Category: Hybrid: Arbitrage |
Launch Date: 18-07-2006 |
Asset Class: Mixed Asset |
Benchmark: Nifty 50 Arbitrage Index |
Expense Ratio: 1.07% As on (30-04-2024) |
Status: Open Ended Schemes |
Minimum Investment: 1000.0 |
Minimum Topup: 100.0 |
Total Assets: 139.73 Cr As on (30-04-2024) |
Turn over: 1463.49 |
Asit Bhandarkar, Chaitanya Choksi, Gurvinder Singh Wasan
The scheme aims 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.
1-Year Ret (%) | 3-Yrs Ret (%) | 5-Yrs Ret (%) | 10-Yrs Ret (%) | Since Launch Ret (%) | |
---|---|---|---|---|---|
JM Arbitrage Fund (Regular) - IDCW | 7.11 | 5.13 | 4.36 | 5.36 | 6.42 |
Benchmark | - | - | - | - | - |
Hybrid: Arbitrage | 7.34 | 5.31 | 4.98 | 5.84 | 5.65 |
Rolling returns are the annualized returns of the scheme taken for a specified period (rolling returns period) on every day/week/month and taken till the last day of the duration. In this chart we are showing the annualized returns over the rolling returns period on every day from the start date and comparing it with the benchmark. Rolling returns is the best measure of a fund's performance. Trailing returns have a recency bias and point to point returns are specific to the period in consideration. Rolling returns, on the other hand, measures the fund's absolute and relative performance across all timescales, without bias.
Key Statistics | Volatility | Sharpe Ratio | Alpha | Beta | Yield to Maturity | Average Maturity |
---|---|---|---|---|---|---|
JM Arbitrage Fund (Regular) - IDCW | 0.54 | 5.83 | -2.75 | 1.5 | - | - |
Hybrid: Arbitrage | - | - | - | - | - | - |
Scheme Name | Launch Date |
1-Year Ret (%) |
2-Yrs Ret (%) |
3-Yrs Ret (%) |
5-Yrs Ret (%) |
10-Yrs Ret (%) |
---|---|---|---|---|---|---|
JM Arbitrage IDCW | 18-07-2006 | 7.11 | 6.07 | 5.13 | 4.36 | 5.36 |
Kotak Equity Arbitrage Gr | 29-09-2005 | 7.86 | 6.7 | 5.82 | 5.37 | 6.11 |
SBI Arbitrage Opportunities Reg Gr | 03-11-2006 | 7.7 | 6.7 | 5.88 | 5.2 | 5.91 |
Edelweiss Arbitrage Reg Gr | 05-06-2014 | 7.65 | 6.5 | 5.67 | 5.31 | 0.0 |
Baroda BNP Paribas Arbitrage Fund Reg Gr | 05-12-2016 | 7.64 | 6.33 | 0.0 | 0.0 | 0.0 |
Invesco India Arbitrage Gr | 30-04-2007 | 7.61 | 6.76 | 5.85 | 5.36 | 5.97 |
UTI Arbitrage Reg Gr | 22-06-2006 | 7.6 | 6.4 | 5.53 | 5.22 | 5.92 |
Union Arbitrage Reg Gr | 05-02-2019 | 7.57 | 6.33 | 5.35 | 5.06 | 0.0 |
HDFC Arbitrage Wholesale Gr | 10-10-2007 | 7.57 | 6.49 | 5.52 | 5.06 | 5.76 |
ICICI Pru Equity Arbitrage Gr | 30-12-2006 | 7.5 | 6.44 | 5.56 | 5.19 | 5.96 |
Portfolio as on