Benchmark Comparison Data · vs NIFTY 50 ARBITRAGE
Benchmark Comparison Data
vs NIFTY 50 ARBITRAGE
JM Arbitrage Fund Direct · Growth
Fund vs NIFTY 50 ARBITRAGE
Risk-adjusted performance metrics comparing this fund against its benchmark index across all available durations.
| Duration | Alpha | Beta | Upside Capture | Downside Capture | Fund CAGR | Benchmark CAGR |
|---|---|---|---|---|---|---|
| 1 Year | -0.67 | 0.63 | 75.5% | 53.7% | 6.3% | 7.3% |
| 3 Years | +0.02 | 0.54 | 71.6% | 31.9% | 7.1% | 7.6% |
| 5 Years | -0.24 | 0.56 | 71.0% | 32.4% | 6.3% | 6.5% |
| 7 Years | -0.67 | 0.50 | 64.6% | 30.6% | 5.5% | 5.7% |
| 10 Years | -0.45 | 0.43 | 64.5% | 24.6% | 5.7% | 5.6% |
| 12 Years | -0.25 | 0.45 | 66.1% | 25.6% | 6.0% | 5.9% |
| 15 Years | -0.30 | 0.46 | 67.8% | 24.8% | 5.8% | 5.6% |