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JM Arbitrage Fund - Growth

  • Regular
  • Direct
Category : Arbitrage Fund
  • NAV
    : ₹ 25.8147 0.03%
    (as on 27th October, 2020)
Crisil Rank
Relatively weak performance among peers
Risk-O-Meter
Moderately Low
(Min ₹500 for SIP, ₹5000 for one time investment)

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 27th October, 2020)

Period Invested for ₹10000 Invested on Latest Value Absolute Returns Annualised Returns Category Avg Rank within Category
1 Week 20-Oct-20 10010.10 0.10% - 0.12% 24/27
1 Month 25-Sep-20 10023.70 0.24% - 0.25% 18/27
3 Month 27-Jul-20 10060.40 0.60% - 0.80% 23/26
6 Month 27-Apr-20 10097.70 0.98% - 1.50% 23/25
YTD 01-Jan-20 10209.60 2.10% - 3.29% 22/24
1 Year 25-Oct-19 10298.00 2.98% 2.96% 3.99% 22/24
2 Year 26-Oct-18 10838.20 8.38% 4.10% 4.88% 18/20
3 Year 27-Oct-17 11443.70 14.44% 4.59% 5.29% 16/17
5 Year 27-Oct-15 12875.30 28.75% 5.18% 5.75% 15/15
10 Year 27-Oct-10 19370.20 93.70% 6.83% 7.11% 10/10
Since Inception 18-Jul-06 25814.70 158.15% 6.86% 5.48% 7/27

SIP Returns (NAV as on 27th October, 2020)

Period Invested for ₹1000 SIP Started on Investments Latest Value Absolute Returns Annualised Returns
1 Year 25-Oct-19 12000 12154.93 1.29 % 2.39 %
2 Year 26-Oct-18 24000 24858.75 3.58 % 3.41 %
3 Year 27-Oct-17 36000 38278.55 6.33 % 4.02 %
5 Year 27-Oct-15 60000 67433.36 12.39 % 4.61 %
10 Year 27-Oct-10 120000 162821.13 35.68 % 5.94 %
 

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 0.18 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 - Growth 5 2092.85 0.34 1.01 2.12 5.18 0.00
L&T Arbitrage Opportunities Fund - Growth 4 1417.37 0.26 1.04 2.07 5.02 5.75
Union Arbitrage Fund - Growth 4 89.09 0.28 0.81 1.78 4.80 0.00
Edelweiss Arbitrage Fund - Growth 5 3316.13 0.27 0.87 1.69 4.72 5.74
BNP Paribas Arbitrage Fund - Growth NA 572.24 0.27 0.91 1.67 4.72 5.74
UTI Arbitrage Fund - Growth 3 3105.15 0.28 0.88 1.93 4.56 5.72
Kotak Equity Arbitrage Fund - Growth 3 15110.70 0.30 0.94 1.86 4.56 5.72
ICICI Prudential Equity - Arbitrage Fund - Growth 3 9277.25 0.32 0.86 1.75 4.49 5.60
Nippon India Arbitrage Fund - Growth 3 7167.51 0.27 0.89 1.87 4.48 5.85
Invesco India Arbitrage Fund - Growth 4 469.63 0.22 0.80 1.81 4.43 5.55

More Funds from JM Financial Mutual Fund

Out of 12 mutual fund schemes offered by this AMC, 2 is/are ranked 5 * , 1 is/are ranked 4 * , 4 is/are ranked 3 * , 1 is/are ranked 2 * , 3 is/are ranked 1 * , and 1 schemes are not ranked. See more about AMC

Scheme Name
Crisil Rank
Asset Size (Cr)
1M
3M
6M
1Y
3Y
JM Liquid Fund - Growth 1 1781.71 0.27 0.80 1.71 4.36 6.19
JM Large Cap Fund - Growth 5 331.31 5.01 4.36 16.59 7.97 4.03
JM Low Duration Fund - Growth 3 130.15 0.54 1.08 23.95 21.65 6.13
JM Multicap Fund - Growth 3 126.85 6.73 3.42 15.82 -7.23 0.75
JM Arbitrage Fund - Growth 1 107.49 0.24 0.60 0.98 2.96 4.59
JM Dynamic Debt Fund - Growth 5 106.13 1.12 1.23 5.11 7.46 7.16
JM Value Fund - Growth 4 104.16 7.82 6.58 24.92 -3.82 -1.42
JM Core 11 Fund - Growth 2 46.11 9.84 6.94 18.09 -12.58 -2.02
JM Tax Gain Fund - Growth 3 38.22 8.46 10.51 30.14 0.20 4.05
JM Income Fund - Growth 1 35.26 1.40 0.89 5.22 5.84 2.02

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