MonitorDirect · Growth
DSP Arbitrage fund
- NAV
- 16.852
- 15 Sept 2026
- 1Y
- +6.5%
- Trailing CAGR
- AUM
- ₹6,672.77 Cr
- 31 Aug 2026
- Volatility
- Low
- 1.1% annualized
NAV
Path not in current snapshots
n/a
Returns
Trailing CAGR and simulated monthly SIP XIRR from daily NAV. Category comparison uses the median of comparable share classes in the peer set.
Trailing CAGR
Point-to-point, calendar-day annualized
- 1Y+6.5%
- 3Y+7.2%
- 5Y+6.6%
- 10Yn/a
- SI+6.2%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.4%
- 3Y+6.8%
- 5Y+7.0%
- 10Yn/a
- Since inception
- +6.2%
- Calendar-day CAGR
- Excess 1Y
- -0.1%
- Category median, same plan and option
- 3Y win rate
- +4%
- Windows beating the median
- 3Y percentile
- 31
- Vs comparable share classes
- Worst rolling 3Y
- +4.3%
- 1387 daily-ending windows
- Median rolling 3Y
- +5.8%
- Calendar-day CAGR
- Positive rolling 5Y
- +100%
- 893 daily-ending windows
- SIP 3Y XIRR
- +6.8%
- Simulated monthly SIP
Drawdown
Peak to trough from a running NAV high. Move across the path to read a date.
Drawdown
Path not in current snapshots
n/a
- Average recovery
- 2 days
- 459 recovered episodes
- Longest recovery
- 70 days
- Trough to prior peak
- Current spell
- 5 days
- Days below latest peak
- Time below peak
- +45%
- NAV observations
16 Mar 2020 – 31 Mar 2020
Trough 25 Mar 2020 · recovered in 6 days
-0.6%
29 May 2020 – 14 Aug 2020
Trough 5 Jun 2020 · recovered in 70 days
-0.5%
3 Aug 2026 – 21 Aug 2026
Trough 6 Aug 2026 · recovered in 15 days
-0.4%
28 Nov 2018 – 19 Dec 2018
Trough 29 Nov 2018 · recovered in 20 days
-0.3%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
31
Vs category
50
Consistency
14
Risk-adjusted
67
Drawdown
99
Mean
52
Portfolio
31 Aug 2026 · 172 holdings · top 10 are 103.7%.
- Top 5
- 92.9%
- Top 10
- 103.7%
- Largest holding
- 69.2%
- Effective holdings
- 2.0
Cash Margin
Unspecified
69.2%
DSP Money Market Fund Direct Plan-Growth
Unspecified
11.0%
HDFC BANK LTD.^
Financial
4.7%
Reliance Industries Ltd Futures
Energy & Utilities
4.5%
Vodafone Idea Ltd Futures
Technology
3.6%
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 15 Sept 2026
Monitor
Engine status
Monitor
Recent evidence
Why this status
No status reasons yet. History is still thin.
Supporting reads
- Risk-adjusted return sits above the documented risk-free proxy.
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
BARODA BNP PARIBAS ARBITRAGE FUND
Baroda BNP Paribas Mutual Fund
- 1Y
- +6.4%
- 3Y
- +7.3%
- Vol
- 1.0%
- Max DD
- -0.3%
- Sharpe
- 1.53
- 3Y win
- +65%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher TER
Edelweiss Arbitrage Fund
Edelweiss Mutual Fund
- 1Y
- +6.7%
- 3Y
- +7.4%
- Vol
- 1.0%
- Max DD
- -0.5%
- Sharpe
- 1.51
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher TER
Kotak Arbitrage Fund
Kotak Mahindra Mutual Fund
- 1Y
- +6.8%
- 3Y
- +7.5%
- Vol
- 1.0%
- Max DD
- -0.6%
- Sharpe
- 1.72
- 3Y win
- +81%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher TER
Tata Arbitrage Fund
Tata Mutual Fund
- 1Y
- +6.7%
- 3Y
- +7.5%
- Vol
- 1.0%
- Max DD
- -0.6%
- Sharpe
- 1.20
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher TER
ITI Arbitrage Fund
ITI Mutual Fund
- 1Y
- +6.4%
- 3Y
- +7.3%
- Vol
- 1.1%
- Max DD
- -0.6%
- Sharpe
- 0.18
- 3Y win
- +7%
- Shallower drawdown
- Higher win rate vs category
- Lower TER
- Higher trailing returns
Caveat: Higher volatility