Rolling Returns Calculator

Arbitrage fund rolling returns

Every Arbitrage fund on the site, with what each would have returned from every possible start date rather than from one convenient one. Open any fund for the full calculator, the Direct and Regular comparison, and the distribution of its results.

22 funds · NAV data as of

The Arbitrage category average

An equal-weight index of every live Regular-plan fund AMFI files under this category, so it includes funds that are not listed below.

Holding periodAverageMedianWorstBestWindows
1 year6.57%6.46%2.53%10.85%4,664
3 year6.48%6.31%3.59%9.03%4,173
5 year6.48%6.63%4.60%8.60%3,680
7 year6.53%6.85%5.04%7.90%3,184
10 year6.52%6.64%5.52%7.75%2,446

Arbitrage category average is a chain-linked equal-weight index of 38 funds, based at 100 in 2006 and moving each day by the average return of the funds trading that day. Arbitrage funds take offsetting cash and futures positions, so their return tracks short-term money rates rather than the equity market, despite equity taxation. A rolling return here describes carry, not market exposure. It is built from Regular-plan NAVs, so a Direct-plan fund is being measured against peers that still pay a distributor commission and will tend to look better by roughly that margin. Funds that closed or merged away are not included, so the average reflects those that survived and is biased upward.

Arbitrage funds take offsetting cash and futures positions, so their return tracks short-term money rates rather than the equity market, despite equity taxation. A rolling return here describes carry, not market exposure.

All 22 Arbitrage funds

The figure beside each is its 5-year rolling average on the Direct plan. Funds are listed alphabetically, not ranked — they started at different times and so cover different market conditions.

5-year rolling return (Direct)

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