The average 1 year return of Arbitrage Mutual Funds is 7.17 % for regular funds and 7.88 % for direct funds. The average 3 year return is 6.12 % for regular funds and 6.83 % for direct funds. The average 1 year SIP return is 7.0 % for regular funds and 7.72 % for direct funds. The average 3 year SIP return is 6.86 % for regular funds and 7.58 % for direct funds. The average Sharpe Ratio is -1.26 and the average Standard Deviation is 0.61%.
Find the best Arbitrage Mutual Funds for December 2024. Dive into detailed performance metrics, historical data, and comprehensive insights to help you make informed investment decisions.
Return Calculated On: 07 January 2025
Ratios Calculated On: 31 December 2024
Performance Indicators
LumpSum Investment Value Chart
SIP vs Lumpsum Investment (R) Chart
SIP vs Lumpsum Investment (D) Chart
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Aditya Birla Sun Life Arbitrage Fund |
0.00 | -0.03 | -0.03 | 0.60 | 0.48 |
Bank Of India Arbitrage Fund |
0.00 | -0.10 | -0.07 | 0.63 | 0.51 |
Dsp Arbitrage Fund |
0.00 | -0.05 | -0.05 | 0.61 | 0.49 |
Edelweiss Arbitrage Fund |
0.00 | -0.05 | -0.05 | 0.61 | 0.48 |
Hdfc Arbitrage Fund |
0.00 | -0.06 | -0.06 | 0.63 | 0.49 |
Icici Prudential Equity - Arbitrage Fund |
0.00 | -0.02 | -0.02 | 0.61 | 0.48 |
Bandhan Arbitrage Fund |
0.00 | -0.03 | -0.03 | 0.61 | 0.48 |
Invesco India Arbitrage Fund |
0.00 | 0.00 | 0.00 | 0.54 | 0.43 |
Iti Arbitrage Fund |
0.00 | -0.12 | -0.11 | 0.74 | 0.59 |
Jm Arbitrage Fund |
0.00 | 0.00 | 0.00 | 0.59 | 0.46 |
Kotak Equity Arbitrage Fund |
0.00 | -0.04 | -0.04 | 0.63 | 0.49 |
Lic Mf Arbitrage Fund |
0.00 | -0.10 | -0.10 | 0.57 | 0.47 |
Mahindra Manulife Arbitrage Fund |
0.00 | -0.13 | -0.13 | 0.57 | 0.45 |
Mirae Asset Arbitrage Fund |
0.00 | 0.00 | 0.00 | 0.62 | 0.49 |
Nippon India Arbitrage Fund |
0.00 | -0.02 | -0.02 | 0.59 | 0.47 |
Sbi Arbitrage Opportunities Fund |
0.00 | -0.04 | -0.04 | 0.61 | 0.48 |
Tata Arbitrage Fund |
0.00 | 0.00 | 0.00 | 0.60 | 0.47 |
Union Arbitrage Fund |
0.00 | -0.05 | -0.05 | 0.68 | 0.54 |
Uti Arbitrage Fund |
0.00 | -0.04 | -0.04 | 0.63 | 0.50 |
Pgim India Arbitrage Fund |
0.00 | -0.07 | -0.07 | 0.60 | 0.47 |
Axis Arbitrage Fund |
0.00 | -0.09 | -0.09 | 0.61 | 0.49 |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Aditya Birla Sun Life Arbitrage Fund |
-1.07
|
-0.33
|
0.62
|
0.44
|
|
|
|
|
|
|
Bank Of India Arbitrage Fund |
-2.28
|
-0.57
|
0.53
|
0.43
|
|
|
|
|
|
|
Dsp Arbitrage Fund |
-1.08
|
-0.33
|
0.62
|
0.45
|
|
|
|
|
|
|
Edelweiss Arbitrage Fund |
-0.81
|
-0.26
|
0.63
|
0.46
|
|
|
|
|
|
|
Hdfc Arbitrage Fund |
-1.20
|
-0.36
|
0.61
|
0.44
|
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
-0.95
|
-0.29
|
0.63
|
0.44
|
|
|
|
|
|
|
Bandhan Arbitrage Fund |
-1.04
|
-0.32
|
0.62
|
0.45
|
|
|
|
|
|
|
Invesco India Arbitrage Fund |
-0.37
|
-0.13
|
0.67
|
0.45
|
|
|
|
|
|
|
Iti Arbitrage Fund |
-2.01
|
-0.52
|
0.53
|
0.40
|
|
|
|
|
|
|
Jm Arbitrage Fund |
-1.58
|
-0.45
|
0.59
|
0.45
|
|
|
|
|
|
|
Kotak Equity Arbitrage Fund |
-0.51
|
-0.17
|
0.65
|
0.45
|
|
|
|
|
|
|
Lic Mf Arbitrage Fund |
-1.57
|
-0.44
|
0.59
|
0.47
|
|
|
|
|
|
|
Mahindra Manulife Arbitrage Fund |
-3.12
|
-0.68
|
0.49
|
0.45
|
|
|
|
|
|
|
Mirae Asset Arbitrage Fund |
-1.07
|
-0.33
|
0.62
|
0.44
|
|
|
|
|
|
|
Nippon India Arbitrage Fund |
-1.13
|
-0.34
|
0.62
|
0.45
|
|
|
|
|
|
|
Sbi Arbitrage Opportunities Fund |
-0.61
|
-0.20
|
0.65
|
0.44
|
|
|
|
|
|
|
Tata Arbitrage Fund |
-1.13
|
-0.34
|
0.62
|
0.43
|
|
|
|
|
|
|
Union Arbitrage Fund |
-1.15
|
-0.35
|
0.60
|
0.42
|
|
|
|
|
|
|
Uti Arbitrage Fund |
-0.93
|
-0.29
|
0.63
|
0.44
|
|
|
|
|
|
|
Pgim India Arbitrage Fund |
-1.73
|
-0.47
|
0.58
|
0.46
|
|
|
|
|
|
|
Axis Arbitrage Fund |
-1.10
|
-0.33
|
0.61
|
0.47
|
|
|
|
|
|