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JM Arbitrage Fund - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 27.4917 0.05%
    (as on 02nd December, 2022)
Crisil Rank
Relatively weak performance among peers
Risk-O-Meter
Low

The fund has 68.44% investment in domestic equities of which 30.75% is in Large Cap stocks, 23.44% is in Mid Cap stocks, 6.46% in Small Cap stocks.The fund has 21.67% investment in Debt, of which 21.67% in Government securities.

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Returns (NAV as on 02nd December, 2022)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 25-Nov-22 10016.30 0.16% - 0.14% 6/26
1 Month 02-Nov-22 10034.50 0.35% - 0.33% 12/26
3 Month 02-Sep-22 10100.90 1.01% - 0.98% 14/26
6 Month 02-Jun-22 10185.50 1.85% - 1.82% 15/25
YTD 31-Dec-21 10329.90 3.30% - 3.25% 16/25
1 Year 02-Dec-21 10344.90 3.45% 3.45% 3.43% 16/25
2 Year 02-Dec-20 10640.10 6.40% 3.15% 3.50% 20/25
3 Year 02-Dec-19 10910.40 9.10% 2.94% 3.62% 19/23
5 Year 01-Dec-17 12114.60 21.15% 3.91% 4.51% 15/17
10 Year 30-Nov-12 17327.50 73.28% 5.64% 6.06% 10/10
Since Inception 18-Jul-06 27491.70 174.92% 6.37% 5.11% 9/26

SIP Returns (NAV as on 02nd December, 2022)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 02-Dec-21 12000 12235.02 1.96 % 3.64 %
2 Year 02-Dec-20 24000 24855.48 3.56 % 3.4 %
3 Year 02-Dec-19 36000 37764.87 4.9 % 3.13 %
5 Year 01-Dec-17 60000 65437.52 9.06 % 3.42 %
10 Year 30-Nov-12 120000 151566.68 26.31 % 4.57 %
 

Tax Treatment

If sold after 1 year from purchase date, long term capital gain tax will be applicable. Current tax rate is 10%, if your total long term capital gain exceeds 1 lakh. Any cess/surcharge is not included.|If sold before 1 year from purchase date, short term capital gain tax will be applicable. Current tax rate is 15%. Any cess/surcharge is not included in the 15%.

Portfolio (Updated on 31st Oct,2022)

Portfolio Turnover Ratio : 1509.77%  |   Category average turnover ratio is 1701.14%  
Fund manager updated portfolio less frequently than peers in last 1 year. (I.e. fund manager held stocks/bonds in the portfolio for longer duration than peers)
Equity Holding : 68.44% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 68.44%
No of Stocks : 28 (Category Avg - 103.42) | Large Cap Investments : 30.75%| Mid Cap Investments : 23.44% | Small Cap Investments : 6.46% | Other : 7.8%

Top 10 Stocks in Portfolio

How to read this table?
Stock Invested in Sector Value(Mn) % of Total Holdings 1M Change 1Y Highest Holding 1Y Lowest Holding Quantity 1M Change in Qty
# HDFC Bank Ltd. Banks 35.4 7.80% 7.80% 8.58% (Apr 2022) 0% (Nov 2021) 23.65 k 23.65 k
Oberoi Realty Ltd. Residential/commercial/sez project 29.8 6.56% 0.15% 7.26% (Aug 2022) 0% (Nov 2021) 32.20 k 0.00
Multi Commodity Exchange Of India Ltd. Other financial services 28.3 6.23% 2.32% 8.34% (Jun 2022) 0% (Nov 2021) 18.40 k 3.60 k
Kotak Mahindra Bank Ltd. Banks 27.4 6.04% 1.77% 6.04% (Oct 2022) 0% (Nov 2021) 14.40 k 3.60 k
UPL Ltd. Pesticides and agrochemicals 26.6 5.86% 0.74% 5.86% (Oct 2022) 0% (Nov 2021) 36.40 k 1.30 k
United Spirits Ltd. Brew/distilleries 24.7 5.43% 2.35% 5.43% (Oct 2022) 0% (Nov 2021) 27.50 k 10.63 k
Ambuja Cements Ltd. Cement 22.1 4.86% 0.64% 8.95% (Aug 2022) 0% (Nov 2021) 41.40 k 3.60 k
Tata Power Co. Ltd. Power 16.8 3.70% 1.48% 3.7% (Oct 2022) 0% (Nov 2021) 74.25 k 27.00 k
Associated Cement Companies Ltd. Cement 13.2 2.90% -2.87% 5.77% (Sep 2022) 0% (Nov 2021) 5.50 k -5.50 k
SRF Ltd. Chemicals - speciality 12.5 2.75% 0.71% 2.75% (Oct 2022) 0% (Nov 2021) 4.88 k 1.13 k
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 2 (Category Avg - 7.15) | Modified Duration 0.18 Years (Category Avg - 0.30)| Yield to Maturity - -- (Category Avg - 6.53%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 0.00% 2.36%
CD 0.00% 1.17%
T-Bills 21.67% 9.64%
CP 0.00% 1.10%
NCD & Bonds 0.00% 0.54%
PTC 0.00% 0.03%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 21.67% 12.00%
Low Risk 0.00% 0.00%
Moderate Risk 0.00% 0.00%
High Risk 0.00% 0.00%
Very High Risk 0.00% 0.00%
Others 0.00% 0.00%
Name Type of Instrument Weight (%)
TREPS TREPS 6.20%
Net Receivables Net Receivables 3.68%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 30th November, 2022)

  • Standard Deviation

    Low volatility
    0.98vs1.02
    Category Avg
  • Beta

    Low volatility
    0.48vs0.64
    Category Avg
  • Sharpe Ratio

    Poor risk adjusted returns
    -3.01vs-2.09
    Category Avg
  • Treynor's Ratio

    Poor risk adjusted returns
    -0.06vs0.14
    Category Avg
  • Jension's Alpha

    Poor risk adjusted returns
    -2.21vs-0.97
    Category Avg

Alternative Funds (Category Peers)

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
Invesco India Arbitrage Fund - Growth 5 1746.63 0.35 1.22 2.31 4.66 4.13
SBI Arbitrage Opportunities Fund - Regular Plan - Growth 5 6972.67 0.39 1.15 2.12 4.04 3.85
Kotak Equity Arbitrage Fund - Growth 4 22081.95 0.38 1.09 2.04 4.02 4.13
Edelweiss Arbitrage Fund - Growth 4 5534.80 0.36 1.06 1.98 3.87 4.10
Axis Arbitrage Fund - Growth NA 3730.15 0.33 0.95 1.75 3.79 3.89
Nippon India Arbitrage Fund - Growth 3 9007.88 0.40 1.06 1.95 3.74 3.97
ICICI Prudential Equity - Arbitrage Fund - Growth 4 10890.63 0.37 1.09 2.00 3.71 3.99
HDFC Arbitrage Fund - Wholesale - Growth 3 5963.79 0.34 1.05 1.97 3.64 3.70
LIC MF Arbitrage Fund - Growth 2 28.99 0.32 0.97 1.80 3.63 3.47
IDFC Arbitrage Fund - Regular Plan - Growth 3 3853.11 0.39 1.07 1.96 3.61 3.69

More Funds from JM Financial Mutual Fund

Out of 14 mutual fund schemes offered by this AMC, 1 is/are ranked 5 * , 2 is/are ranked 4 * , 5 is/are ranked 3 * , 2 is/are ranked 2 * , 2 is/are ranked 1 * , and 2 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
JM Liquid Fund - Growth 3 2399.62 0.51 1.46 2.72 4.57 3.99
JM Overnight Fund - Regular Plan - Growth NA 318.47 0.46 1.41 2.62 4.39 0.00
JM Flexi Cap Fund - Growth 4 238.32 4.27 6.61 17.26 11.21 18.48
JM Value Fund - Growth 2 162.43 5.39 8.95 16.40 8.42 18.33
JM Low Duration Fund - Growth 3 143.21 0.57 1.16 2.41 3.90 10.76
JM Short Duration Fund - Regular Plan - Growth NA 135.86 0.77 1.08 0.00 0.00 0.00
JM Tax Gain Fund - Growth 3 72.02 2.90 4.94 12.70 6.91 17.81
JM Tax Gain Fund - Growth 3 72.02 3.35 5.46 12.53 3.91 18.11
JM Large Cap Fund - Growth 4 50.44 2.29 6.29 13.25 6.17 15.61
JM Dynamic Bond Fund - Growth 5 45.45 1.12 1.62 3.05 3.91 4.84

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