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JM Arbitrage Fund - (Direct) - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 26.7414 0.04%
    (as on 21st October, 2020)
Crisil Rank
Relatively weak performance among peers
Risk-O-Meter
Moderately Low

Fund has 66.31% investment in indian stocks of which 49.02% is in large cap stocks, 17.03% is in mid cap stocks, 0.26% in small cap stocks.Fund has 13.87% investment in Debt of which 13.87% in Government securities.

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Returns (NAV as on 21st October, 2020)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 14-Oct-20 10006.00 0.06% - 0.09% 25/28
1 Month 21-Sep-20 10023.80 0.24% - 0.28% 23/28
3 Month 21-Jul-20 10073.90 0.74% - 0.99% 25/27
6 Month 21-Apr-20 10108.10 1.08% - 1.71% 24/26
YTD 01-Jan-20 10236.20 2.36% - 3.69% 23/25
1 Year 18-Oct-19 10329.30 3.29% 3.26% 4.55% 23/25
2 Year 19-Oct-18 10950.80 9.51% 4.63% 5.57% 19/21
3 Year 18-Oct-17 11587.10 15.87% 5.01% 5.90% 17/18
5 Year 21-Oct-15 13155.30 31.55% 5.63% 6.34% 16/16
Since Inception 03-Jan-13 16729.90 67.30% 6.82% 5.94% 13/28

SIP Returns (NAV as on 21st October, 2020)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 18-Oct-19 12000 12176.49 1.47 % 2.73 %
2 Year 19-Oct-18 24000 24969.32 4.04 % 3.85 %
3 Year 18-Oct-17 36000 38528.52 7.02 % 4.45 %
5 Year 21-Oct-15 60000 68173.58 13.62 % 5.05 %
 

Tax Treatment

Portfolio (Updated on 30th Sep,2020)

Equity Holding : 66.31% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 66.31%
No of Stocks : 23 (Category Avg - 76.04) | Large Cap Investments : 49.02%| Mid Cap Investments : 17.03% | Small Cap Investments : 0.26% | Other : 0%

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
Reliance Industries Ltd. Refineries/marketing 111.7 10.39% -2.66% 13.05% (Aug 2020) 0% (Oct 2019) 50.00 k -0.17 L
Bharti Airtel Ltd. Telecom - services 74.8 6.96% -1.55% 8.51% (Aug 2020) 0% (Oct 2019) 1.78 L 0.00
Vedanta Ltd. Copper & copper products 70.5 6.55% 0.37% 6.55% (Sep 2020) 2.39% (Mar 2020) 5.15 L 0.00
Adani Ports And Special Economic Zone Ltd. Port 54.7 5.09% -0.22% 5.83% (May 2020) 0% (Oct 2019) 1.60 L 0.00
Tata Consumer Products Ltd. Tea & coffee 51.3 4.77% 2.35% 8.54% (Jul 2020) 0% (Oct 2019) 1.03 L 54.00 k
HDFC Life Insurance Company Ltd. Insurance 48 4.47% -1.43% 5.9% (Aug 2020) 0% (Oct 2019) 85.80 k -0.24 L
Sun TV Network Ltd. Tv broadcasting & software production 44.7 4.16% 3.27% 4.16% (Sep 2020) 0% (Oct 2019) 96.00 k 75.00 k
Adani Enterprises Ltd. Trading 40.4 3.76% 0.21% 3.76% (Sep 2020) 0% (Oct 2019) 1.36 L 0.00
Exide Industries Ltd. Batteries – automobile 33.8 3.15% -0.21% 3.36% (Aug 2020) 0% (Oct 2019) 2.05 L -0.14 L
# HCL Technologies Limited Computers - software 31.8 2.96% 2.96% 2.96% (Sep 2020) 0% (Oct 2019) 39.20 k 39.20 k
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 1 (Category Avg - 4.78) | Modified Duration 0.00 Years (Category Avg - 0.58)| Yield to Maturity - -- (Category Avg - 4.85%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 0.00% 0.80%
CD 0.00% 0.21%
T-Bills 13.87% 1.94%
NCD & Bonds 0.00% 1.48%
CP 0.00% 0.28%
PTC 0.00% 0.03%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 13.87% 2.74%
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 (%)
Net Receivables Net Receivables 7.45%
TREPS TREPS 6.81%
FD - HDFC Bank Ltd. FD 1.85%
FD - HDFC Bank Ltd. FD 1.85%
FD - HDFC Bank Ltd. FD 1.85%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 30th September, 2020)

  • Standard Deviation

    High volatility
    1.19vs0.82
    Category Avg
  • Beta

    High volatility
    0.62vs0.52
    Category Avg
  • Sharpe Ratio

    Poor risk adjusted returns
    0.6vs0.82
    Category Avg
  • Treynor's Ratio

    Better risk adjusted returns
    0.01vs-0.08
    Category Avg
  • Jension's Alpha

    Poor risk adjusted returns
    -0.9vs-0.31
    Category Avg

Alternative Funds (Category Peers)

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
Tata Arbitrage Fund - Direct Plan - Growth 5 2092.85 0.37 1.21 2.39 5.94 0.00
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 4 1417.37 0.30 1.23 2.21 5.48 6.34
Edelweiss Arbitrage Fund - Direct Plan - Growth 5 3316.13 0.30 1.08 1.96 5.40 6.49
BNP Paribas Arbitrage Fund - Direct Plan - Growth NA 572.24 0.32 1.09 1.88 5.31 6.38
Union Arbitrage Fund - Direct Plan - Growth 4 89.09 0.23 0.97 2.00 5.24 0.00
Nippon India Arbitrage Fund - Direct Plan - Growth 3 7167.51 0.33 1.06 2.11 5.14 6.58
UTI Arbitrage Fund - Direct Plan - Growth 3 3105.15 0.31 1.06 2.10 5.08 6.27
Invesco India Arbitrage Fund - Direct Plan - Growth 4 469.63 0.37 1.04 2.08 5.07 6.19
Kotak Equity Arbitrage Fund - Direct Plan - Growth 3 15110.70 0.31 1.10 2.00 5.03 6.25
Axis Arbitrage Fund - Direct Plan - Growth NA 2621.68 0.32 0.98 1.87 4.98 6.33

More Funds from JM Financial Mutual Fund

Out of 13 mutual fund schemes offered by this AMC, 2 is/are ranked 5 * , 1 is/are ranked 4 * , 4 is/are ranked 3 * , 2 is/are ranked 2 * , 1 is/are ranked 1 * , and 3 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
JM Liquid Fund - (Direct) - Growth 2 1781.71 0.28 0.82 1.79 4.47 6.29
JM Liquid Fund - Withheld Brokerage I.E.F. (Direct) - Growth NA 1781.71 0.00 0.00 0.00 0.00 0.00
JM Large Cap Fund - (Direct) - Growth 5 331.31 4.13 4.76 19.09 8.97 5.46
JM Low Duration Fund - (Direct) - Growth 3 130.15 0.52 1.03 23.77 21.78 6.25
JM Multicap Fund - (Direct) - Growth 3 126.85 3.57 -0.08 17.29 -7.23 1.29
JM Arbitrage Fund - (Direct) - Growth 1 107.49 0.24 0.74 1.08 3.26 5.01
JM Dynamic Debt Fund - (Direct) - Growth 5 106.13 1.13 1.14 5.09 8.11 7.75
JM Value Fund - (Direct) - Growth 4 104.16 5.49 3.83 25.47 -3.91 -0.98
JM Core 11 Fund - (Direct) - Growth 2 46.11 5.41 2.00 17.69 -12.72 -1.77
JM Tax Gain Fund - (Direct) - Growth 3 38.22 5.70 8.28 30.86 -0.19 4.39

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