ITI Arbitrage Fund
Direct · Growth ₹14.43
06 Jul 2026
NAV
5.5%
3Y CAGR
5.5%
5Y CAGR
5.5%
Weighted CAGR
?
Weighted Mean CAGR
Gives more importance to longer time periods (10Y, 20Y) than shorter ones (1Y, 3Y). This balances out recent outperformance and gives a more realistic picture of what long-term returns might look like.
Gives more importance to longer time periods (10Y, 20Y) than shorter ones (1Y, 3Y). This balances out recent outperformance and gives a more realistic picture of what long-term returns might look like.
-2.66
Sharpe
-0.6%
Max Drawdown
?
Max Drawdown
The largest peak-to-trough decline in the fund's NAV. Shows the worst-case loss an investor would have experienced at any point in the fund's history.
The largest peak-to-trough decline in the fund's NAV. Shows the worst-case loss an investor would have experienced at any point in the fund's history.
NA
TER
If you invested ₹1,00,000 every month via SIP, here's how this fund has historically performed across different time horizons.
| Duration | Invested | Median Value | XIRR | Min XIRR | Max XIRR |
|---|---|---|---|---|---|
| 1 Year | ₹12.00 L | ₹12.34 L | 5.5% | 2.6% | 9.0% |
| 3 Years | ₹36.00 L | ₹39.71 L | 6.0% | 3.0% | 7.8% |
| 5 Years | ₹60.00 L | ₹70.50 L | 6.5% | 5.6% | 7.0% |
SIP returns vs benchmark & category
Annualised SIP return (XIRR) over each rolling horizon — like-for-like, not lump-sum.
| Duration | Fund SIP XIRR | NIFTY 50 ARBITRAGE | Category avg | Fund edge |
|---|---|---|---|---|
| 1 Year | 5.5% | 6.4% | 6.5% | -0.9% |
| 3 Years | 6.0% | 6.3% | 6.3% | -0.3% |
| 5 Years | 6.5% | 6.0% | 6.2% | +0.5% |
| Duration | Mean | Median | Min | Max | Sharpe | Sortino | % Positive | Cat. Mean | Cat. Median |
|---|---|---|---|---|---|---|---|---|---|
| 1 Year | 5.5% | 5.8% | 2.5% | 8.7% | -0.48 | -0.46 | 100% | — | — |
| 3 Years | 5.5% | 5.5% | 3.2% | 7.8% | -0.63 | -0.56 | 100% | — | — |
| 5 Years | 5.5% | 5.5% | 4.9% | 6.1% | -2.66 | -0.94 | 100% | — | — |
-0.6%
Max Drawdown
1 mo
Drawdown Duration
1 mo
Recovery Time
-0.0%
Avg Drawdown
Calmar Ratio by Duration
9.50
1Y
9.57
3Y
9.51
5Y
Compared against NIFTY 50 ARBITRAGE
| Duration | Alpha | Beta | Upside Capture | Downside Capture | Fund CAGR | Bench CAGR |
|---|---|---|---|---|---|---|
| 1 Year | -0.37 | 0.49 | 71.2% | 34.3% | 6.5% | 7.2% |
| 3 Years | +0.37 | 0.50 | 71.6% | 25.7% | 7.4% | 7.6% |
| 5 Years | -0.42 | 0.53 | 70.3% | 34.9% | 6.1% | 6.5% |
| 7 Years | -0.62 | 0.52 | 68.3% | 37.0% | 5.4% | 5.6% |
| 10 Years | -1.38 | 0.52 | 68.3% | 37.0% | 3.8% | 3.9% |
| 12 Years | -1.67 | 0.52 | 68.3% | 37.0% | 3.1% | 3.2% |
| 15 Years | -1.96 | 0.52 | 68.3% | 37.0% | 2.5% | 2.6% |