Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | |
7.35% | 6.97% | 5.62% | 5.69% | 5.88% | 8.07% | 7.69% | 6.33% | 6.38% | 6.54% | 0.48% | 0.00% | 0.00% | % | 0.22 | 0.55 | ||
2 | |
7.46% | 6.93% | 5.67% | 5.80% | 6.00% | 8.10% | 7.56% | 6.29% | 6.39% | 6.56% | 0.57% | -0.04% | 0.00% | % | 0.13 | 0.33 | ||
3 | |
7.29% | 6.88% | 5.46% | 5.61% | 5.78% | 7.85% | 7.42% | 5.98% | 6.13% | 6.32% | 0.54% | -0.04% | 0.00% | % | 0.09 | 0.24 | ||
4 | |
7.47% | 6.71% | 5.50% | 5.68% | 5.87% | 7.99% | 7.29% | 6.09% | 6.24% | 6.43% | 0.57% | -0.04% | 0.00% | % | -0.02 | -0.06 | ||
5 | |
7.36% | 6.71% | 5.47% | 5.64% | 5.85% | 7.96% | 7.33% | 6.07% | 6.25% | 6.46% | 0.55% | -0.02% | 0.00% | % | -0.02 | -0.07 | ||
6 | |
7.30% | 6.74% | 5.51% | 5.72% | 5.96% | 8.04% | 7.49% | 6.26% | 6.46% | 6.66% | 0.56% | -0.05% | 0.00% | % | 0.01 | 0.03 | ||
7 | |
7.29% | 6.64% | 5.35% | 5.53% | 5.73% | 8.08% | 7.40% | 6.10% | 6.27% | 6.45% | 0.55% | -0.03% | 0.00% | % | -0.06 | -0.17 | ||
8 | |
7.25% | 6.62% | 5.41% | 5.59% | 5.79% | 8.02% | 7.37% | 6.13% | 6.28% | 6.47% | 0.55% | -0.03% | 0.00% | % | -0.08 | -0.23 | ||
9 | |
7.25% | 6.60% | 5.47% | % | % | 8.09% | 7.45% | 6.30% | % | % | 0.54% | 0.00% | 0.00% | % | -0.09 | -0.26 | ||
10 | |
7.19% | 6.62% | 5.29% | 5.51% | % | 7.88% | 7.30% | 5.94% | 6.16% | % | 0.54% | -0.05% | 0.00% | % | -0.07 | -0.21 |
Return Calculated On: 04 April 2025 | Ratios Calculated On: 28 March 2025
As On: 04 April 2025
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
Aditya Birla Sun Life Arbitrage Fund |
0.09
|
0.24
|
0.88
|
1.80
|
3.67
|
7.25
|
6.62
|
5.41
|
5.59
|
5.79
|
6.47
|
Baroda BNP Paribas Arbitrage Fund |
0.11
|
0.22
|
0.80
|
1.66
|
3.35
|
7.07
|
6.47
|
|
|
|
|
Bank of India Arbitrage Fund |
0.11
|
0.21
|
0.79
|
1.71
|
3.47
|
6.87
|
5.83
|
4.43
|
|
|
|
NJ Arbitrage Fund |
0.13
|
0.22
|
0.67
|
1.53
|
3.23
|
6.56
|
|
|
|
|
|
Dsp Arbitrage Fund |
0.10
|
0.21
|
0.81
|
1.74
|
3.60
|
7.19
|
6.62
|
5.29
|
5.51
|
|
|
Edelweiss Arbitrage Fund |
0.10
|
0.21
|
0.84
|
1.80
|
3.71
|
7.30
|
6.74
|
5.51
|
5.72
|
5.96
|
|
Hdfc Arbitrage Fund |
0.09
|
0.22
|
0.82
|
1.74
|
3.62
|
7.25
|
6.50
|
5.20
|
5.30
|
5.56
|
6.37
|
HSBC Arbitrage Fund |
0.11
|
0.21
|
0.79
|
1.70
|
3.52
|
7.02
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
0.09
|
0.24
|
0.88
|
1.84
|
3.72
|
7.36
|
6.71
|
5.47
|
5.64
|
5.85
|
6.88
|
Bandhan Arbitrage Fund |
0.09
|
0.23
|
0.86
|
1.80
|
3.65
|
7.29
|
6.64
|
5.35
|
5.53
|
5.73
|
6.63
|
As On: 04 April 2025
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
Bajaj Finserv Arbitrage Fund |
0.11
|
0.22
|
0.85
|
1.84
|
3.82
|
7.47
|
|
|
|
|
|
Aditya Birla Sun Life Arbitrage Fund |
0.10
|
0.25
|
0.94
|
1.98
|
4.04
|
8.02
|
7.37
|
6.13
|
6.28
|
6.47
|
|
Baroda BNP Paribas Arbitrage Fund |
0.11
|
0.24
|
0.87
|
1.86
|
3.77
|
7.89
|
7.21
|
|
|
|
|
Bank of India Arbitrage Fund |
0.11
|
0.21
|
0.83
|
1.80
|
3.75
|
7.56
|
6.43
|
5.05
|
|
|
|
NJ Arbitrage Fund |
0.14
|
0.24
|
0.73
|
1.71
|
3.61
|
7.34
|
|
|
|
|
|
Dsp Arbitrage Fund |
0.10
|
0.22
|
0.86
|
1.90
|
3.93
|
7.88
|
7.30
|
5.94
|
6.16
|
|
|
Edelweiss Arbitrage Fund |
0.10
|
0.22
|
0.90
|
1.97
|
4.06
|
8.04
|
7.49
|
6.26
|
6.46
|
6.66
|
|
Hdfc Arbitrage Fund |
0.09
|
0.24
|
0.88
|
1.90
|
3.95
|
7.94
|
7.29
|
5.95
|
6.02
|
6.27
|
|
HSBC Arbitrage Fund |
0.12
|
0.22
|
0.85
|
1.86
|
3.86
|
7.74
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
0.09
|
0.25
|
0.92
|
1.96
|
3.99
|
7.96
|
7.33
|
6.07
|
6.25
|
6.46
|
|
As On: 04 April 2025
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
Aditya Birla Sun Life Arbitrage Fund |
7.36
|
7.24
|
5.61
|
5.56
|
5.63
|
6.08
|
Baroda BNP Paribas Arbitrage Fund |
6.94
|
7.11
|
|
|
|
|
Bank of India Arbitrage Fund |
6.98
|
6.59
|
4.78
|
|
|
|
NJ Arbitrage Fund |
6.45
|
|
|
|
|
|
Dsp Arbitrage Fund |
7.25
|
7.18
|
5.53
|
5.48
|
|
|
Edelweiss Arbitrage Fund |
7.41
|
7.33
|
5.72
|
5.69
|
5.76
|
|
Hdfc Arbitrage Fund |
7.29
|
7.14
|
5.47
|
5.37
|
5.39
|
5.84
|
HSBC Arbitrage Fund |
7.08
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
7.48
|
7.32
|
5.68
|
5.63
|
5.69
|
6.24
|
Bandhan Arbitrage Fund |
7.36
|
7.26
|
5.59
|
5.51
|
5.57
|
6.09
|
As On: 04 April 2025
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
Aditya Birla Sun Life Arbitrage Fund |
8.14
|
8.00
|
6.34
|
6.28
|
6.33
|
|
Baroda BNP Paribas Arbitrage Fund |
7.79
|
7.88
|
|
|
|
|
Bank of India Arbitrage Fund |
7.61
|
7.25
|
5.38
|
|
|
|
NJ Arbitrage Fund |
7.23
|
|
|
|
|
|
Dsp Arbitrage Fund |
7.93
|
7.88
|
6.19
|
6.13
|
|
|
Edelweiss Arbitrage Fund |
8.14
|
8.08
|
6.45
|
6.43
|
6.50
|
|
Hdfc Arbitrage Fund |
7.98
|
7.90
|
6.22
|
6.11
|
6.12
|
|
HSBC Arbitrage Fund |
7.80
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
8.06
|
7.94
|
6.28
|
6.22
|
6.29
|
|
Bandhan Arbitrage Fund |
8.15
|
8.02
|
6.33
|
6.25
|
6.31
|
|
Calculated On: 28 March 2025
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|
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 | 0.55 | 0.44 |
Baroda Bnp Paribas Arbitrage Fund | 0.00 | -0.09 | -0.09 | 0.60 | 0.47 |
Bank Of India Arbitrage Fund | 0.00 | -0.10 | -0.10 | 0.56 | 0.46 |
Dsp Arbitrage Fund | 0.00 | -0.05 | -0.05 | 0.54 | 0.43 |
Edelweiss Arbitrage Fund | 0.00 | -0.05 | -0.05 | 0.56 | 0.44 |
Hdfc Arbitrage Fund | 0.00 | -0.06 | -0.06 | 0.58 | 0.46 |
Icici Prudential Equity - Arbitrage Fund | 0.00 | -0.02 | -0.02 | 0.55 | 0.44 |
Bandhan Arbitrage Fund | 0.00 | -0.03 | -0.03 | 0.55 | 0.44 |
Invesco India Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.48 | 0.38 |
Iti Arbitrage Fund | 0.00 | -0.10 | -0.10 | 0.68 | 0.54 |
Calculated On: 28 March 2025
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|
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 |
-0.23
|
-0.08
|
0.65
|
0.47
|
|
|
|
|
|
|
Baroda Bnp Paribas Arbitrage Fund |
-0.40
|
-0.14
|
0.64
|
0.48
|
|
|
|
|
|
|
Bank Of India Arbitrage Fund |
-1.50
|
-0.42
|
0.57
|
0.46
|
|
|
|
|
|
|
Dsp Arbitrage Fund |
-0.21
|
-0.07
|
0.65
|
0.49
|
|
|
|
|
|
|
Edelweiss Arbitrage Fund |
0.03
|
0.01
|
0.67
|
0.49
|
|
|
|
|
|
|
Hdfc Arbitrage Fund |
-0.39
|
-0.13
|
0.64
|
0.46
|
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
-0.07
|
-0.02
|
0.66
|
0.47
|
|
|
|
|
|
|
Bandhan Arbitrage Fund |
-0.17
|
-0.06
|
0.65
|
0.47
|
|
|
|
|
|
|
Invesco India Arbitrage Fund |
0.55
|
0.22
|
0.69
|
0.48
|
|
|
|
|
|
|
Iti Arbitrage Fund |
-1.20
|
-0.35
|
0.58
|
0.42
|
|
|
|
|
|