgim India Arbitrage Fund |
-0.06
|
21 |
-0.00
|
21 |
0.29
|
17 |
1.19
|
17 |
1.97
|
20 |
3.96
|
18 |
4.28
|
15 |
5.11
|
12 |
|
Jm Arbitrage Fund |
-0.07
|
22 |
0.00
|
20 |
0.29
|
19 |
1.19
|
18 |
2.06
|
15 |
3.94
|
19 |
3.41
|
19 |
4.38
|
16 |
|
Invesco India Arbitrage Fund |
-0.07
|
23 |
0.01
|
17 |
0.37
|
2 |
1.43
|
1 |
2.57
|
1 |
5.29
|
1 |
4.82
|
3 |
5.55
|
4 |
|
Baroda Bnp Paribas Arbitrage Fund |
-0.07
|
24 |
-0.03
|
25 |
0.29
|
18 |
1.15
|
21 |
1.93
|
21 |
|
|
|
|||
|
Lic Mf Arbitrage Fund |
-0.09
|
25 |
-0.03
|
24 |
0.25
|
21 |
1.26
|
6 |
2.11
|
14 |
4.34
|
7 |
4.20
|
18 |
|
|
| 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 |
3.77
|
11 |
4.77
|
6 |
| Axis Arbitrage Fund |
0.33
|
4 |
0.97
|
3 |
1.93
|
3 |
3.83
|
8 |
4.63
|
8 |
| Boi Axa Arbitrage Fund |
0.20
|
21 |
0.57
|
21 |
1.10
|
21 |
2.40
|
20 |
|
|
| Dsp Arbitrage Fund |
0.30
|
12 |
0.80
|
18 |
1.58
|
18 |
3.49
|
16 |
|
|
| Edelweiss Arbitrage Fund |
0.33
|
5 |
0.94
|
5 |
1.85
|
5 |
3.90
|
2 |
4.89
|
1 |
| Hdfc Arbitrage Fund |
0.30
|
13 |
0.81
|
14 |
1.59
|
17 |
3.50
|
15 |
4.39
|
13 |
| Icici Prudential Equity - Arbitrage Fund |
0.32
|
6 |
0.89
|
7 |
1.75
|
7 |
3.83
|
7 |
4.75
|
7 |
| Idfc Arbitrage Fund |
0.30
|
9 |
0.84
|
11 |
1.65
|
11 |
3.58
|
12 |
4.58
|
10 |
| Indiabulls Arbitrage Fund |
0.19
|
23 |
0.52
|
23 |
1.04
|
22 |
2.31
|
21 |
3.85
|
14 |
| Invesco India Arbitrage Fund |
0.39
|
1 |
1.08
|
1 |
2.11
|
1 |
3.82
|
9 |
4.58
|
9 |
| Iti Arbitrage Fund |
0.20
|
22 |
0.54
|
22 |
1.04
|
23 |
2.46
|
19 |
|
|
| Jm Arbitrage Fund |
0.28
|
18 |
0.79
|
19 |
1.56
|
19 |
2.81
|
18 |
3.59
|
15 |
| Kotak Equity Arbitrage Fund |
0.34
|
2 |
0.96
|
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
|
2 |
1.97
|
2 |
3.89
|
4 |
4.54
|
11 |
| Tata Arbitrage Fund |
0.30
|
11 |
0.83
|
12 |
1.63
|
14 |
3.89
|
3 |
|
|
| Union Arbitrage Fund |
0.26
|
19 |
0.81
|
16 |
1.61
|
15 |
3.56
|
13 |
|
|
| Uti Arbitrage Fund |
0.30
|
10 |
0.85
|
9 |
1.71
|
8 |
3.85
|
5 |
4.86
|
3 |
| L&T Arbitrage Opportunities Fund |
0.29
|
17 |
0.81
|
17 |
1.59
|
16 |
3.79
|
10 |
4.87
|
2 |
| Lic Mf Arbitrage Fund |
0.29
|
15 |
0.85
|
8 |
1.70
|
9 |
3.30
|
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 | |
| Mirae Asset Arbitrage Fund |
0.35
|
12 |
1.00
|
12 |
1.99
|
13 |
|
|
||
| Mahindra Manulife Arbitrage Yojana |
0.31
|
21 |
0.87
|
21 |
1.72
|
21 |
|
|
||
| Aditya Birla Sun Life Arbitrage Fund |
0.36
|
9 |
1.02
|
11 |
2.03
|
9 |
4.46
|
8 |
5.41
|
5 |
| Axis Arbitrage Fund |
0.39
|
2 |
1.16
|
2 |
2.31
|
2 |
4.61
|
4 |
5.40
|
7 |
| Boi Axa Arbitrage Fund |
0.24
|
24 |
0.68
|
24 |
1.32
|
24 |
2.98
|
22 |
|
|
| Dsp Arbitrage Fund |
0.35
|
13 |
0.95
|
19 |
1.88
|
19 |
4.10
|
16 |
|
|
| Edelweiss Arbitrage Fund |
0.39
|
4 |
1.12
|
3 |
2.22
|
3 |
4.65
|
2 |
5.64
|
1 |
| Hdfc Arbitrage Fund |
0.35
|
14 |
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 |
5.32
|
8 |
| Idfc Arbitrage Fund |
0.36
|
11 |
1.02
|
10 |
2.01
|
11 |
4.31
|
12 |
5.31
|
9 |
| Indiabulls Arbitrage Fund |
0.25
|
23 |
0.69
|
23 |
1.40
|
23 |
3.04
|
21 |
4.49
|
15 |
| Invesco India Arbitrage Fund |
0.45
|
1 |
1.25
|
1 |
2.46
|
1 |
4.51
|
6 |
5.26
|
10 |
| Iti Arbitrage Fund |
0.27
|
22 |
0.73
|
22 |
1.43
|
22 |
3.24
|
19 |
|
|
| Jm Arbitrage Fund |
0.33
|
19 |
0.94
|
20 |
1.84
|
20 |
3.23
|
20 |
4.01
|
16 |
| Kotak Equity Arbitrage Fund |
0.39
|
3 |
1.11
|
4 |
2.19
|
5 |
4.61
|
3 |
5.41
|
6 |
| Nippon India Arbitrage Fund |
0.37
|
6 |
1.08
|
6 |
2.14
|
7 |
4.56
|
5 |
5.53
|
2 |
| Pgim India Arbitrage Fund |
0.34
|
18 |
0.98
|
16 |
1.97
|
14 |
4.22
|
13 |
5.07
|
11 |
| None |
0.38
|
5 |
1.09
|
5 |
2.20
|
4 |
4.36
|
11 |
5.02
|
14 |
| Tata Arbitrage Fund |
0.36
|
8 |
1.02
|
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 |
2.01
|
12 |
4.45
|
9 |
5.42
|
4 |
| L&T Arbitrage Opportunities Fund |
0.35
|
17 |
0.97
|
17 |
1.93
|
15 |
4.48
|
7 |
5.47
|
3 |
| Lic Mf Arbitrage Fund |
0.36
|
10 |
1.07
|
7 |
2.14
|
6 |
4.06
|
17 |
|
|
| Fund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Boi Axa 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 | ||
| Boi Axa 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
|
|
|
|
|
|
|||||||
Invesco India Arbitrage Fund Additional Return Analysis
Invesco India 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 | 999.31 | 999.97 | 1003.12 | 1012.61 | 1022.23 | 1045.77 | 1128.62 | 1268.72 |
| Direct Plan Value of 1000 Rupee | 999.33 | 1000.10 | 1003.69 | 1014.32 | 1025.71 | 1052.86 | 1151.64 | 1310.15 |
Fund Information
| Fund Launch Date: 10/Apr/2007 |
| Fund Category: Arbitrage Fund |
| Investment Objective: To generate income through arbitrage opportunities emerging out of difference in pricing between the cash market and the derivatives market and through deployment of surplus cash in fixed income instruments. |
| Fund Description: An open ended scheme investing in arbitrage opportunities |
| Fund Benchmark: Nifty 50 Arbitrage |
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