Jm Arbitrage Fund Overview
Category Arbitrage Fund
BMSMONEY Rank 21
Rating
Growth Option 22-04-2025
NAV ₹32.29(R) +0.03% ₹34.39(D) +0.03%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 6.73% 6.23% 4.79% 4.88% 5.25%
Direct 7.47% 6.97% 5.4% 5.44% 5.79%
Benchmark
SIP (XIRR) Regular 6.72% 4.77% 5.18% 4.98% 5.01%
Direct 7.45% 5.49% 5.86% 5.61% 5.59%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-0.88 -0.28 0.62 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.53% 0.0% 0.0% - 0.41%
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
Icici Prudential Equity - Arbitrage Fund 5

NAV Date: 22-04-2025

Scheme Name NAV Rupee Change Percent Change
JM Arbitrage Fund (Regular) - Monthly IDCW 12.7
0.0000
0.0300%
JM Arbitrage Fund (Direct) - Monthly IDCW 13.89
0.0000
0.0300%
JM Arbitrage Fund (Regular) - Annual IDCW 14.27
0.0000
0.0300%
JM Arbitrage Fund (Regular) - Half Yearly IDCW 14.37
0.0000
0.0300%
JM Arbitrage Fund (Regular) - Quarterly IDCW 14.58
0.0000
0.0300%
JM Arbitrage Fund (Regular) - IDCW 14.99
0.0000
0.0300%
JM Arbitrage Fund (Direct) - Annual IDCW 15.65
0.0000
0.0300%
JM Arbitrage Fund (Direct) - Half Yearly IDCW 15.91
0.0100
0.0300%
JM Arbitrage Fund (Direct)- IDCW 16.21
0.0100
0.0300%
JM Arbitrage Fund (Direct) - Quarterly IDCW 16.34
0.0100
0.0300%
JM Arbitrage Fund (Regular) - Bonus Option - Principal Units 17.55
0.0100
0.0300%
JM Arbitrage Fund (Direct) - Annual Bonus Option - Principal Units 17.67
0.0100
0.0300%
JM Arbitrage Fund (Direct) - Bonus Option - Principal Units 18.41
0.0100
0.0300%
JM Arbitrage Fund (Regular) - Growth Option 32.29
0.0100
0.0300%
JM Arbitrage Fund (Direct) - Growth Option 34.39
0.0100
0.0300%

Review Date: 22-04-2025

Beginning of Analysis

Jm Arbitrage Fund is the 21st ranked fund in the Arbitrage Fund category. The category has total 23 funds. The Jm Arbitrage Fund has shown a very poor past performence in Arbitrage Fund. The fund has a Sharpe Ratio of -0.88 which is lower than the category average of -0.45.
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

Jm Arbitrage Fund Return Analysis

  • The fund has given a return of 0.71%, 1.84 and 3.63 in last one, three and six months respectively. In the same period the category average return was 0.79%, 1.98% and 3.81% respectively.
  • Jm Arbitrage Fund has given a return of 7.47% in last one year. In the same period the Arbitrage Fund category average return was 7.78%.
  • The fund has given a return of 6.97% in last three years and ranked 20.0th out of 23 funds in the category. In the same period the Arbitrage Fund category average return was 7.18%.
  • The fund has given a return of 5.4% in last five years and ranked 17th out of 19 funds in the category. In the same period the Arbitrage Fund category average return was 5.97%.
  • The fund has given a return of 5.79% in last ten years and ranked 12th out of 12 funds in the category. In the same period the category average return was 6.43%.
  • The fund has given a SIP return of 7.45% in last one year whereas category average SIP return is 7.82%. The fund one year return rank in the category is 25th in 27 funds
  • The fund has SIP return of 5.49% in last three years and ranks 21st in 23 funds. Kotak Equity Arbitrage Fund has given the highest SIP return (6.09%) in the category in last three years.
  • The fund has SIP return of 5.86% in last five years whereas category average SIP return is 6.22%.

Jm Arbitrage Fund Risk Analysis

  • The fund has a standard deviation of 0.53 and semi deviation of 0.41. The category average standard deviation is 0.56 and semi deviation is 0.44.

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


    • 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 Jm Arbitrage Fund NAV Regular Growth Jm Arbitrage Fund NAV Direct Growth
    22-04-2025 32.2901 34.3932
    21-04-2025 32.2805 34.3824
    17-04-2025 32.2794 34.3786
    16-04-2025 32.2548 34.3519
    15-04-2025 32.2399 34.3353
    11-04-2025 32.2084 34.2993
    09-04-2025 32.2152 34.3052
    08-04-2025 32.1899 34.2776
    07-04-2025 32.1906 34.2777
    04-04-2025 32.2073 34.2937
    03-04-2025 32.1751 34.2588
    02-04-2025 32.1601 34.2421
    01-04-2025 32.1342 34.214
    28-03-2025 32.1403 34.2179
    27-03-2025 32.0817 34.1549
    26-03-2025 32.0815 34.154
    25-03-2025 32.0837 34.1558
    24-03-2025 32.079 34.1502

    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
    Source: Fund FactSheet

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