Iti Arbitrage Fund Overview
Category	Arbitrage Fund
BMSMONEY Rank	19
BMSMONEY Rating
Gro. Opt.	As On:	02-12-2024
NAV	₹12.45_(R)		+0.06%	₹12.95_(D)	+0.06%
Returns	1Y	3Y	5Y	7Y	10Y
LumpSum_(R)	7.26%	5.18%	4.23%	-%	-%
LumpSum_(D)	8.04%	5.97%	5.02%	-%	-%
SIP_(R)	6.86%	6.28%	5.1%	-%	-%
SIP_(D)	7.64%	7.06%	5.88%	-%	-%
Ratio	Sharpe Ratio	Sortino Ratio	Sterling Ratio	Jensen's Alpha	Treynor Ratio
Ratio	-2.08	-0.53	0.51	-%	-
Risk	STD. Dev	VaR 1Y95%	Max DD	Beta	Semi Devi.
Risk	0.75%	0.0%	-0.12%	-	0.59%

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
Edelweiss Arbitrage Fund	5

NAV Date: 02-12-2024

Scheme Name	NAV	Rupee Change	Percent Change
ITI Arbitrage Fund - Regular Plan - IDCW Option	12.45	0.0100	0.0600%
ITI Arbitrage Fund - Regular Plan - Growth Option	12.45	0.0100	0.0600%
ITI Arbitrage Fund - Direct Plan - IDCW Option	12.95	0.0100	0.0600%
ITI Arbitrage Fund - Direct Plan - Growth Option	12.95	0.0100	0.0600%

Review Date: 02-12-2024

Iti Arbitrage Fund has shown poor performance in the Arbitrage Fund category. The fund has rank of 19 out of 21 funds in the category. The fund has delivered return of 7.26% in 1 year, 5.18% in 3 years and 4.23% in 5 years. The category average for the same periods is 7.31%, 5.96% and 5.11% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 0.75. The category average for the same parameter is 0.63 The fund has high risk in the category.

Key Points:

An investment of ₹10,000 in Iti Arbitrage Fund direct growth option would have grown to ₹10804.0 in 1 year, ₹11901.0 in 3 years and ₹12773.0 in 5 years as of today (02-12-2024).
An SIP of ₹1,000 per month in Iti Arbitrage Fund direct growth option would have grown to ₹12490.0 in 1 year, ₹40068.0 in 3 years and ₹69621.0 in 5 years as of today (02-12-2024).
Sharpe ratio of the fund is -2.08 which shows poor performance of fund in the arbitrage fund category.

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KPIs^*	Fund	Cat. Avg	Min \| Max	Rank _{(In Cat.)}	Performance
1M Return %	0.41	0.41	0.30 \| 0.49	16 \| 27	Average
3M Return %	1.44	1.53	1.22 \| 1.62	25 \| 27	Poor
6M Return %	3.27	3.40	2.82 \| 3.58	24 \| 27	Poor
1Y Return %	7.26	7.31	6.08 \| 7.80	19 \| 27	Average
3Y Return %	5.18	5.96	4.90 \| 6.59	20 \| 21	Poor
5Y Return %	4.23	5.11	4.23 \| 5.53	19 \| 19	Poor
1Y SIP Return %	6.86	6.99	5.77 \| 7.40	20 \| 27	Average
3Y SIP Return %	6.28	6.75	5.56 \| 7.20	19 \| 21	Poor
5Y SIP Return %	5.10	5.85	5.08 \| 6.27	18 \| 19	Poor
Standard Deviation	0.75	0.63	0.57 \| 0.75	21 \| 21	Poor
Semi Deviation	0.59	0.50	0.45 \| 0.59	21 \| 21	Poor
Max Drawdown %	-0.12	-0.05	-0.13 \| 0.00	20 \| 21	Poor
Average Drawdown %	-0.11	-0.05	-0.13 \| 0.00	20 \| 21	Poor
Sharpe Ratio	-2.08	-1.31	-3.12 \| -0.45	19 \| 21	Poor
Sterling Ratio	0.51	0.59	0.48 \| 0.66	20 \| 21	Poor
Sortino Ratio	-0.53	-0.37	-0.68 \| -0.15	19 \| 21	Poor

_{Return data last Updated On :
Dec. 2, 2024.

Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On :

Nov. 29, 2024

KPIs: Key Performance Indicators}

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KPIs^*	Fund	Cat. Avg	Min \| Max	Rank _{(In Cat.)}
1M Return %	0.46	0.46	0.36 \| 0.55	13 \| 27
3M Return %	1.62	1.69	1.42 \| 1.77	25 \| 27
6M Return %	3.64	3.75	3.22 \| 3.91	24 \| 27
1Y Return %	8.04	8.02	6.92 \| 8.43	17 \| 27
3Y Return %	5.97	6.67	5.77 \| 7.31	19 \| 21
5Y Return %	5.02	5.79	4.87 \| 6.23	18 \| 19
1Y SIP Return %	7.64	7.71	6.61 \| 8.03	18 \| 27
3Y SIP Return %	7.06	7.47	6.41 \| 7.88	19 \| 21
5Y SIP Return %	5.88	6.54	5.70 \| 6.96	18 \| 19
Standard Deviation	0.75	0.63	0.57 \| 0.75	21 \| 21
Semi Deviation	0.59	0.50	0.45 \| 0.59	21 \| 21
Max Drawdown %	-0.12	-0.05	-0.13 \| 0.00	20 \| 21
Average Drawdown %	-0.11	-0.05	-0.13 \| 0.00	20 \| 21
Sharpe Ratio	-2.08	-1.31	-3.12 \| -0.45	19 \| 21
Sterling Ratio	0.51	0.59	0.48 \| 0.66	20 \| 21
Sortino Ratio	-0.53	-0.37	-0.68 \| -0.15	19 \| 21

Investment Period	Regular		Direct
Investment Period	Return %	Current Value of ₹ 10000	Return %	Current Value of ₹ 10000
1D	0.06	₹ 10,006.00	0.06	₹ 10,006.00
1W	0.06	₹ 10,006.00	0.07	₹ 10,007.00
1M	0.41	₹ 10,041.00	0.46	₹ 10,046.00
3M	1.44	₹ 10,144.00	1.62	₹ 10,162.00
6M	3.27	₹ 10,327.00	3.64	₹ 10,364.00
1Y	7.26	₹ 10,726.00	8.04	₹ 10,804.00
3Y	5.18	₹ 11,636.00	5.97	₹ 11,901.00
5Y	4.23	₹ 12,303.00	5.02	₹ 12,773.00
7Y		₹		₹
10Y		₹		₹
15Y		₹		₹

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.

Investment Period	Invested Amount	Regular		Direct
Investment Period	Invested Amount	XIRR %	Current Value of Invested Amount	XIRR %	Current Value of Invested Amount
1Y	₹ 12000	6.86	₹ 12,440.88	7.64	₹ 12,490.40
3Y	₹ 36000	6.28	₹ 39,600.97	7.06	₹ 40,068.18
5Y	₹ 60000	5.10	₹ 68,269.68	5.88	₹ 69,621.48
7Y	₹ 84000		₹		₹
10Y	₹ 120000		₹		₹
15Y	₹ 180000		₹		₹

Date	Iti Arbitrage Fund NAV Regular Growth	Iti Arbitrage Fund NAV Direct Growth
02-12-2024	12.4497	12.9481
29-11-2024	12.4423	12.9397
28-11-2024	12.4386	12.9355
27-11-2024	12.447	12.944
26-11-2024	12.4501	12.947
25-11-2024	12.4421	12.9384
22-11-2024	12.4507	12.9466
21-11-2024	12.4494	12.9449
19-11-2024	12.4443	12.9392
18-11-2024	12.4352	12.9294
14-11-2024	12.4328	12.9259
13-11-2024	12.4217	12.9141
12-11-2024	12.4265	12.9188
11-11-2024	12.4223	12.9143
08-11-2024	12.4231	12.9143
07-11-2024	12.4092	12.8996
06-11-2024	12.4023	12.8922
05-11-2024	12.4081	12.8979
04-11-2024	12.3994	12.8886

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.

Iti Arbitrage Fund

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Iti Arbitrage Fund Review

Iti Arbitrage Fund Performance Comparison with Peers (Regular Plan Chart)

Iti Arbitrage Fund Review Dashboard (Regular Plan)

Iti Arbitrage Fund Review Dashboard (Direct Plan)

Iti Arbitrage Fund Lumpsum Returns and Investment Value

Iti Arbitrage Fund SIP Return and Investment Value

Iti Arbitrage Fund NAV History

Iti Arbitrage Fund Information