Iti Arbitrage Fund Overview
Category Arbitrage Fund
BMSMONEY Rank 20
Rating
Growth Option 11-04-2025
NAV ₹12.78(R) +0.01% ₹13.33(D) +0.01%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular 6.99% 5.87% 4.51% -% -%
Direct 7.76% 6.66% 5.29% -% -%
Benchmark
SIP (XIRR) Regular -9.37% 4.98% 4.95% -% -%
Direct -8.75% 5.76% 5.73% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-1.2 -0.35 0.58 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.68% 0.0% -0.1% - 0.54%
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
Icici Prudential Equity - Arbitrage Fund 5

NAV Date: 11-04-2025

Scheme Name NAV Rupee Change Percent Change
ITI Arbitrage Fund - Regular Plan - IDCW Option 12.78
0.0000
0.0100%
ITI Arbitrage Fund - Regular Plan - Growth Option 12.78
0.0000
0.0100%
ITI Arbitrage Fund - Direct Plan - IDCW Option 13.33
0.0000
0.0100%
ITI Arbitrage Fund - Direct Plan - Growth Option 13.33
0.0000
0.0100%

Review Date: 11-04-2025

Beginning of Analysis

In the Arbitrage Fund category, Iti Arbitrage Fund is the 20th ranked fund. The category has total 23 funds. The 1 star rating shows a very poor past performance of the Iti Arbitrage Fund in Arbitrage Fund. The fund has a Sharpe Ratio of -1.2 which is lower than the category average of -0.45.
The past performance of the fund may or may not be sustained in the future. The review is not investment advice nor is it a recommendation to buy or sell funds. The ranking is based on proprietary methodology developed by bmsmoney. The methodology is based on the past performance of the funds and does not guarantee future performance.
Arbitrage Mutual Funds

Iti Arbitrage Fund Return Analysis

  • The fund has given a return of 0.79%, 1.99 and 3.89 in last one, three and six months respectively. In the same period the category average return was 0.77%, 1.83% and 3.76% respectively.
  • Iti Arbitrage Fund has given a return of 7.76% in last one year. In the same period the Arbitrage Fund category average return was 7.66%.
  • The fund has given a return of 6.66% in last three years and ranked 21.0st out of 23 funds in the category. In the same period the Arbitrage Fund category average return was 7.17%.
  • The fund has given a return of 5.29% in last five years and ranked 18th out of 19 funds in the category. In the same period the Arbitrage Fund category average return was 5.96%.
  • The fund has given a SIP return of -8.75% in last one year whereas category average SIP return is -8.9%. The fund one year return rank in the category is 11th in 27 funds
  • The fund has SIP return of 5.76% in last three years and ranks 18th in 23 funds. Kotak Equity Arbitrage Fund has given the highest SIP return (6.28%) in the category in last three years.
  • The fund has SIP return of 5.73% in last five years whereas category average SIP return is 6.26%.

Iti Arbitrage Fund Risk Analysis

  • The fund has a standard deviation of 0.68 and semi deviation of 0.54. The category average standard deviation is 0.56 and semi deviation is 0.44.

Standard deviation measures the fund's return volatility and Semi deviation focuses on downside volatility. Value at Risk (VaR) is a measure of the risk of investments. Maximum Drawdown is the maximum loss from a peak to a trough of a portfolio. Beta measures the volatility of the fund compared to the benchmark. A beta of 1 indicates that the fund will move in line with the benchmark. A beta of more than 1 indicates that the fund will be more volatile than the benchmark and vice versa.


  • Very Good Performance in Arbitrage Fund Category
  • Good Performance in Arbitrage Fund Category
  • Poor Performance in Arbitrage Fund Category
  • Very Poor Performance in Arbitrage Fund Category


    • 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.


    Date Iti Arbitrage Fund NAV Regular Growth Iti Arbitrage Fund NAV Direct Growth
    11-04-2025 12.7809 13.3267
    09-04-2025 12.7798 13.325
    08-04-2025 12.768 13.3124
    07-04-2025 12.7686 13.3127
    04-04-2025 12.7711 13.3146
    03-04-2025 12.7569 13.2995
    02-04-2025 12.7531 13.2953
    01-04-2025 12.7427 13.2842
    28-03-2025 12.7489 13.2896
    27-03-2025 12.7259 13.2654
    26-03-2025 12.724 13.2632
    25-03-2025 12.7174 13.256
    24-03-2025 12.72 13.2585
    21-03-2025 12.7141 13.2516
    20-03-2025 12.7126 13.2497
    19-03-2025 12.7059 13.2425
    18-03-2025 12.7031 13.2393
    17-03-2025 12.6953 13.2308
    13-03-2025 12.7087 13.2438
    12-03-2025 12.6883 13.2223
    11-03-2025 12.688 13.2217

    Fund Launch Date: 20/Aug/2019
    Fund Category: Arbitrage Fund
    Investment Objective: The investment objective of the Scheme is to generate income by predominantly investing in arbitrage opportunities in the cash and the derivative segments of the equity markets and the arbitrage opportunities available within the derivative segment and by investing the balance in debt and money market instruments. However, there is no assurance that the investment objective of the scheme will be realized.
    Fund Description: An open ended scheme investing in arbitrage opportunities
    Fund Benchmark: Nifty 50 Arbitrage Index
    Source: Fund FactSheet

    Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.