Jm Arbitrage Fund Datagrid
Category Arbitrage Fund
BMSMONEY Rank 21
Rating
Growth Option 09-09-2026
NAV ₹34.74(R) -0.02% ₹37.34(D) -0.02%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 5.54% 6.23% 5.64% 4.86% 5.07%
Direct 6.24% 6.96% 6.34% 5.47% 5.63%
Benchmark
SIP (XIRR) Regular 5.45% 5.86% 6.02% 5.55% 5.23%
Direct 6.16% 6.57% 6.74% 6.23% 5.85%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.11 0.52 0.64 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.51% 0.0% 0.0% - 0.38%
Fund AUM As on: 30/12/2025 371 Cr
Top Arbitrage Fund
Fund Name Rank Rating
Invesco India Arbitrage Fund 1
UTI Arbitrage Fund 2
Kotak Arbitrage Fund 3
SBI arbitrage opportunities fund 4
ICICI Prudential Equity - Arbitrage Fund 5

NAV Date: 09-09-2026

Scheme Name NAV Rupee Change Percent Change
JM Arbitrage Fund (Regular) - Monthly IDCW 13.66
0.0000
-0.0200%
JM Arbitrage Fund (Direct) - Monthly IDCW 15.08
0.0000
-0.0200%
JM Arbitrage Fund (Regular) - Annual IDCW 15.35
0.0000
-0.0200%
JM Arbitrage Fund (Regular) - Half Yearly IDCW 15.46
0.0000
-0.0200%
JM Arbitrage Fund (Regular) - Quarterly IDCW 15.69
0.0000
-0.0200%
JM Arbitrage Fund (Regular) - IDCW 16.12
0.0000
-0.0200%
JM Arbitrage Fund (Direct) - Annual IDCW 16.99
0.0000
-0.0200%
JM Arbitrage Fund (Direct) - Half Yearly IDCW 17.27
0.0000
-0.0200%
JM Arbitrage Fund (Direct)- IDCW 17.6
0.0000
-0.0200%
JM Arbitrage Fund (Direct) - Quarterly IDCW 17.75
0.0000
-0.0200%
JM Arbitrage Fund (Regular) - Bonus Option - Principal Units 18.89
0.0000
-0.0200%
JM Arbitrage Fund (Direct) - Annual Bonus Option - Principal Units 19.18
0.0000
-0.0200%
JM Arbitrage Fund (Direct) - Bonus Option - Principal Units 19.98
0.0000
-0.0200%
JM Arbitrage Fund (Regular) - Growth Option 34.74
-0.0100
-0.0200%
JM Arbitrage Fund (Direct) - Growth Option 37.34
-0.0100
-0.0200%

Review Date: 09-09-2026

Beginning of Analysis

JM Arbitrage Fund is the 19th ranked fund in the Arbitrage Fund category. The category has total 24 funds. The 2 star rating shows a poor past performance of the JM Arbitrage Fund in Arbitrage Fund. The fund has a Sharpe Ratio of 1.11 which is lower than the category average of 1.56.
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 0.37%, 1.62 and 2.99 in last one, three and six months respectively. In the same period the category average return was 0.37%, 1.68% and 3.13% respectively.
  • JM Arbitrage Fund has given a return of 6.24% in last one year. In the same period the Arbitrage Fund category average return was 6.51%.
  • The fund has given a return of 6.96% in last three years and ranked 20.0th out of twenty three funds in the category. In the same period the Arbitrage Fund category average return was 7.22%.
  • The fund has given a return of 6.34% in last five years and ranked 16th out of nineteen funds in the category. In the same period the Arbitrage Fund category average return was 6.59%.
  • The fund has given a return of 5.63% in last ten years and ranked 11th out of eleven funds in the category. In the same period the category average return was 6.33%.
  • The fund has given a SIP return of 6.16% in last one year whereas category average SIP return is 6.44%. The fund one year return rank in the category is 27th in 31 funds
  • The fund has SIP return of 6.57% in last three years and ranks 20th in 23 funds. Tata Arbitrage Fund has given the highest SIP return (7.12%) in the category in last three years.
  • The fund has SIP return of 6.74% in last five years whereas category average SIP return is 7.0%.

JM Arbitrage Fund Risk Analysis

  • The fund has a standard deviation of 0.51 and semi deviation of 0.38. The category average standard deviation is 0.51 and semi deviation is 0.38.

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
    0.32
    		0.00 | 0.48 22 | 36 Average
    3M Return % 1.45
    1.49
    		0.75 | 1.86 24 | 36 Average
    6M Return % 2.64
    2.76
    		1.52 | 3.40 25 | 33 Average
    1Y Return % 5.54
    5.77
    		3.48 | 6.95 25 | 31 Poor
    3Y Return % 6.23
    6.50
    		5.57 | 6.85 20 | 23 Poor
    5Y Return % 5.64
    5.88
    		4.92 | 6.30 16 | 19 Poor
    7Y Return % 4.86
    5.42
    		4.60 | 5.73 15 | 16 Poor
    10Y Return % 5.07
    5.68
    		5.07 | 5.88 11 | 11 Poor
    15Y Return % 6.11
    6.49
    		6.11 | 6.71 9 | 9 Average
    1Y SIP Return % 5.45
    5.70
    		3.19 | 6.94 25 | 31 Poor
    3Y SIP Return % 5.86
    6.14
    		5.36 | 6.45 20 | 23 Poor
    5Y SIP Return % 6.02
    6.30
    		5.37 | 6.63 17 | 19 Poor
    7Y SIP Return % 5.55
    5.96
    		5.27 | 6.25 15 | 16 Poor
    10Y SIP Return % 5.23
    5.81
    		5.23 | 6.02 11 | 11 Poor
    15Y SIP Return % 5.48
    6.00
    		5.48 | 6.21 9 | 9 Average
    Standard Deviation 0.51
    0.51
    		0.41 | 0.55 9 | 24 Good
    Semi Deviation 0.38
    0.38
    		0.30 | 0.41 13 | 24 Average
    Max Drawdown % 0.00
    0.00
    		-0.04 | 0.00 21 | 24 Poor
    Average Drawdown % 0.00
    0.00
    		0.00 | 0.04 24 | 24 Poor
    Sharpe Ratio 1.11
    1.56
    		-0.28 | 2.12 21 | 24 Poor
    Sterling Ratio 0.64
    0.66
    		0.57 | 0.70 21 | 24 Poor
    Sortino Ratio 0.52
    0.83
    		-0.10 | 1.22 21 | 24 Poor
    Return data last Updated On : Sept. 9, 2026.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 30, 2026
    KPIs: Key Performance Indicators

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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 0.37 0.37 0.09 | 0.54 22 | 37 Average
    3M Return % 1.62 1.68 1.11 | 2.02 25 | 37 Average
    6M Return % 2.99 3.13 2.15 | 3.74 28 | 34 Poor
    1Y Return % 6.24 6.51 4.89 | 7.62 27 | 31 Poor
    3Y Return % 6.96 7.22 6.40 | 7.49 20 | 23 Poor
    5Y Return % 6.34 6.59 5.77 | 7.01 16 | 19 Poor
    7Y Return % 5.47 6.09 5.22 | 6.45 15 | 16 Poor
    10Y Return % 5.63 6.33 5.63 | 6.53 11 | 11 Poor
    1Y SIP Return % 6.16 6.44 4.61 | 7.62 27 | 31 Poor
    3Y SIP Return % 6.57 6.85 6.19 | 7.12 20 | 23 Poor
    5Y SIP Return % 6.74 7.00 6.20 | 7.32 17 | 19 Poor
    7Y SIP Return % 6.23 6.63 5.86 | 6.93 15 | 16 Poor
    10Y SIP Return % 5.85 6.47 5.85 | 6.66 11 | 11 Poor
    Standard Deviation 0.51 0.51 0.41 | 0.55 9 | 24 Good
    Semi Deviation 0.38 0.38 0.30 | 0.41 13 | 24 Average
    Max Drawdown % 0.00 0.00 -0.04 | 0.00 21 | 24 Poor
    Average Drawdown % 0.00 0.00 0.00 | 0.04 24 | 24 Poor
    Sharpe Ratio 1.11 1.56 -0.28 | 2.12 21 | 24 Poor
    Sterling Ratio 0.64 0.66 0.57 | 0.70 21 | 24 Poor
    Sortino Ratio 0.52 0.83 -0.10 | 1.22 21 | 24 Poor
    Return data last Updated On : Sept. 9, 2026.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 30, 2026
    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 Jm Arbitrage Fund NAV Regular Growth Jm Arbitrage Fund NAV Direct Growth
    09-09-2026 34.7378 37.3438
    08-09-2026 34.7446 37.3504
    07-09-2026 34.7524 37.3581
    04-09-2026 34.6773 37.2753
    03-09-2026 34.725 37.326
    02-09-2026 34.75 37.3521
    01-09-2026 34.8077 37.4135
    31-08-2026 34.7074 37.305
    28-08-2026 34.7031 37.2983
    27-08-2026 34.6771 37.2697
    26-08-2026 34.6107 37.1977
    25-08-2026 34.7113 37.3051
    24-08-2026 34.7323 37.3271
    21-08-2026 34.7254 37.3176
    20-08-2026 34.6658 37.2529
    19-08-2026 34.6905 37.2788
    18-08-2026 34.6376 37.2213
    17-08-2026 34.5906 37.1701
    14-08-2026 34.6265 37.2066
    13-08-2026 34.6434 37.2242
    12-08-2026 34.6596 37.2408
    11-08-2026 34.6469 37.2265
    10-08-2026 34.6269 37.2044

    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.