Tata Arbitrage Fund Overview | ||||||
---|---|---|---|---|---|---|
Category | Arbitrage Fund | |||||
BMSMONEY Rank | 10 | |||||
BMSMONEY Rating | ||||||
Gro. Opt. | As On: | 09-12-2024 | ||||
NAV | ₹13.84(R) | +0.08% | ₹14.49(D) | +0.08% | ||
Returns | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum (R) | 7.54% | 6.14% | 5.41% | -% | -% | |
LumpSum (D) | 8.39% | 6.98% | 6.24% | -% | -% | |
SIP (R) | 7.13% | 6.92% | 6.01% | -% | -% | |
SIP (D) | 7.98% | 7.77% | 6.84% | -% | -% | |
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
-1.18 | -0.35 | 0.61 | -% | - | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
0.62% | 0.0% | 0.0% | - | 0.48% |
Top Arbitrage Fund | |||||
---|---|---|---|---|---|
Fund Name | Rank | Rating | |||
Invesco India Arbitrage Fund | 1 | ||||
Kotak Equity Arbitrage Fund | 2 | ||||
sbi arbitrage opportunities fund | 3 | ||||
Uti Arbitrage Fund | 4 | ||||
Edelweiss Arbitrage Fund | 5 |
NAV Date: 09-12-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
TATA Arbitrage Fund Regular Plan - Monthly Payout of Income Distribution cum capital withdrawal option | 13.23 |
0.0100
|
0.0800%
|
TATA Arbitrage Fund Regular Plan - Monthly Reinvestment of Income Distribution cum capital withdrawal option | 13.23 |
0.0100
|
0.0800%
|
Tata Arbitrage Fund-Regular Plan-Growth | 13.84 |
0.0100
|
0.0800%
|
TATA Arbitrage Fund Direct Plan - Monthly Payout of Income Distribution cum capital withdrawal option | 13.92 |
0.0100
|
0.0800%
|
TATA Arbitrage Fund Direct Plan - Monthly Reinvestment of Income Distribution cum capital withdrawal option | 13.92 |
0.0100
|
0.0800%
|
Tata Arbitrage Fund-Direct Plan-Growth | 14.49 |
0.0100
|
0.0800%
|
Review Date: 09-12-2024
Tata Arbitrage Fund has shown average performance in the Arbitrage Fund category. The fund has rank of 10 out of 21 funds in the category. The fund has delivered return of 7.54% in 1 year, 6.14% in 3 years and 5.41% in 5 years. The category average for the same periods is 7.39%, 6.03% and 5.11% respectively, which shows good return performance of fund in the category. The fund has exhibited standard deviation of 0.62. The category average for the same parameter is 0.63 The fund has high risk in the category.Key Points:
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | 0.47 |
0.45
|
0.37 | 0.49 | 5 | 27 | Very Good | |
3M Return % | 1.65 |
1.59
|
1.33 | 1.69 | 5 | 27 | Very Good | |
6M Return % | 3.25 |
3.16
|
2.62 | 3.32 | 7 | 27 | Very Good | |
1Y Return % | 7.54 |
7.39
|
6.27 | 7.86 | 12 | 27 | Good | |
3Y Return % | 6.14 |
6.03
|
4.96 | 6.66 | 11 | 21 | Good | |
5Y Return % | 5.41 |
5.11
|
4.23 | 5.54 | 4 | 19 | Very Good | |
1Y SIP Return % | 7.13 |
6.97
|
5.82 | 7.37 | 10 | 27 | Good | |
3Y SIP Return % | 6.92 |
6.79
|
5.62 | 7.24 | 9 | 21 | Good | |
5Y SIP Return % | 6.01 |
5.89
|
5.11 | 6.30 | 7 | 19 | Good | |
Standard Deviation | 0.62 |
0.63
|
0.57 | 0.75 | 7 | 21 | Good | |
Semi Deviation | 0.48 |
0.50
|
0.45 | 0.59 | 7 | 21 | Good | |
Max Drawdown % | 0.00 |
-0.05
|
-0.13 | 0.00 | 4 | 21 | Very Good | |
Average Drawdown % | 0.00 |
-0.05
|
-0.13 | 0.00 | 4 | 21 | Very Good | |
Sharpe Ratio | -1.18 |
-1.31
|
-3.12 | -0.45 | 13 | 21 | Average | |
Sterling Ratio | 0.61 |
0.59
|
0.48 | 0.66 | 10 | 21 | Good | |
Sortino Ratio | -0.35 |
-0.37
|
-0.68 | -0.15 | 13 | 21 | Average |
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | 0.53 | 0.50 | 0.43 | 0.54 | 2 | 27 | ||
3M Return % | 1.85 | 1.75 | 1.53 | 1.85 | 1 | 27 | ||
6M Return % | 3.65 | 3.51 | 3.02 | 3.65 | 1 | 27 | ||
1Y Return % | 8.39 | 8.10 | 7.11 | 8.49 | 3 | 27 | ||
3Y Return % | 6.98 | 6.75 | 5.83 | 7.38 | 5 | 21 | ||
5Y Return % | 6.24 | 5.79 | 4.87 | 6.24 | 1 | 19 | ||
1Y SIP Return % | 7.98 | 7.69 | 6.66 | 8.00 | 2 | 27 | ||
3Y SIP Return % | 7.77 | 7.51 | 6.48 | 7.92 | 4 | 21 | ||
5Y SIP Return % | 6.84 | 6.58 | 5.74 | 6.99 | 4 | 19 | ||
Standard Deviation | 0.62 | 0.63 | 0.57 | 0.75 | 7 | 21 | ||
Semi Deviation | 0.48 | 0.50 | 0.45 | 0.59 | 7 | 21 | ||
Max Drawdown % | 0.00 | -0.05 | -0.13 | 0.00 | 4 | 21 | ||
Average Drawdown % | 0.00 | -0.05 | -0.13 | 0.00 | 4 | 21 | ||
Sharpe Ratio | -1.18 | -1.31 | -3.12 | -0.45 | 13 | 21 | ||
Sterling Ratio | 0.61 | 0.59 | 0.48 | 0.66 | 10 | 21 | ||
Sortino Ratio | -0.35 | -0.37 | -0.68 | -0.15 | 13 | 21 |
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.08 | ₹ 10,008.00 | 0.08 | ₹ 10,008.00 |
1W | 0.19 | ₹ 10,019.00 | 0.20 | ₹ 10,020.00 |
1M | 0.47 | ₹ 10,047.00 | 0.53 | ₹ 10,053.00 |
3M | 1.65 | ₹ 10,165.00 | 1.85 | ₹ 10,185.00 |
6M | 3.25 | ₹ 10,325.00 | 3.65 | ₹ 10,365.00 |
1Y | 7.54 | ₹ 10,754.00 | 8.39 | ₹ 10,839.00 |
3Y | 6.14 | ₹ 11,957.00 | 6.98 | ₹ 12,245.00 |
5Y | 5.41 | ₹ 13,015.00 | 6.24 | ₹ 13,535.00 |
7Y | ₹ | ₹ | ||
10Y | ₹ | ₹ | ||
15Y | ₹ | ₹ |
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 | 7.13 | ₹ 12,458.59 | 7.98 | ₹ 12,512.23 |
3Y | ₹ 36000 | 6.92 | ₹ 39,983.29 | 7.77 | ₹ 40,488.95 |
5Y | ₹ 60000 | 6.01 | ₹ 69,853.50 | 6.84 | ₹ 71,327.34 |
7Y | ₹ 84000 | ₹ | ₹ | ||
10Y | ₹ 120000 | ₹ | ₹ | ||
15Y | ₹ 180000 | ₹ | ₹ |
Date | Tata Arbitrage Fund NAV Regular Growth | Tata Arbitrage Fund NAV Direct Growth |
---|---|---|
09-12-2024 | 13.8373 | 14.4935 |
06-12-2024 | 13.8268 | 14.4816 |
05-12-2024 | 13.8344 | 14.4893 |
04-12-2024 | 13.8319 | 14.4863 |
03-12-2024 | 13.8281 | 14.4821 |
02-12-2024 | 13.8117 | 14.4645 |
29-11-2024 | 13.8049 | 14.4565 |
28-11-2024 | 13.8014 | 14.4525 |
27-11-2024 | 13.8069 | 14.458 |
26-11-2024 | 13.8109 | 14.4618 |
25-11-2024 | 13.802 | 14.4522 |
22-11-2024 | 13.8085 | 14.4581 |
21-11-2024 | 13.8055 | 14.4546 |
19-11-2024 | 13.8016 | 14.45 |
18-11-2024 | 13.7921 | 14.4397 |
14-11-2024 | 13.7864 | 14.4325 |
13-11-2024 | 13.7777 | 14.4231 |
12-11-2024 | 13.7824 | 14.4277 |
11-11-2024 | 13.7726 | 14.4171 |
Fund Launch Date: 10/Dec/2018 |
Fund Category: Arbitrage Fund |
Investment Objective: The investment objective of the Scheme is to seek to generate reasonable returns by investing predominantly in arbitrage opportunities in the cash and derivatives segments of the equity markets and by investing balance in debt and money market instruments. There is no assurance that the objective of the Scheme will be realised and the Scheme does not assure or guarantee any returns. |
Fund Description: A) Ideal for Investors with a short to medium term investment horizon. b) An Equity Product aims to generate stable return like liquid fund without the volatility of the Equity & Debt funds. c) Its a low risk strategy which insulates investors from Equity Market Risk retaining the tax benefits of Equity Funds |
Fund Benchmark: Nifty 50 Arbitrage Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.