Jm Arbitrage Fund Datagrid
Category Arbitrage Fund
BMSMONEY Rank 21
Rating
Growth Option 19-08-2026
NAV ₹34.69(R) +0.15% ₹37.28(D) +0.15%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 5.72% 6.36% 5.64% 4.85% 5.09%
Direct 6.42% 7.09% 6.33% 5.46% 5.65%
Benchmark
SIP (XIRR) Regular 5.7% 6.0% 6.08% 5.58% 5.07%
Direct 6.4% 6.72% 6.8% 6.25% 5.68%
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
- 4
ICICI Prudential Equity - Arbitrage Fund 5

NAV Date: 19-08-2026

Scheme Name NAV Rupee Change Percent Change
JM Arbitrage Fund (Regular) - Monthly IDCW 13.64
0.0200
0.1500%
JM Arbitrage Fund (Direct) - Monthly IDCW 15.05
0.0200
0.1500%
JM Arbitrage Fund (Regular) - Annual IDCW 15.33
0.0200
0.1500%
JM Arbitrage Fund (Regular) - Half Yearly IDCW 15.44
0.0200
0.1500%
JM Arbitrage Fund (Regular) - Quarterly IDCW 15.67
0.0200
0.1500%
JM Arbitrage Fund (Regular) - IDCW 16.1
0.0200
0.1500%
JM Arbitrage Fund (Direct) - Annual IDCW 16.96
0.0300
0.1500%
JM Arbitrage Fund (Direct) - Half Yearly IDCW 17.24
0.0300
0.1500%
JM Arbitrage Fund (Direct)- IDCW 17.57
0.0300
0.1500%
JM Arbitrage Fund (Direct) - Quarterly IDCW 17.71
0.0300
0.1500%
JM Arbitrage Fund (Regular) - Bonus Option - Principal Units 18.86
0.0300
0.1500%
JM Arbitrage Fund (Direct) - Annual Bonus Option - Principal Units 19.15
0.0300
0.1500%
JM Arbitrage Fund (Direct) - Bonus Option - Principal Units 19.95
0.0300
0.1500%
JM Arbitrage Fund (Regular) - Growth Option 34.69
0.0500
0.1500%
JM Arbitrage Fund (Direct) - Growth Option 37.28
0.0600
0.1500%

Review Date: 19-08-2026

Beginning of Analysis

In the Arbitrage Fund category, JM Arbitrage Fund is the 19th ranked fund. 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 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 0.6%, 1.54 and 3.0 in last one, three and six months respectively. In the same period the category average return was 0.62%, 1.67% and 3.16% respectively.
  • JM Arbitrage Fund has given a return of 6.42% in last one year. In the same period the Arbitrage Fund category average return was 6.64%.
  • The fund has given a return of 7.09% in last three years and ranked 19.0th out of twenty two funds in the category. In the same period the Arbitrage Fund category average return was 7.33%.
  • The fund has given a return of 6.33% in last five years and ranked 15th out of eighteen funds in the category. In the same period the Arbitrage Fund category average return was 6.57%.
  • The fund has given a return of 5.65% in last ten years and ranked 10th out of ten funds in the category. In the same period the category average return was 6.36%.
  • The fund has given a SIP return of 6.4% in last one year whereas category average SIP return is 6.69%. The fund one year return rank in the category is 23rd in 28 funds
  • The fund has SIP return of 6.72% in last three years and ranks 19th in 22 funds. Tata Arbitrage Fund has given the highest SIP return (7.26%) in the category in last three years.
  • The fund has SIP return of 6.8% in last five years whereas category average SIP return is 7.05%.

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 % 0.54
    0.56
    		0.09 | 0.69 26 | 34 Average
    3M Return % 1.37
    1.48
    		0.75 | 1.79 29 | 34 Poor
    6M Return % 2.66
    2.80
    		1.61 | 3.39 24 | 31 Average
    1Y Return % 5.72
    5.91
    		3.68 | 7.06 22 | 28 Poor
    3Y Return % 6.36
    6.61
    		5.68 | 6.96 19 | 22 Poor
    5Y Return % 5.64
    5.86
    		4.93 | 6.29 15 | 18 Average
    7Y Return % 4.85
    5.42
    		4.63 | 5.73 14 | 15 Poor
    10Y Return % 5.09
    5.70
    		5.09 | 5.90 10 | 10 Poor
    15Y Return % 6.13
    6.50
    		6.13 | 6.72 8 | 8 Poor
    1Y SIP Return % 5.70
    5.96
    		3.46 | 7.15 22 | 27 Poor
    3Y SIP Return % 6.00
    6.27
    		5.50 | 6.58 19 | 22 Poor
    5Y SIP Return % 6.08
    6.34
    		5.42 | 6.68 15 | 18 Average
    7Y SIP Return % 5.58
    5.98
    		5.34 | 6.27 14 | 15 Poor
    10Y SIP Return % 5.07
    5.63
    		5.07 | 5.85 10 | 10 Poor
    15Y SIP Return % 5.44
    5.95
    		5.44 | 6.17 8 | 8 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 : Aug. 19, 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

    Rotate the phone! Best viewed in landscape mode on mobile.
    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 0.60 0.62 0.28 | 0.74 26 | 35 Average
    3M Return % 1.54 1.67 1.11 | 1.95 30 | 35 Poor
    6M Return % 3.00 3.16 2.34 | 3.72 27 | 32 Poor
    1Y Return % 6.42 6.64 5.10 | 7.73 23 | 28 Poor
    3Y Return % 7.09 7.33 6.52 | 7.60 19 | 22 Poor
    5Y Return % 6.33 6.57 5.78 | 7.00 15 | 18 Average
    7Y Return % 5.46 6.10 5.25 | 6.45 14 | 15 Poor
    10Y Return % 5.65 6.36 5.65 | 6.55 10 | 10 Poor
    1Y SIP Return % 6.40 6.69 4.89 | 7.83 23 | 28 Poor
    3Y SIP Return % 6.72 6.99 6.33 | 7.26 19 | 22 Poor
    5Y SIP Return % 6.80 7.05 6.26 | 7.37 16 | 18 Poor
    7Y SIP Return % 6.25 6.66 5.93 | 6.95 14 | 15 Poor
    10Y SIP Return % 5.68 6.30 5.68 | 6.48 10 | 10 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 : Aug. 19, 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
    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
    07-08-2026 34.6178 37.1926
    06-08-2026 34.5736 37.1444
    05-08-2026 34.6289 37.2032
    04-08-2026 34.7065 37.2859
    03-08-2026 34.753 37.3351
    31-07-2026 34.5764 37.1434
    30-07-2026 34.5752 37.1414
    29-07-2026 34.5624 37.127
    28-07-2026 34.5505 37.1135
    27-07-2026 34.5261 37.0866
    24-07-2026 34.5259 37.0844
    23-07-2026 34.5359 37.0944
    22-07-2026 34.5411 37.0994
    21-07-2026 34.5259 37.0824
    20-07-2026 34.5032 37.0573

    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.