Iti Arbitrage Fund Datagrid
Category Arbitrage Fund
BMSMONEY Rank 12
Rating
Growth Option 04-12-2025
NAV ₹13.26(R) -0.02% ₹13.89(D) -0.02%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 6.38% 6.68% 4.93% -% -%
Direct 7.15% 7.47% 5.71% -% -%
Benchmark
SIP (XIRR) Regular 5.97% 6.64% 5.16% -% -%
Direct 6.73% 7.42% 5.93% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.79 0.93 0.66 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.45% 0.0% 0.0% - 0.35%
Fund AUM As on: 30/06/2025 49 Cr
Top Arbitrage Fund
Fund Name Rank Rating
sbi arbitrage opportunities fund 1
Uti Arbitrage Fund 2
Invesco India Arbitrage Fund 3
Kotak Equity Arbitrage Fund 4
Icici Prudential Equity - Arbitrage Fund 5

NAV Date: 04-12-2025

Scheme Name NAV Rupee Change Percent Change
ITI Arbitrage Fund - Regular Plan - IDCW Option 13.26
0.0000
-0.0200%
ITI Arbitrage Fund - Regular Plan - Growth Option 13.26
0.0000
-0.0200%
ITI Arbitrage Fund - Direct Plan - IDCW Option 13.89
0.0000
-0.0200%
ITI Arbitrage Fund - Direct Plan - Growth Option 13.89
0.0000
-0.0200%

Review Date: 04-12-2025

Beginning of Analysis

Iti Arbitrage Fund is the 21st ranked fund in the Arbitrage Fund category. The category has total 24 funds. The 1 star rating shows a very poor past performance of the Iti Arbitrage Fund in Arbitrage Fund. The fund has a Sharpe Ratio of 1.79 which is lower than the category average of 2.64.
The past performance of the fund may or may not be sustained in the future. The review is not investment advice nor is it a recommendation to buy or sell funds. The ranking is based on proprietary methodology developed by bmsmoney. The methodology is based on the past performance of the funds and does not guarantee future performance.
Arbitrage Mutual Funds

Iti Arbitrage Fund Return Analysis

  • The fund has given a return of 0.38%, 1.42 and 3.23 in last one, three and six months respectively. In the same period the category average return was 0.48%, 1.46% and 3.13% respectively.
  • Iti Arbitrage Fund has given a return of 7.15% in last one year. In the same period the Arbitrage Fund category average return was 6.82%.
  • The fund has given a return of 7.47% in last three years and ranked 19.0th out of 25 funds in the category. In the same period the Arbitrage Fund category average return was 7.61%.
  • The fund has given a return of 5.71% in last five years and ranked 19th out of 21 funds in the category. In the same period the Arbitrage Fund category average return was 6.26%.
  • The fund has given a SIP return of 6.73% in last one year whereas category average SIP return is 6.51%. The fund one year return rank in the category is 5th in 27 funds
  • The fund has SIP return of 7.42% in last three years and ranks 13th in 25 funds. Invesco India Arbitrage Fund has given the highest SIP return (7.58%) in the category in last three years.
  • The fund has SIP return of 5.93% in last five years whereas category average SIP return is 6.2%.

Iti Arbitrage Fund Risk Analysis

  • The fund has a standard deviation of 0.45 and semi deviation of 0.35. The category average standard deviation is 0.39 and semi deviation is 0.28.

Standard deviation measures the fund's return volatility and Semi deviation focuses on downside volatility. Value at Risk (VaR) is a measure of the risk of investments. Maximum Drawdown is the maximum loss from a peak to a trough of a portfolio. Beta measures the volatility of the fund compared to the benchmark. A beta of 1 indicates that the fund will move in line with the benchmark. A beta of more than 1 indicates that the fund will be more volatile than the benchmark and vice versa.


  • Very Good Performance in Arbitrage Fund Category
  • Good Performance in Arbitrage Fund Category
  • Poor Performance in Arbitrage Fund Category
  • Very Poor Performance in Arbitrage Fund Category

    • Investors beware: Mutual Fund investments are subject to market risks. Please read the scheme related documents carefully.

    Data Source: www.amfiindia.com

    SEBI Categorization


    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 0.32
    0.43
    		0.32 | 0.47 27 | 27 Poor
    3M Return % 1.24
    1.29
    		1.18 | 1.36 26 | 27 Poor
    6M Return % 2.86
    2.79
    		2.44 | 2.94 5 | 27 Very Good
    1Y Return % 6.38
    6.12
    		5.30 | 6.50 3 | 27 Very Good
    3Y Return % 6.68
    6.89
    		5.79 | 7.29 20 | 25 Average
    5Y Return % 4.93
    5.56
    		4.62 | 5.99 19 | 21 Poor
    1Y SIP Return % 5.97
    5.81
    		5.21 | 6.15 7 | 27 Very Good
    3Y SIP Return % 6.64
    6.59
    		5.60 | 6.93 14 | 25 Good
    5Y SIP Return % 5.16
    5.50
    		4.50 | 5.87 19 | 21 Poor
    Standard Deviation 0.45
    0.39
    		0.35 | 0.45 24 | 24 Poor
    Semi Deviation 0.35
    0.28
    		0.24 | 0.35 24 | 24 Poor
    Sharpe Ratio 1.79
    2.64
    		-0.10 | 3.64 20 | 24 Poor
    Sterling Ratio 0.66
    0.68
    		0.57 | 0.72 19 | 24 Poor
    Sortino Ratio 0.93
    2.42
    		-0.04 | 5.03 21 | 24 Poor
    Return data last Updated On : Dec. 4, 2025.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2025
    KPIs: Key Performance Indicators

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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 0.38 0.48 0.38 | 0.54 27 | 27 Poor
    3M Return % 1.42 1.46 1.37 | 1.52 23 | 27 Poor
    6M Return % 3.23 3.13 2.79 | 3.28 3 | 27 Very Good
    1Y Return % 7.15 6.82 6.13 | 7.15 1 | 27 Very Good
    3Y Return % 7.47 7.61 6.64 | 7.93 19 | 25 Average
    5Y Return % 5.71 6.26 5.40 | 6.68 19 | 21 Poor
    1Y SIP Return % 6.73 6.51 6.04 | 6.82 5 | 27 Very Good
    3Y SIP Return % 7.42 7.32 6.44 | 7.58 13 | 25 Good
    5Y SIP Return % 5.93 6.20 5.34 | 6.56 19 | 21 Poor
    Standard Deviation 0.45 0.39 0.35 | 0.45 24 | 24 Poor
    Semi Deviation 0.35 0.28 0.24 | 0.35 24 | 24 Poor
    Sharpe Ratio 1.79 2.64 -0.10 | 3.64 20 | 24 Poor
    Sterling Ratio 0.66 0.68 0.57 | 0.72 19 | 24 Poor
    Sortino Ratio 0.93 2.42 -0.04 | 5.03 21 | 24 Poor
    Return data last Updated On : Dec. 4, 2025.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2025
    KPIs: Key Performance Indicators

    Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.


    Date Iti Arbitrage Fund NAV Regular Growth Iti Arbitrage Fund NAV Direct Growth
    04-12-2025 13.261 13.8917
    03-12-2025 13.2655 13.8963
    02-12-2025 13.2643 13.8947
    01-12-2025 13.2646 13.8948
    28-11-2025 13.2498 13.8784
    27-11-2025 13.2519 13.8803
    26-11-2025 13.2527 13.8809
    25-11-2025 13.2597 13.8879
    24-11-2025 13.2552 13.883
    21-11-2025 13.2523 13.8791
    20-11-2025 13.2386 13.8645
    19-11-2025 13.2352 13.8606
    18-11-2025 13.234 13.8591
    17-11-2025 13.2256 13.8501
    14-11-2025 13.222 13.8454
    13-11-2025 13.2225 13.8457
    12-11-2025 13.2104 13.8327
    11-11-2025 13.2118 13.8339
    10-11-2025 13.2098 13.8316
    07-11-2025 13.2125 13.8336
    06-11-2025 13.2114 13.8322
    04-11-2025 13.2186 13.8391

    Fund Launch Date: 20/Aug/2019
    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 Index
    Source: Fund FactSheet

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