Jm Arbitrage Fund Overview | ||||||
---|---|---|---|---|---|---|
Category | Arbitrage Fund | |||||
BMSMONEY Rank | 16 | |||||
BMSMONEY Rating | ||||||
Gro. Opt. | As On: | 09-12-2024 | ||||
NAV | ₹31.53(R) | +0.09% | ₹33.5(D) | +0.09% | ||
Returns | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum (R) | 7.17% | 5.87% | 4.56% | 4.81% | 5.31% | |
LumpSum (D) | 7.93% | 6.59% | 5.16% | 5.35% | 5.85% | |
SIP (R) | 6.83% | 6.61% | 5.56% | 5.12% | 5.07% | |
SIP (D) | 7.58% | 7.35% | 6.23% | 5.73% | 5.63% | |
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
-1.62 | -0.45 | 0.58 | -% | - | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
0.62% | 0.0% | 0.0% | - | 0.48% |
Top Arbitrage Fund | |||||
---|---|---|---|---|---|
Fund Name | Rank | Rating | |||
Invesco India Arbitrage Fund | 1 | ||||
Kotak Equity Arbitrage Fund | 2 | ||||
sbi arbitrage opportunities fund | 3 | ||||
Uti Arbitrage Fund | 4 | ||||
Edelweiss Arbitrage Fund | 5 |
NAV Date: 09-12-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
JM Arbitrage Fund (Regular) - Monthly IDCW | 12.4 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Direct) - Monthly IDCW | 13.53 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Regular) - Annual IDCW | 13.93 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Regular) - Half Yearly IDCW | 14.03 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Regular) - Quarterly IDCW | 14.24 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Regular) - IDCW | 14.63 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Direct) - Annual IDCW | 15.25 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Direct) - Half Yearly IDCW | 15.49 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Direct)- IDCW | 15.79 |
0.0100
|
0.0900%
|
JM Arbitrage Fund (Direct) - Quarterly IDCW | 15.92 |
0.0200
|
0.0900%
|
JM Arbitrage Fund (Regular) - Bonus Option - Principal Units | 17.14 |
0.0200
|
0.0900%
|
JM Arbitrage Fund (Direct) - Annual Bonus Option - Principal Units | 17.21 |
0.0200
|
0.0900%
|
JM Arbitrage Fund (Direct) - Bonus Option - Principal Units | 17.93 |
0.0200
|
0.0900%
|
JM Arbitrage Fund (Regular) - Growth Option | 31.53 |
0.0300
|
0.0900%
|
JM Arbitrage Fund (Regular) - Annual Bonus Option - Principal Units | 31.83 |
0.0300
|
0.0900%
|
JM Arbitrage Fund (Regular) - Half Yearly Bonus Option - Principal Units | 31.88 |
0.0300
|
0.0900%
|
JM Arbitrage Fund (Regular) - Quarterly Bonus Option - Principal Units | 31.88 |
0.0300
|
0.0900%
|
JM Arbitrage Fund (Direct) - Growth Option | 33.5 |
0.0300
|
0.0900%
|
JM Arbitrage Fund (Direct) - Half Yearly Bonus Option - Principal Units | 33.55 |
0.0300
|
0.0900%
|
JM Arbitrage Fund (Direct) - Quarterly Bonus Option - Principal Units | 33.56 |
0.0300
|
0.0900%
|
Review Date: 09-12-2024
Jm Arbitrage Fund has shown poor performance in the Arbitrage Fund category. The fund has rank of 16 out of 21 funds in the category. The fund has delivered return of 7.17% in 1 year, 5.87% in 3 years, 4.56% in 5 years and 5.31% in 10 years. The category average for the same periods is 7.39%, 6.03%, 5.11% and 5.84% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 0.62. The category average for the same parameter is 0.63 The fund has very low risk in the category.Key Points:
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | 0.48 |
0.45
|
0.37 | 0.49 | 3 | 27 | Very Good | |
3M Return % | 1.59 |
1.59
|
1.33 | 1.69 | 15 | 27 | Average | |
6M Return % | 3.10 |
3.16
|
2.62 | 3.32 | 23 | 27 | Poor | |
1Y Return % | 7.17 |
7.39
|
6.27 | 7.86 | 20 | 27 | Average | |
3Y Return % | 5.87 |
6.03
|
4.96 | 6.66 | 17 | 21 | Average | |
5Y Return % | 4.56 |
5.11
|
4.23 | 5.54 | 17 | 19 | Poor | |
7Y Return % | 4.81 |
5.48
|
4.81 | 5.75 | 13 | 13 | Poor | |
10Y Return % | 5.31 |
5.84
|
5.31 | 6.05 | 12 | 12 | Poor | |
15Y Return % | 6.19 |
6.48
|
6.19 | 6.77 | 9 | 9 | Average | |
1Y SIP Return % | 6.83 |
6.97
|
5.82 | 7.37 | 19 | 27 | Average | |
3Y SIP Return % | 6.61 |
6.79
|
5.62 | 7.24 | 16 | 21 | Average | |
5Y SIP Return % | 5.56 |
5.89
|
5.11 | 6.30 | 17 | 19 | Poor | |
7Y SIP Return % | 5.12 |
5.68
|
5.12 | 5.97 | 13 | 13 | Poor | |
10Y SIP Return % | 5.07 |
5.66
|
5.07 | 5.90 | 12 | 12 | Poor | |
15Y SIP Return % | 5.66 |
6.09
|
5.66 | 6.37 | 9 | 9 | Average | |
Standard Deviation | 0.62 |
0.63
|
0.57 | 0.75 | 5 | 21 | Very Good | |
Semi Deviation | 0.48 |
0.50
|
0.45 | 0.59 | 4 | 21 | Very Good | |
Max Drawdown % | 0.00 |
-0.05
|
-0.13 | 0.00 | 4 | 21 | Very Good | |
Average Drawdown % | 0.00 |
-0.05
|
-0.13 | 0.00 | 4 | 21 | Very Good | |
Sharpe Ratio | -1.62 |
-1.31
|
-3.12 | -0.45 | 17 | 21 | Average | |
Sterling Ratio | 0.58 |
0.59
|
0.48 | 0.66 | 16 | 21 | Average | |
Sortino Ratio | -0.45 |
-0.37
|
-0.68 | -0.15 | 17 | 21 | Average |
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | 0.54 | 0.50 | 0.43 | 0.54 | 1 | 27 | ||
3M Return % | 1.76 | 1.75 | 1.53 | 1.85 | 14 | 27 | ||
6M Return % | 3.45 | 3.51 | 3.02 | 3.65 | 21 | 27 | ||
1Y Return % | 7.93 | 8.10 | 7.11 | 8.49 | 19 | 27 | ||
3Y Return % | 6.59 | 6.75 | 5.83 | 7.38 | 17 | 21 | ||
5Y Return % | 5.16 | 5.79 | 4.87 | 6.24 | 17 | 19 | ||
7Y Return % | 5.35 | 6.14 | 5.35 | 6.40 | 13 | 13 | ||
10Y Return % | 5.85 | 6.49 | 5.85 | 6.73 | 12 | 12 | ||
1Y SIP Return % | 7.58 | 7.69 | 6.66 | 8.00 | 19 | 27 | ||
3Y SIP Return % | 7.35 | 7.51 | 6.48 | 7.92 | 16 | 21 | ||
5Y SIP Return % | 6.23 | 6.58 | 5.74 | 6.99 | 17 | 19 | ||
7Y SIP Return % | 5.73 | 6.35 | 5.73 | 6.62 | 13 | 13 | ||
10Y SIP Return % | 5.63 | 6.32 | 5.63 | 6.54 | 12 | 12 | ||
Standard Deviation | 0.62 | 0.63 | 0.57 | 0.75 | 5 | 21 | ||
Semi Deviation | 0.48 | 0.50 | 0.45 | 0.59 | 4 | 21 | ||
Max Drawdown % | 0.00 | -0.05 | -0.13 | 0.00 | 4 | 21 | ||
Average Drawdown % | 0.00 | -0.05 | -0.13 | 0.00 | 4 | 21 | ||
Sharpe Ratio | -1.62 | -1.31 | -3.12 | -0.45 | 17 | 21 | ||
Sterling Ratio | 0.58 | 0.59 | 0.48 | 0.66 | 16 | 21 | ||
Sortino Ratio | -0.45 | -0.37 | -0.68 | -0.15 | 17 | 21 |
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.09 | ₹ 10,009.00 | 0.09 | ₹ 10,009.00 |
1W | 0.22 | ₹ 10,022.00 | 0.23 | ₹ 10,023.00 |
1M | 0.48 | ₹ 10,048.00 | 0.54 | ₹ 10,054.00 |
3M | 1.59 | ₹ 10,159.00 | 1.76 | ₹ 10,176.00 |
6M | 3.10 | ₹ 10,310.00 | 3.45 | ₹ 10,345.00 |
1Y | 7.17 | ₹ 10,717.00 | 7.93 | ₹ 10,793.00 |
3Y | 5.87 | ₹ 11,867.00 | 6.59 | ₹ 12,109.00 |
5Y | 4.56 | ₹ 12,500.00 | 5.16 | ₹ 12,858.00 |
7Y | 4.81 | ₹ 13,895.00 | 5.35 | ₹ 14,404.00 |
10Y | 5.31 | ₹ 16,779.00 | 5.85 | ₹ 17,654.00 |
15Y | 6.19 | ₹ 24,610.00 | ₹ |
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.
Investment Period | Invested Amount | Regular | Direct | ||
---|---|---|---|---|---|
XIRR % | Current Value of Invested Amount | XIRR % | Current Value of Invested Amount | ||
1Y | ₹ 12000 | 6.83 | ₹ 12,439.22 | 7.58 | ₹ 12,486.67 |
3Y | ₹ 36000 | 6.61 | ₹ 39,798.94 | 7.35 | ₹ 40,240.01 |
5Y | ₹ 60000 | 5.56 | ₹ 69,066.06 | 6.23 | ₹ 70,230.36 |
7Y | ₹ 84000 | 5.12 | ₹ 100,785.97 | 5.73 | ₹ 102,995.93 |
10Y | ₹ 120000 | 5.07 | ₹ 155,568.48 | 5.63 | ₹ 160,211.76 |
15Y | ₹ 180000 | 5.66 | ₹ 280,516.86 | ₹ |
Date | Jm Arbitrage Fund NAV Regular Growth | Jm Arbitrage Fund NAV Direct Growth |
---|---|---|
09-12-2024 | 31.5302 | 33.5013 |
06-12-2024 | 31.5022 | 33.4697 |
05-12-2024 | 31.5231 | 33.4912 |
04-12-2024 | 31.513 | 33.4799 |
03-12-2024 | 31.5003 | 33.4658 |
02-12-2024 | 31.4613 | 33.4238 |
29-11-2024 | 31.4485 | 33.4083 |
28-11-2024 | 31.4423 | 33.4011 |
27-11-2024 | 31.4558 | 33.4148 |
26-11-2024 | 31.4643 | 33.4233 |
25-11-2024 | 31.4456 | 33.4028 |
22-11-2024 | 31.468 | 33.4248 |
21-11-2024 | 31.4569 | 33.4124 |
19-11-2024 | 31.4489 | 33.4026 |
18-11-2024 | 31.4251 | 33.3767 |
14-11-2024 | 31.4182 | 33.367 |
13-11-2024 | 31.3942 | 33.3408 |
12-11-2024 | 31.4044 | 33.3511 |
11-11-2024 | 31.3785 | 33.3229 |
Fund Launch Date: 01/Jun/2006 |
Fund Category: Arbitrage Fund |
Investment Objective: To generate income through arbitrage opportunities emerging out of mis-pricing between the cash market and the derivatives market and through deployment of surplus cash in fixed income instruments. |
Fund Description: Open Ended Hybrid Arbitrage Fund |
Fund Benchmark: Nifty 50 Arbitrage Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.