JM Arbitrage Fund
Direct · Growth ₹37.00
06 Jul 2026
NAV
6.0%
3Y CAGR
5.7%
5Y CAGR
5.9%
10Y CAGR
5.9%
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.
-4.56
Sharpe
-0.5%
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 | ₹12.35 L | 6.3% | 2.0% | 10.4% |
| 3 Years | ₹36.00 L | ₹39.27 L | 5.9% | 3.2% | 8.4% |
| 5 Years | ₹60.00 L | ₹69.29 L | 5.6% | 3.8% | 7.2% |
| 7 Years | ₹84.00 L | ₹1.01 Cr | 5.3% | 4.3% | 6.6% |
| 10 Years | ₹1.20 Cr | ₹1.59 Cr | 5.5% | 5.0% | 5.9% |
| 12 Years | ₹1.44 Cr | ₹2.06 Cr | 5.8% | 5.8% | 5.9% |
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 | 6.3% | 6.4% | 6.5% | -0.1% |
| 3 Years | 5.9% | 6.3% | 6.3% | -0.4% |
| 5 Years | 5.6% | 6.0% | 6.2% | -0.4% |
| 7 Years | 5.3% | 5.6% | 6.1% | -0.3% |
| 10 Years | 5.5% | 5.5% | 6.2% | +0.0% |
| 12 Years | 5.8% | 5.6% | 6.5% | +0.3% |
| Duration | Mean | Median | Min | Max | Sharpe | Sortino | % Positive | Cat. Mean | Cat. Median |
|---|---|---|---|---|---|---|---|---|---|
| 1 Year | 6.3% | 6.5% | 2.0% | 10.4% | -0.10 | -0.12 | 100% | — | — |
| 3 Years | 6.0% | 6.2% | 3.4% | 8.8% | -0.36 | -0.38 | 100% | — | — |
| 5 Years | 5.7% | 5.4% | 4.4% | 7.9% | -0.86 | -0.68 | 100% | — | — |
| 10 Years | 5.9% | 5.8% | 5.7% | 6.2% | -4.56 | -0.97 | 100% | — | — |
-0.5%
Max Drawdown
1 mo
Drawdown Duration
2 mo
Recovery Time
-0.0%
Avg Drawdown
Calmar Ratio by Duration
11.77
1Y
11.13
3Y
10.54
5Y
10.40
7Y
10.93
10Y
11.58
12Y
Compared against NIFTY 50 ARBITRAGE
| Duration | Alpha | Beta | Upside Capture | Downside Capture | Fund CAGR | Bench CAGR |
|---|---|---|---|---|---|---|
| 1 Year | -0.70 | 0.63 | 75.5% | 53.3% | 6.4% | 7.4% |
| 3 Years | +0.07 | 0.53 | 71.3% | 31.0% | 7.2% | 7.6% |
| 5 Years | -0.25 | 0.56 | 71.1% | 32.3% | 6.3% | 6.5% |
| 7 Years | -0.65 | 0.50 | 64.4% | 30.2% | 5.5% | 5.7% |
| 10 Years | -0.44 | 0.43 | 64.5% | 24.6% | 5.7% | 5.6% |
| 12 Years | -0.25 | 0.45 | 66.0% | 25.5% | 6.0% | 5.9% |
| 15 Years | -0.30 | 0.46 | 67.8% | 24.7% | 5.8% | 5.6% |
116
Total Holdings
34.1%
Top 10 Weight
35
Sectors
| # | Stock | % of NAV |
|---|---|---|
| 1 | HDFC Bank Limited | 5.01% |
| 2 | Multi Commodity Exchange of India Ltd. | 4.20% |
| 3 | Kotak Mahindra Bank Limited | 3.97% |
| 4 | ICICI Bank Limited | 3.76% |
| 5 | Bharti Airtel Limited | 3.64% |
| 6 | Tata Steel Limited | 3.17% |
| 7 | Reliance Industries Limited | 2.75% |
| 8 | Adani Port & Special Economic Zone Ltd | 2.60% |
| 9 | Vodafone Idea Limited | 2.59% |
| 10 | Eternal Limited | 2.42% |