Kotak Equity Arbitrage Fund

Review Date: 08-04-2025

Beginning of Analysis

In the Arbitrage Fund category, Kotak Equity Arbitrage Fund is the second ranked fund. The category has total 23 funds. The 5 star rating shows an excellent past performance of the Kotak Equity Arbitrage Fund in Arbitrage Fund. The fund has a Sharpe Ratio of 0.33 which is higher 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

Kotak Equity Arbitrage Fund Return Analysis

• The fund has given a return of 0.65%, 1.95 and 3.98 in last one, three and six months respectively. In the same period the category average return was 0.6%, 1.86% and 3.81% respectively.
• Kotak Equity Arbitrage Fund has given a return of 7.93% in last one year. In the same period the Arbitrage Fund category average return was 7.61%.
• The fund has given a return of 7.57% in last three years and ranked 2.0nd out of 23 funds in the category. In the same period the Arbitrage Fund category average return was 7.19%.
• The fund has given a return of 6.28% in last five years and ranked 3rd out of 19 funds in the category. In the same period the Arbitrage Fund category average return was 5.93%.
• The fund has given a return of 6.56% in last ten years and ranked 3rd out of 12 funds in the category. In the same period the category average return was 6.42%.
• The fund has given a SIP return of 7.93% in last one year whereas category average SIP return is 7.6%. The fund one year return rank in the category is 2nd in 27 funds
• The fund has SIP return of 8.07% in last three years and ranks 1st in 23 funds. The fund has given the highest SIP return in the category in last three years.
• The fund has SIP return of 7.17% in last five years whereas category average SIP return is 6.85%.

Kotak Equity Arbitrage Fund Risk Analysis

• The fund has a standard deviation of 0.57 and semi deviation of 0.45. 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