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Tata Arbitrage Fund - Direct Plan - Monthly Reinvestment of Income Distribution cum capital withdrawal option
Arbitrage · Hybrid
Tata Arbitrage Fund - Direct Plan - Monthly Reinvestment of Income Distribution cum capital withdrawal option
SignalIQ View
Descriptive research · not a buy/sell recommendation
Sharpe (3Y)
1.26
Return per unit of risk · rf 6.5%
Sortino (3Y)
2.09
Downside-only Sharpe
Max Drawdown
-1.4%
Peak-to-trough · full history
Vol (3Y)
1.0%
Annualised σ of daily returns
Positive Days
69%
Smoothness proxy
This fund has delivered solid risk-adjusted returns over the last 3 years (Sharpe 1.26). Its worst peak-to-trough drop over the full history was 1.4% (small drawdowns) between 2020-03-19 and 2020-03-25. About 69% of trading days closed up. Profile: consistent compounder · smooth NAV path.
YTD
+4.7%
Calendar YTD
1 Year
+6.8%
Trailing 12 mo
3 Year
+7.5%
CAGR
5 Year
+6.8%
CAGR
10 Year
—
CAGR
Since Inception
—
CAGR (?y)
📈 NAV History
End-of-day NAV series from AMFI (via MFAPI.in).
🎯 Rolling-Return Consistency
3-Year Rolling Windows
- Sample size
- 1172 windows
- Best window CAGR
- +7.92%
- Median CAGR
- +6.35%
- Avg CAGR
- +6.14%
- Worst window CAGR
- +3.71%
- Positive windows
- 100.0%
5-Year Rolling Windows
- Sample size
- 680 windows
- Best window CAGR
- +6.90%
- Median CAGR
- +6.38%
- Avg CAGR
- +6.13%
- Worst window CAGR
- +5.17%
- Positive windows
- 100.0%
Every trading day in the history is treated as a potential window end-date; the fund's CAGR over the trailing 3 (or 5) years ending that day is computed, and the full distribution is summarised. A narrower band + higher "positive windows" percentage means more predictable outcomes — reduces the timing luck a single point-in-time CAGR can hide.
🏁 Peer Comparison · Top in Arbitrage
| Scheme | 1Y | 3Y CAGR | 5Y CAGR | Latest NAV |
|---|---|---|---|---|
|
Franklin India Income Plus Arbitrage Active Fund of Funds
Franklin Templeton Mutual Fund
|
+6.2% | +12.6% | +11.1% | — |
|
DSP Income Plus Arbitrage Omni FoF
DSP Mutual Fund
|
+5.3% | +9.7% | +6.3% | — |
|
ICICI Prudential Income plus Arbitrage Omni FOF
ICICI Prudential Mutual Fund
|
+6.3% | +9.0% | +9.6% | — |
|
HDFC Income Plus Arbitrage Active FOF
HDFC Mutual Fund
|
+5.8% | +8.7% | +10.4% | — |
|
Axis Income Plus Arbitrage Omni FOF
Axis Mutual Fund
|
+6.0% | +7.8% | +6.6% | — |
|
Kotak Arbitrage Fund
Kotak Mahindra Mutual Fund
|
+6.9% | +7.6% | +6.9% | — |
|
Tata Arbitrage Fund - Direct Plan - Monthly Reinvestment of Income Distribution cum capital withdrawal option (this fund)
Tata Mutual Fund
|
+6.8% | +7.5% | +6.8% | — |
Disclaimer: Mutual fund investments are subject to market risks. Read all scheme related documents carefully before investing. Past performance is not indicative of future results. This page publishes descriptive rank-and-return analysis only — not personalised advice on which fund to buy. Trailing returns and rolling-window statistics are computed from AMFI's official daily NAV series. Research by Equity Alfa Analytics, SEBI Registered Research Analyst · INH000024985 · BSE RAASB Enlistment 6942.