JM Arbitrage Fund
Regular Plan · Monthly IDCW Option · Arbitrage · Scheme code 135168
Fund houseJM Financial Mutual Fund
CategoryArbitrage
Plan & optionRegular · Monthly IDCW Option
History11.1 years
Returns (%)
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | Launch | |
|---|---|---|---|---|---|---|---|---|---|
| This scheme | 0.36 | 1.29 | 2.50 | 5.58 | 6.24 | 5.66 | 0.45 | 1.93 | 2.40 |
| Arbitrage category median |
— | — | — | 6.06 | 6.59 | 5.97 | — | 5.74 | — |
Over a year annualised (CAGR), under a year absolute. Computed from AMFI's published NAV history for this scheme.
Risk
| Volatility | Sharpe | Sortino | Beta | Alpha | Max fall | R² | |
|---|---|---|---|---|---|---|---|
| This scheme | 7.9% | -0.03 | -0.03 | — | — | -26.1% | — |
Risk-free rate 6.5%. Beta, alpha and R² are regressed on the — months this scheme and its benchmark share.
Growth of ₹100 since launch
Drawdown from peak (%)
Every one-year period it has lived through
| Windows | Worst | Median | Best | Periods that lost money |
|---|---|---|---|---|
| 501 | -24.6% | 5.4% | 7.6% | 10% |
Every one-year holding period in this scheme's history, not just the last one — the spread a real investor would have met depending only on when they started.