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 | |
7.30% | 6.94% | 5.60% | 5.70% | 5.88% | 8.02% | 7.66% | 6.31% | 6.40% | 6.54% | 0.54% | 0.00% | 0.00% | % | 0.00 | -0.01 | ||
2 | |
7.45% | 6.90% | 5.65% | 5.82% | 6.00% | 8.08% | 7.53% | 6.27% | 6.41% | 6.57% | 0.62% | -0.04% | 0.00% | % | -0.05 | -0.14 | ||
3 | |
7.25% | 6.85% | 5.44% | 5.63% | 5.78% | 7.81% | 7.39% | 5.96% | 6.16% | 6.32% | 0.60% | -0.04% | 0.00% | % | -0.08 | -0.24 | ||
4 | |
7.41% | 6.68% | 5.48% | 5.69% | 5.88% | 7.94% | 7.26% | 6.07% | 6.26% | 6.43% | 0.61% | -0.04% | 0.00% | % | -0.17 | -0.52 | ||
5 | |
7.27% | 6.71% | 5.49% | 5.73% | 5.96% | 8.01% | 7.46% | 6.23% | 6.47% | 6.66% | 0.60% | -0.05% | 0.00% | % | -0.14 | -0.42 | ||
6 | |
7.33% | 6.68% | 5.46% | 5.66% | 5.85% | 7.93% | 7.30% | 6.05% | 6.26% | 6.47% | 0.59% | -0.02% | 0.00% | % | -0.17 | -0.53 | ||
7 | |
7.27% | 6.61% | 5.33% | 5.54% | 5.73% | 8.05% | 7.36% | 6.08% | 6.29% | 6.45% | 0.60% | -0.03% | 0.00% | % | -0.20 | -0.61 | ||
8 | |
7.08% | 6.52% | % | % | % | 7.94% | 7.32% | % | % | % | 0.61% | 0.00% | 0.00% | % | -0.22 | -0.66 | ||
9 | |
7.13% | 6.59% | 5.27% | 5.52% | % | 7.82% | 7.26% | 5.92% | 6.17% | % | 0.58% | -0.05% | 0.00% | % | -0.21 | -0.65 | ||
10 | |
7.19% | 6.58% | 5.39% | 5.60% | 5.79% | 7.97% | 7.33% | 6.11% | 6.29% | 6.47% | 0.59% | -0.03% | 0.00% | % | -0.22 | -0.67 |
Return Calculated On: 03 April 2025 | Ratios Calculated On: 28 February 2025
As On: 03 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 |
0.07
|
0.36
|
0.82
|
1.78
|
3.74
|
7.19
|
6.58
|
5.39
|
5.60
|
5.79
|
6.46
|
Baroda BNP Paribas Arbitrage Fund |
0.04
|
0.32
|
0.73
|
1.60
|
3.40
|
7.00
|
6.43
|
|
|
|
|
Bank of India Arbitrage Fund |
0.08
|
0.31
|
0.71
|
1.64
|
3.51
|
6.80
|
5.79
|
4.41
|
|
|
|
NJ Arbitrage Fund |
0.03
|
0.24
|
0.57
|
1.45
|
3.28
|
6.47
|
|
|
|
|
|
Dsp Arbitrage Fund |
0.06
|
0.33
|
0.75
|
1.70
|
3.65
|
7.13
|
6.59
|
5.27
|
5.52
|
|
|
Edelweiss Arbitrage Fund |
0.05
|
0.33
|
0.76
|
1.78
|
3.79
|
7.27
|
6.71
|
5.49
|
5.73
|
5.96
|
|
Hdfc Arbitrage Fund |
0.08
|
0.34
|
0.78
|
1.72
|
3.72
|
7.20
|
6.47
|
5.18
|
5.32
|
5.57
|
6.37
|
HSBC Arbitrage Fund |
0.05
|
0.29
|
0.72
|
1.63
|
3.60
|
6.94
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
0.07
|
0.35
|
0.82
|
1.82
|
3.82
|
7.33
|
6.68
|
5.46
|
5.66
|
5.85
|
6.87
|
Bandhan Arbitrage Fund |
0.06
|
0.34
|
0.79
|
1.79
|
3.72
|
7.27
|
6.61
|
5.33
|
5.54
|
5.73
|
6.63
|
As On: 03 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 |
0.07
|
0.37
|
0.88
|
1.96
|
4.11
|
7.97
|
7.33
|
6.11
|
6.29
|
6.47
|
|
Baroda BNP Paribas Arbitrage Fund |
0.04
|
0.34
|
0.80
|
1.80
|
3.81
|
7.82
|
7.17
|
|
|
|
|
Bank of India Arbitrage Fund |
0.08
|
0.31
|
0.74
|
1.74
|
3.80
|
7.48
|
6.39
|
5.03
|
|
|
|
NJ Arbitrage Fund |
0.03
|
0.26
|
0.63
|
1.64
|
3.66
|
7.24
|
|
|
|
|
|
Dsp Arbitrage Fund |
0.06
|
0.33
|
0.80
|
1.86
|
3.98
|
7.82
|
7.26
|
5.92
|
6.17
|
|
|
Edelweiss Arbitrage Fund |
0.05
|
0.34
|
0.82
|
1.95
|
4.14
|
8.01
|
7.46
|
6.23
|
6.47
|
6.66
|
|
Hdfc Arbitrage Fund |
0.08
|
0.35
|
0.83
|
1.88
|
4.04
|
7.89
|
7.26
|
5.93
|
6.03
|
6.27
|
|
HSBC Arbitrage Fund |
0.06
|
0.31
|
0.78
|
1.80
|
3.94
|
7.66
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
0.07
|
0.36
|
0.86
|
1.94
|
4.09
|
7.93
|
7.30
|
6.05
|
6.26
|
6.47
|
|
Bandhan Arbitrage Fund |
0.06
|
0.35
|
0.86
|
1.98
|
4.11
|
8.05
|
7.36
|
6.08
|
6.29
|
6.45
|
|
As On: 03 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 |
7.32
|
7.20
|
6.28
|
5.88
|
5.76
|
5.94
|
Baroda BNP Paribas Arbitrage Fund |
6.87
|
7.05
|
|
|
|
|
Bank of India Arbitrage Fund |
6.90
|
6.53
|
5.44
|
|
|
|
NJ Arbitrage Fund |
6.35
|
|
|
|
|
|
Dsp Arbitrage Fund |
7.19
|
7.14
|
6.20
|
5.79
|
|
|
Edelweiss Arbitrage Fund |
7.36
|
7.29
|
6.39
|
6.00
|
5.89
|
|
Hdfc Arbitrage Fund |
7.27
|
7.10
|
6.15
|
5.68
|
5.52
|
5.71
|
HSBC Arbitrage Fund |
7.00
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
7.45
|
7.29
|
6.36
|
5.94
|
5.82
|
6.10
|
Bandhan Arbitrage Fund |
7.33
|
7.22
|
6.27
|
5.82
|
5.71
|
5.95
|
As On: 03 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 |
8.10
|
7.96
|
7.01
|
6.59
|
6.46
|
|
Baroda BNP Paribas Arbitrage Fund |
7.72
|
7.83
|
|
|
|
|
Bank of India Arbitrage Fund |
7.52
|
7.19
|
6.04
|
|
|
|
NJ Arbitrage Fund |
7.13
|
|
|
|
|
|
Dsp Arbitrage Fund |
7.87
|
7.83
|
6.87
|
6.45
|
|
|
Edelweiss Arbitrage Fund |
8.10
|
8.04
|
7.13
|
6.74
|
6.63
|
|
Hdfc Arbitrage Fund |
7.95
|
7.86
|
6.90
|
6.42
|
6.25
|
|
HSBC Arbitrage Fund |
7.72
|
|
|
|
|
|
Icici Prudential Equity - Arbitrage Fund |
8.03
|
7.90
|
6.96
|
6.54
|
6.42
|
|
Bandhan Arbitrage Fund |
8.12
|
7.99
|
7.01
|
6.57
|
6.44
|
|
Calculated On: 28 February 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 % |
---|---|---|---|---|---|
Invesco India Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.54 | 0.43 |
Iti Arbitrage Fund | 0.00 | -0.10 | -0.09 | 0.73 | 0.59 |
Jm Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.56 | 0.44 |
Kotak Equity Arbitrage Fund | 0.00 | -0.04 | -0.04 | 0.62 | 0.49 |
Lic Mf Arbitrage Fund | 0.00 | -0.10 | -0.10 | 0.58 | 0.48 |
Mahindra Manulife Arbitrage Fund | 0.00 | -0.13 | -0.13 | 0.55 | 0.43 |
Mirae Asset Arbitrage Fund | 0.00 | 0.00 | 0.00 | 0.61 | 0.48 |
Nippon India Arbitrage Fund | 0.00 | -0.02 | -0.02 | 0.58 | 0.46 |
Sbi Arbitrage Opportunities Fund | 0.00 | -0.04 | -0.04 | 0.60 | 0.48 |
Sundaram Arbitrage Fund | 0.00 | -0.10 | -0.06 | 0.63 | 0.51 |
Calculated On: 28 February 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 |
---|---|---|---|---|---|---|---|---|---|---|
Invesco India Arbitrage Fund |
-0.01
|
0.00
|
0.68
|
0.45
|
|
|
|
|
|
|
Iti Arbitrage Fund |
-1.56
|
-0.43
|
0.55
|
0.39
|
|
|
|
|
|
|
Jm Arbitrage Fund |
-1.22
|
-0.37
|
0.60
|
0.46
|
|
|
|
|
|
|
Kotak Equity Arbitrage Fund |
-0.14
|
-0.05
|
0.66
|
0.46
|
|
|
|
|
|
|
Lic Mf Arbitrage Fund |
-1.18
|
-0.35
|
0.60
|
0.46
|
|
|
|
|
|
|
Mahindra Manulife Arbitrage Fund |
-2.83
|
-0.65
|
0.50
|
0.46
|
|
|
|
|
|
|
Mirae Asset Arbitrage Fund |
-0.66
|
-0.22
|
0.63
|
0.45
|
|
|
|
|
|
|
Nippon India Arbitrage Fund |
-0.74
|
-0.23
|
0.63
|
0.46
|
|
|
|
|
|
|
Sbi Arbitrage Opportunities Fund |
-0.24
|
-0.08
|
0.66
|
0.45
|
|
|
|
|
|
|
Sundaram Arbitrage Fund |
-1.01
|
-0.31
|
0.60
|
0.44
|
|
|
|
|
|