• 1 Year Returns: 7.02%
• 3 Year Returns: 7.18%
• 5 Year Returns: 5.59%

• Investment Banking & Brokerage | 11.56%
• Private Banks | 11.00%
• G-Sec | 10.21%
• Others | 8.37%
• IT Services & Consulting | 7.33%

• CCIL | 11.22%
• JM Liquid Fund - Direct Growth | 7.05%
• Infosys Ltd | 3.31%
• HDFC Bank Ltd | 3.30%
• Tata Consultancy Services Ltd | 2.87%

• Equity | 68.37%
• Cash & Equivalents | 11.78%
• Treasury Bills | 10.21%
• Mutual Funds | 7.05%
• Corporate Debt | 2.58%

The alpha ratio for the JM Arbitrage Fund(Q-IDCW) is 0.40

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the JM Arbitrage Fund(Q-IDCW) is 0.91

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the JM Arbitrage Fund(Q-IDCW) is 3.00

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the JM Arbitrage Fund(Q-IDCW) is 0.43

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.