Jm Arbitrage Fund Datagrid
Category Arbitrage Fund
BMSMONEY Rank 20
Rating
Growth Option 04-12-2025
NAV ₹33.33(R) +0.05% ₹35.65(D) +0.06%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 5.78% 6.63% 5.23% 4.86% 5.16%
Direct 6.49% 7.37% 5.89% 5.44% 5.71%
Benchmark
SIP (XIRR) Regular 5.56% 6.32% 5.24% 5.04% 5.01%
Direct 6.27% 7.05% 5.94% 5.69% 5.61%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
2.07 1.44 0.66 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.38% 0.0% 0.0% - 0.27%
Fund AUM As on: 30/06/2025 192 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
JM Arbitrage Fund (Regular) - Monthly IDCW 13.11
0.0100
0.0500%
JM Arbitrage Fund (Direct) - Monthly IDCW 14.4
0.0100
0.0600%
JM Arbitrage Fund (Regular) - Annual IDCW 14.73
0.0100
0.0500%
JM Arbitrage Fund (Regular) - Half Yearly IDCW 14.83
0.0100
0.0500%
JM Arbitrage Fund (Regular) - Quarterly IDCW 15.05
0.0100
0.0500%
JM Arbitrage Fund (Regular) - IDCW 15.47
0.0100
0.0500%
JM Arbitrage Fund (Direct) - Annual IDCW 16.22
0.0100
0.0600%
JM Arbitrage Fund (Direct) - Half Yearly IDCW 16.49
0.0100
0.0600%
JM Arbitrage Fund (Direct)- IDCW 16.8
0.0100
0.0600%
JM Arbitrage Fund (Direct) - Quarterly IDCW 16.94
0.0100
0.0600%
JM Arbitrage Fund (Regular) - Bonus Option - Principal Units 18.12
0.0100
0.0500%
JM Arbitrage Fund (Direct) - Annual Bonus Option - Principal Units 18.31
0.0100
0.0600%
JM Arbitrage Fund (Direct) - Bonus Option - Principal Units 19.08
0.0100
0.0600%
JM Arbitrage Fund (Regular) - Growth Option 33.33
0.0200
0.0500%
JM Arbitrage Fund (Direct) - Growth Option 35.65
0.0200
0.0600%

Review Date: 04-12-2025

Beginning of Analysis

Jm Arbitrage Fund is the 19th ranked fund in the Arbitrage Fund category. The category has total 24 funds. The Jm Arbitrage Fund has shown a poor past performence in Arbitrage Fund. The fund has a Sharpe Ratio of 2.07 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

Jm Arbitrage Fund Return Analysis

  • The fund has given a return of 0.49%, 1.42 and 3.07 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.
  • Jm Arbitrage Fund has given a return of 6.49% in last one year. In the same period the Arbitrage Fund category average return was 6.82%.
  • The fund has given a return of 7.37% in last three years and ranked 22.0nd 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 5.89% in last five years and ranked 18th 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 return of 5.71% in last ten years and ranked 12th out of 12 funds in the category. In the same period the category average return was 6.37%.
  • The fund has given a SIP return of 6.27% in last one year whereas category average SIP return is 6.51%. The fund one year return rank in the category is 21st in 27 funds
  • The fund has SIP return of 7.05% in last three years and ranks 22nd 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 5.94% in last five years whereas category average SIP return is 6.2%.

Jm Arbitrage Fund Risk Analysis

  • The fund has a standard deviation of 0.38 and semi deviation of 0.27. 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 % 0.44
    0.43
    		0.32 | 0.47 10 | 27 Good
    3M Return % 1.25
    1.29
    		1.18 | 1.36 24 | 27 Poor
    6M Return % 2.72
    2.79
    		2.44 | 2.94 22 | 27 Poor
    1Y Return % 5.78
    6.12
    		5.30 | 6.50 25 | 27 Poor
    3Y Return % 6.63
    6.89
    		5.79 | 7.29 21 | 25 Average
    5Y Return % 5.23
    5.56
    		4.62 | 5.99 18 | 21 Average
    7Y Return % 4.86
    5.45
    		4.64 | 5.76 14 | 15 Poor
    10Y Return % 5.16
    5.71
    		5.16 | 5.94 12 | 12 Poor
    15Y Return % 6.22
    6.56
    		6.22 | 6.79 10 | 10 Poor
    1Y SIP Return % 5.56
    5.81
    		5.21 | 6.15 24 | 27 Poor
    3Y SIP Return % 6.32
    6.59
    		5.60 | 6.93 22 | 25 Poor
    5Y SIP Return % 5.24
    5.50
    		4.50 | 5.87 18 | 21 Average
    7Y SIP Return % 5.04
    5.50
    		4.77 | 5.80 14 | 15 Poor
    10Y SIP Return % 5.01
    5.60
    		5.01 | 5.83 12 | 12 Poor
    15Y SIP Return % 5.51
    5.98
    		5.51 | 6.24 10 | 10 Poor
    Standard Deviation 0.38
    0.39
    		0.35 | 0.45 10 | 24 Good
    Semi Deviation 0.27
    0.28
    		0.24 | 0.35 9 | 24 Good
    Sharpe Ratio 2.07
    2.64
    		-0.10 | 3.64 19 | 24 Poor
    Sterling Ratio 0.66
    0.68
    		0.57 | 0.72 20 | 24 Poor
    Sortino Ratio 1.44
    2.42
    		-0.04 | 5.03 19 | 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 % 0.49 0.48 0.38 | 0.54 8 | 27 Good
    3M Return % 1.42 1.46 1.37 | 1.52 22 | 27 Poor
    6M Return % 3.07 3.13 2.79 | 3.28 21 | 27 Average
    1Y Return % 6.49 6.82 6.13 | 7.15 24 | 27 Poor
    3Y Return % 7.37 7.61 6.64 | 7.93 22 | 25 Poor
    5Y Return % 5.89 6.26 5.40 | 6.68 18 | 21 Average
    7Y Return % 5.44 6.11 5.27 | 6.43 14 | 15 Poor
    10Y Return % 5.71 6.37 5.71 | 6.60 12 | 12 Poor
    1Y SIP Return % 6.27 6.51 6.04 | 6.82 21 | 27 Average
    3Y SIP Return % 7.05 7.32 6.44 | 7.58 22 | 25 Poor
    5Y SIP Return % 5.94 6.20 5.34 | 6.56 18 | 21 Average
    7Y SIP Return % 5.69 6.17 5.37 | 6.48 14 | 15 Poor
    10Y SIP Return % 5.61 6.27 5.61 | 6.47 12 | 12 Poor
    Standard Deviation 0.38 0.39 0.35 | 0.45 10 | 24 Good
    Semi Deviation 0.27 0.28 0.24 | 0.35 9 | 24 Good
    Sharpe Ratio 2.07 2.64 -0.10 | 3.64 19 | 24 Poor
    Sterling Ratio 0.66 0.68 0.57 | 0.72 20 | 24 Poor
    Sortino Ratio 1.44 2.42 -0.04 | 5.03 19 | 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 Jm Arbitrage Fund NAV Regular Growth Jm Arbitrage Fund NAV Direct Growth
    04-12-2025 33.3337 35.6524
    03-12-2025 33.3316 35.6494
    02-12-2025 33.316 35.6321
    01-12-2025 33.3224 35.6383
    28-11-2025 33.3005 35.613
    27-11-2025 33.2971 35.6086
    26-11-2025 33.3033 35.6146
    25-11-2025 33.313 35.6243
    24-11-2025 33.2845 35.5932
    21-11-2025 33.2922 35.5994
    20-11-2025 33.2814 35.5873
    19-11-2025 33.2791 35.5842
    18-11-2025 33.2629 35.5661
    17-11-2025 33.2432 35.5444
    14-11-2025 33.2371 35.5359
    13-11-2025 33.2299 35.5276
    12-11-2025 33.19 35.4843
    11-11-2025 33.1927 35.4866
    10-11-2025 33.1841 35.4767
    07-11-2025 33.1937 35.485
    06-11-2025 33.1884 35.4787
    04-11-2025 33.1879 35.4768

    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.