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JM Arbitrage Fund - (Direct) - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 26.7957 0.02%
    (as on 25th November, 2020)
Crisil Rank
Relatively weak performance among peers
Risk-O-Meter
Moderately Low

Fund has 66.39% investment in indian stocks of which 50.42% is in large cap stocks, 15.73% is in mid cap stocks, 0.24% in small cap stocks.Fund has 16.22% investment in Debt of which 16.22% in Government securities.

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Returns (NAV as on 25th November, 2020)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 18-Nov-20 10006.20 0.06% - 0.12% 26/28
1 Month 23-Oct-20 10017.00 0.17% - 0.26% 24/28
3 Month 25-Aug-20 10062.10 0.62% - 0.95% 26/28
6 Month 22-May-20 10086.10 0.86% - 1.49% 24/26
YTD 01-Jan-20 10257.00 2.57% - 4.02% 23/25
1 Year 25-Nov-19 10307.00 3.07% 3.06% 4.41% 23/25
2 Year 22-Nov-18 10905.70 9.06% 4.41% 5.38% 19/21
3 Year 24-Nov-17 11550.50 15.51% 4.91% 5.80% 17/18
5 Year 24-Nov-15 13106.20 31.06% 5.55% 6.28% 16/16
Since Inception 03-Jan-13 16763.90 67.64% 6.76% 5.92% 13/28

SIP Returns (NAV as on 25th November, 2020)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 25-Nov-19 12000 12168.28 1.4 % 2.6 %
2 Year 22-Nov-18 24000 24917.8 3.82 % 3.64 %
3 Year 24-Nov-17 36000 38435.79 6.77 % 4.29 %
5 Year 24-Nov-15 60000 67966.49 13.28 % 4.92 %
 

Tax Treatment

Portfolio (Updated on 31st Oct,2020)

Equity Holding : 66.39% | F&O Holdings : 0.00%| Foreign Equity Holdings : 0.00%| Total : 66.39%
No of Stocks : 22 (Category Avg - 74.41) | Large Cap Investments : 50.42%| Mid Cap Investments : 15.73% | Small Cap Investments : 0.24% | 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 102.7 9.55% -0.84% 13.05% (Aug 2020) 0% (Nov 2019) 50.00 k 0.00
Bharti Airtel Ltd. Telecom - services 77.1 7.17% 0.21% 8.51% (Aug 2020) 0% (Nov 2019) 1.78 L 0.00
HCL Technologies Limited Computers - software 56.6 5.26% 2.30% 5.26% (Oct 2020) 0% (Nov 2019) 67.20 k 28.00 k
Housing Development Finance Corporation Ltd. Housing finance 55.4 5.15% 4.86% 11.1% (Dec 2019) 0% (Nov 2019) 28.80 k 27.00 k
HDFC Life Insurance Company Ltd. Insurance 50.6 4.71% 0.24% 5.9% (Aug 2020) 0% (Nov 2019) 85.80 k 0.00
Tata Consumer Products Ltd. Tea & coffee 50.6 4.70% -0.07% 8.54% (Jul 2020) 0% (Nov 2019) 1.03 L 0.00
Adani Ports And Special Economic Zone Ltd. Port 48.6 4.52% -0.57% 5.83% (May 2020) 1.54% (Feb 2020) 1.35 L -0.25 L
Adani Enterprises Ltd. Trading 46.2 4.30% 0.54% 4.3% (Oct 2020) 0% (Nov 2019) 1.36 L 0.00
Exide Industries Ltd. Batteries – automobile 32.6 3.04% -0.11% 3.36% (Aug 2020) 0% (Nov 2019) 2.05 L 0.00
Sun TV Network Ltd. Tv broadcasting & software production 31.7 2.94% -1.22% 4.16% (Sep 2020) 0% (Nov 2019) 75.00 k -0.21 L
- indicates change in weight in the portfolio. # indicates a new entry.
No of Debt Holding 1 (Category Avg - 5.33) | Modified Duration 0.00 Years (Category Avg - 0.42)| Yield to Maturity - -- (Category Avg - 4.12%)

Type of Holdings

Security Type
% Weight
Category Average
GOI 0.00% 0.82%
CD 0.00% 0.23%
T-Bills 16.22% 3.54%
NCD & Bonds 0.00% 1.34%
CP 0.00% 0.40%
PTC 0.00% 0.02%

Investment / Portfolio Grades

Security Type
% Weight
Category Average
Government Backed 16.22% 4.36%
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 13.67%
FD - HDFC Bank Ltd. FD 5.58%
Net Receivables Net Receivables -1.86%

Risk Ratios

Ratios calculated on daily returns for last 3 years (Updated as on 29th October, 2020)

  • Standard Deviation

    High volatility
    1.19vs0.82
    Category Avg
  • Beta

    High volatility
    0.43vs0.29
    Category Avg
  • Sharpe Ratio

    Poor risk adjusted returns
    0.87vs0.99
    Category Avg
  • Treynor's Ratio

    Better risk adjusted returns
    0.02vs-0.18
    Category Avg
  • Jension's Alpha

    Poor risk adjusted returns
    0.55vs0.74
    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 2380.97 0.36 1.21 2.07 5.80 0.00
L&T Arbitrage Opportunities Fund - Direct Plan - Growth 5 2065.20 0.29 1.08 1.96 5.37 6.24
Edelweiss Arbitrage Fund - Direct Plan - Growth 4 3311.43 0.30 1.06 1.66 5.28 6.38
BNP Paribas Arbitrage Fund - Direct Plan - Growth NA 594.93 0.32 1.12 1.72 5.21 6.25
Nippon India Arbitrage Fund - Direct Plan - Growth 3 7949.69 0.34 1.09 1.80 5.09 6.50
Union Arbitrage Fund - Direct Plan - Growth 4 86.65 0.29 0.91 1.66 5.06 0.00
Invesco India Arbitrage Fund - Direct Plan - Growth 4 476.89 0.28 1.05 1.79 5.06 6.12
UTI Arbitrage Fund - Direct Plan - Growth 3 3189.75 0.32 1.09 1.80 4.94 6.16
Axis Arbitrage Fund - Direct Plan - Growth NA 2702.33 0.29 1.01 1.58 4.91 6.24
Kotak Equity Arbitrage Fund - Direct Plan - Growth 3 15289.36 0.30 1.05 1.74 4.89 6.15

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 * , 3 is/are ranked 3 * , 3 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 - Withheld Brokerage I.E.F. (Direct) - Growth NA 2404.64 0.00 0.00 0.00 0.00 0.00
JM Liquid Fund - (Direct) - Growth 2 2404.64 0.26 0.80 1.68 4.26 6.18
JM Large Cap Fund - (Direct) - Growth 5 337.94 6.32 9.38 28.49 14.84 7.55
JM Low Duration Fund - (Direct) - Growth 3 128.99 0.40 1.29 23.38 26.93 6.21
JM Multicap Fund - (Direct) - Growth 2 128.71 13.49 12.97 36.08 5.74 6.22
JM Overnight Fund - Direct Plan - Growth NA 121.39 0.25 0.76 1.54 0.00 0.00
JM Value Fund - (Direct) - Growth 4 107.57 12.42 14.83 43.90 7.98 3.48
JM Arbitrage Fund - (Direct) - Growth 1 107.52 0.15 0.72 0.84 2.94 4.91
JM Dynamic Debt Fund - (Direct) - Growth 5 95.82 0.70 2.55 4.72 8.47 7.80
JM Core 11 Fund - (Direct) - Growth 2 47.50 13.92 13.94 39.21 1.44 3.35

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