InvestVerdict
JM Arbitrage Fund
Direct Plan · Annual Bonus Option - Principal Units · Arbitrage · Scheme code 133395
Fund houseJM Financial Mutual Fund
CategoryArbitrage
Plan & optionDirect · Annual Bonus Option - Principal Units
History11.7 years
Returns (%)
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | Launch | |
|---|---|---|---|---|---|---|---|---|---|
| This scheme | 0.46 | 1.92 | 2.98 | 6.28 | 7.04 | 6.32 | 5.45 | 5.63 | 0.05 |
| Arbitrage category median |
— | — | — | 6.59 | 7.40 | 6.62 | — | 6.39 | — |
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 | 14.2% | 0.04 | 0.04 | — | — | -48.4% | — |
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 |
|---|---|---|---|---|
| 527 | -45.0% | 6.0% | 8.4% | 3% |
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.