Jm Arbitrage Fund Overview
Category Arbitrage Fund
BMSMONEY Rank 16
BMSMONEY Rating
Gro. Opt. As On: 26-07-2024
NAV ₹30.8(R) +0.01% ₹32.64(D) +0.01%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 7.39% 5.36% 4.38% 4.75% 5.31%
LumpSum (D) 8.16% 6.03% 4.95% 5.27% 5.84%
SIP (R) 7.45% 6.37% 4.54% 4.6% 4.84%
SIP (D) 8.22% 7.1% 5.17% 5.18% 5.39%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-2.55 -0.62 0.53 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.67% 0.0% 0.0% - 0.49%
Top Arbitrage Fund
Fund Name Rank Rating
Invesco India Arbitrage Fund 1
Kotak Equity Arbitrage Fund 2
SBI Arbitrage Opportunities Fund 3
Edelweiss Arbitrage Fund 4
UTI Arbitrage Fund 5

NAV Date: 26-07-2024

Scheme Name NAV Rupee Change Percent Change
JM Arbitrage Fund (Regular) - Monthly IDCW 12.11
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Monthly IDCW 13.18
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Annual IDCW 13.61
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Half Yearly IDCW 13.7
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Quarterly IDCW 13.91
0.0000
0.0100%
JM Arbitrage Fund (Regular) - IDCW 14.29
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Annual IDCW 14.85
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Half Yearly IDCW 15.1
0.0000
0.0100%
JM Arbitrage Fund (Direct)- IDCW 15.38
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Quarterly IDCW 15.51
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Bonus Option - Principal Units 16.74
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Annual Bonus Option - Principal Units 16.76
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Bonus Option - Principal Units 17.47
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Growth Option 30.8
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Annual Bonus Option - Principal Units 31.09
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Half Yearly Bonus Option - Principal Units 31.14
0.0000
0.0100%
JM Arbitrage Fund (Regular) - Quarterly Bonus Option - Principal Units 31.14
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Growth Option 32.64
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Quarterly Bonus Option - Principal Units 32.69
0.0000
0.0100%
JM Arbitrage Fund (Direct) - Half Yearly Bonus Option - Principal Units 32.69
0.0000
0.0100%

Review Date: 26-07-2024

JM Arbitrage Fund has exhibited poor performance in the Arbitrage Fund category. The fund has rank of 16 out of 23 funds in the category. The fund has delivered return of 7.39% in 1 year, 5.36% in 3 years, 4.38% in 5 years and 5.31% in 10 years. The category average for the same periods is 7.6%, 5.55%, 5.05% and 5.85% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 0.67, VaR of 0.0, Average Drawdown of 0.0, Semi Deviation of 0.49 and Max Drawdown of 0.0. The category average for the same parameters is 0.69, -0.01, -0.04, 0.51 and -0.05 respectively. The fund has very low risk in the category.

Key Points:

  1. An investment of ₹10,000 in JM Arbitrage Fund direct growth option would have grown to ₹10816.0 in 1 year, ₹11920.0 in 3 years and ₹12732.0 in 5 years as of today (26-07-2024).
  2. An SIP of ₹1,000 per month in JM Arbitrage Fund direct growth option would have grown to ₹12526.0 in 1 year, ₹40082.0 in 3 years and ₹68384.0 in 5 years as of today (26-07-2024).
  3. standard deviation of 0.67 and based on VaR one can expect to lose more than 0.0% of current value of fund in one year.
  4. Sharpe ratio of the fund is -2.55 which shows average performance of fund in the arbitrage fund category.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.53
0.59
0.45 | 0.64 21 | 23 Poor
3M Return % 1.78
1.86
1.55 | 1.96 20 | 23 Poor
6M Return % 3.51
3.67
3.06 | 3.93 19 | 23 Poor
1Y Return % 7.39
7.60
6.35 | 8.11 18 | 23 Average
3Y Return % 5.36
5.55
4.53 | 6.11 17 | 21 Average
5Y Return % 4.38
5.05
4.07 | 5.43 17 | 18 Poor
7Y Return % 4.75
5.44
4.75 | 5.72 13 | 13 Poor
10Y Return % 5.31
5.85
5.31 | 6.08 11 | 11 Poor
15Y Return % 6.13
6.41
6.13 | 6.71 9 | 9 Average
1Y SIP Return % 7.45
7.72
6.44 | 8.26 19 | 23 Poor
3Y SIP Return % 6.37
6.58
5.44 | 7.10 16 | 21 Average
5Y SIP Return % 4.54
4.97
4.05 | 5.37 17 | 18 Poor
7Y SIP Return % 4.60
5.21
4.60 | 5.51 13 | 13 Poor
10Y SIP Return % 4.84
5.45
4.84 | 5.70 11 | 11 Poor
15Y SIP Return % 5.50
5.94
5.50 | 6.23 8 | 8 Poor
Standard Deviation 0.67
0.69
0.63 | 0.80 7 | 21 Good
Semi Deviation 0.49
0.51
0.46 | 0.59 4 | 21 Very Good
Max Drawdown % 0.00
-0.05
-0.13 | 0.00 4 | 21 Very Good
VaR 1 Y % 0.00
-0.01
-0.10 | 0.00 19 | 21 Poor
Average Drawdown % 0.00
-0.04
-0.13 | 0.00 4 | 21 Very Good
Sharpe Ratio -2.55
-2.21
-3.91 | -1.45 17 | 21 Average
Sterling Ratio 0.53
0.54
0.44 | 0.60 17 | 21 Average
Sortino Ratio -0.62
-0.55
-0.76 | -0.42 17 | 21 Average
Return data last Updated On : July 26, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.59 0.65 0.52 | 0.69 21 | 23
3M Return % 1.96 2.02 1.75 | 2.12 20 | 23
6M Return % 3.88 4.01 3.47 | 4.23 18 | 23
1Y Return % 8.16 8.32 7.20 | 8.74 18 | 23
3Y Return % 6.03 6.26 5.24 | 6.82 18 | 21
5Y Return % 4.95 5.72 4.71 | 6.14 17 | 18
7Y Return % 5.27 6.10 5.27 | 6.38 13 | 13
10Y Return % 5.84 6.47 5.84 | 6.76 11 | 11
1Y SIP Return % 8.22 8.44 7.29 | 8.90 18 | 23
3Y SIP Return % 7.10 7.30 6.30 | 7.79 17 | 21
5Y SIP Return % 5.17 5.64 4.64 | 6.03 17 | 18
7Y SIP Return % 5.18 5.87 5.18 | 6.14 13 | 13
10Y SIP Return % 5.39 6.10 5.39 | 6.35 11 | 11
Standard Deviation 0.67 0.69 0.63 | 0.80 7 | 21
Semi Deviation 0.49 0.51 0.46 | 0.59 4 | 21
Max Drawdown % 0.00 -0.05 -0.13 | 0.00 4 | 21
VaR 1 Y % 0.00 -0.01 -0.10 | 0.00 19 | 21
Average Drawdown % 0.00 -0.04 -0.13 | 0.00 4 | 21
Sharpe Ratio -2.55 -2.21 -3.91 | -1.45 17 | 21
Sterling Ratio 0.53 0.54 0.44 | 0.60 17 | 21
Sortino Ratio -0.62 -0.55 -0.76 | -0.42 17 | 21
Return data last Updated On : July 26, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.01 ₹ 10,001.00 0.01 ₹ 10,001.00
1W 0.03 ₹ 10,003.00 0.04 ₹ 10,004.00
1M 0.53 ₹ 10,053.00 0.59 ₹ 10,059.00
3M 1.78 ₹ 10,178.00 1.96 ₹ 10,196.00
6M 3.51 ₹ 10,351.00 3.88 ₹ 10,388.00
1Y 7.39 ₹ 10,739.00 8.16 ₹ 10,816.00
3Y 5.36 ₹ 11,694.00 6.03 ₹ 11,920.00
5Y 4.38 ₹ 12,392.00 4.95 ₹ 12,732.00
7Y 4.75 ₹ 13,837.00 5.27 ₹ 14,329.00
10Y 5.31 ₹ 16,776.00 5.84 ₹ 17,636.00
15Y 6.13 ₹ 24,416.00 ₹

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 7.45 ₹ 12,477.14 8.22 ₹ 12,525.67
3Y ₹ 36000 6.37 ₹ 39,650.40 7.10 ₹ 40,081.93
5Y ₹ 60000 4.54 ₹ 67,302.90 5.17 ₹ 68,383.68
7Y ₹ 84000 4.60 ₹ 98,902.02 5.18 ₹ 100,987.99
10Y ₹ 120000 4.84 ₹ 153,699.84 5.39 ₹ 158,179.44
15Y ₹ 180000 5.50 ₹ 276,996.96 ₹


Date NAV Regular Growth NAV Direct Growth
26-07-2024 30.7963 32.6378
25-07-2024 30.7934 32.6342
24-07-2024 30.792 32.6321
23-07-2024 30.7861 32.6252
22-07-2024 30.7876 32.6261
19-07-2024 30.7909 32.6278
18-07-2024 30.7464 32.5799
16-07-2024 30.7356 32.5673
15-07-2024 30.7247 32.5551
12-07-2024 30.7451 32.5749
11-07-2024 30.7138 32.5411
10-07-2024 30.7164 32.5432
09-07-2024 30.7089 32.5347
08-07-2024 30.6863 32.5101
05-07-2024 30.6859 32.5077
04-07-2024 30.6765 32.4972
03-07-2024 30.674 32.494
02-07-2024 30.6644 32.4831
01-07-2024 30.643 32.4598
28-06-2024 30.6325 32.4468
27-06-2024 30.6332 32.447
26-06-2024 30.634 32.4472

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.