Jm Arbitrage Fund Datagrid
Category Arbitrage Fund
BMSMONEY Rank 21
Rating
Growth Option 19-10-2026
NAV ₹34.98(R) -0.01% ₹37.63(D) -0.01%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 5.62% 6.22% 5.74% 4.87% 5.07%
Direct 6.32% 6.95% 6.45% 5.49% 5.63%
Benchmark
SIP (XIRR) Regular 5.53% 5.87% 6.05% 5.6% 5.07%
Direct 6.23% 6.59% 6.77% 6.28% 5.69%
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: 19-10-2026

Scheme Name NAV Rupee Change Percent Change
JM Arbitrage Fund (Regular) - Monthly IDCW 13.75
0.0000
-0.0100%
JM Arbitrage Fund (Direct) - Monthly IDCW 15.2
0.0000
-0.0100%
JM Arbitrage Fund (Regular) - Annual IDCW 15.45
0.0000
-0.0100%
JM Arbitrage Fund (Regular) - Half Yearly IDCW 15.57
0.0000
-0.0100%
JM Arbitrage Fund (Regular) - Quarterly IDCW 15.8
0.0000
-0.0100%
JM Arbitrage Fund (Regular) - IDCW 16.24
0.0000
-0.0100%
JM Arbitrage Fund (Direct) - Annual IDCW 17.12
0.0000
-0.0100%
JM Arbitrage Fund (Direct) - Half Yearly IDCW 17.41
0.0000
-0.0100%
JM Arbitrage Fund (Direct)- IDCW 17.73
0.0000
-0.0100%
JM Arbitrage Fund (Direct) - Quarterly IDCW 17.88
0.0000
-0.0100%
JM Arbitrage Fund (Regular) - Bonus Option - Principal Units 19.02
0.0000
-0.0100%
JM Arbitrage Fund (Direct) - Annual Bonus Option - Principal Units 19.33
0.0000
-0.0100%
JM Arbitrage Fund (Direct) - Bonus Option - Principal Units 20.14
0.0000
-0.0100%
JM Arbitrage Fund (Regular) - Growth Option 34.98
0.0000
-0.0100%
JM Arbitrage Fund (Direct) - Growth Option 37.63
0.0000
-0.0100%

Review Date: 19-10-2026

Beginning of Analysis

In the Arbitrage Fund category, JM Arbitrage Fund is the 19th ranked fund. 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 0.57%, 1.55 and 2.93 in last one, three and six months respectively. In the same period the category average return was 0.52%, 1.56% and 2.99% respectively.
  • JM Arbitrage Fund has given a return of 6.32% in last one year. In the same period the Arbitrage Fund category average return was 6.53%.
  • The fund has given a return of 6.95% in last three years and ranked 21.0st out of twenty four funds in the category. In the same period the Arbitrage Fund category average return was 7.18%.
  • The fund has given a return of 6.45% 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 6.68%.
  • 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 6.23% in last one year whereas category average SIP return is 5.92%. The fund one year return rank in the category is 24th in 31 funds
  • The fund has SIP return of 6.59% in last three years and ranks 21st in 24 funds. Invesco India Arbitrage Fund has given the highest SIP return (7.09%) in the category in last three years.
  • The fund has SIP return of 6.77% in last five years whereas category average SIP return is 7.01%.

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 % 0.52
    0.46
    		0.28 | 0.55 6 | 36 Very Good
    3M Return % 1.39
    1.38
    		0.65 | 1.58 20 | 36 Average
    6M Return % 2.59
    2.62
    		1.51 | 3.16 23 | 35 Average
    1Y Return % 5.62
    5.79
    		3.56 | 6.86 27 | 32 Poor
    3Y Return % 6.22
    6.47
    		5.56 | 6.79 20 | 24 Poor
    5Y Return % 5.74
    5.97
    		5.04 | 6.42 16 | 19 Poor
    7Y Return % 4.87
    5.38
    		4.63 | 5.72 15 | 17 Average
    10Y Return % 5.07
    5.68
    		5.07 | 5.87 11 | 11 Poor
    15Y Return % 6.13
    6.50
    		6.13 | 6.72 9 | 9 Average
    1Y SIP Return % 5.53
    5.20
    		-9.80 | 6.71 25 | 32 Poor
    3Y SIP Return % 5.87
    6.10
    		5.37 | 6.38 22 | 24 Poor
    5Y SIP Return % 6.05
    6.30
    		5.40 | 6.61 17 | 19 Poor
    7Y SIP Return % 5.60
    5.95
    		5.37 | 6.24 15 | 17 Average
    10Y SIP Return % 5.07
    5.62
    		5.07 | 5.82 11 | 11 Poor
    15Y SIP Return % 5.42
    5.92
    		5.42 | 6.13 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 : Oct. 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

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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 0.57 0.52 0.39 | 0.60 7 | 37 Very Good
    3M Return % 1.55 1.56 1.10 | 1.75 22 | 37 Average
    6M Return % 2.93 2.99 2.23 | 3.49 27 | 36 Average
    1Y Return % 6.32 6.53 5.06 | 7.54 27 | 32 Poor
    3Y Return % 6.95 7.18 6.39 | 7.45 21 | 24 Poor
    5Y Return % 6.45 6.68 5.89 | 7.13 16 | 19 Poor
    7Y Return % 5.49 6.06 5.25 | 6.44 16 | 17 Poor
    10Y Return % 5.63 6.33 5.63 | 6.52 11 | 11 Poor
    1Y SIP Return % 6.23 5.92 -8.81 | 7.40 24 | 31 Average
    3Y SIP Return % 6.59 6.82 6.19 | 7.09 21 | 24 Poor
    5Y SIP Return % 6.77 7.01 6.23 | 7.33 17 | 19 Poor
    7Y SIP Return % 6.28 6.63 5.97 | 6.95 15 | 17 Average
    10Y SIP Return % 5.69 6.28 5.69 | 6.47 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 : Oct. 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
    19-10-2026 34.9811 37.6324
    16-10-2026 34.9849 37.6344
    15-10-2026 34.9372 37.5825
    14-10-2026 34.9376 37.5823
    13-10-2026 34.9048 37.5463
    12-10-2026 34.9607 37.6057
    09-10-2026 34.9066 37.5455
    08-10-2026 34.9134 37.5522
    07-10-2026 34.9443 37.5847
    06-10-2026 34.9352 37.5743
    05-10-2026 34.9087 37.5451
    01-10-2026 34.8628 37.493
    30-09-2026 34.8824 37.5134
    29-09-2026 34.7735 37.3956
    28-09-2026 34.8631 37.4913
    25-09-2026 34.8577 37.4834
    24-09-2026 34.8267 37.4494
    23-09-2026 34.8583 37.4828
    22-09-2026 34.8136 37.434
    21-09-2026 34.8017 37.4205

    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.