What is the 5-year rolling return of JM Arbitrage Fund?

Across 2,171 overlapping 5-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.67% a year, with a median of 5.45%. The best 5-year stretch returned 7.87% a year and the worst returned 4.36%.

Has JM Arbitrage Fund ever lost money over 5 years?

No. Every one of the 2,171 5-year holding periods in this fund's history ended in profit. The weakest returned 4.36% a year, for someone who invested on 6 December 2017. Past periods are not a guide to future ones.

What is the difference between the Direct and Regular plans of JM Arbitrage Fund?

Both plans hold the same portfolio. The Regular plan pays a commission to the distributor who sold it, deducted from the NAV every year, so it returns less. Over the same period, 5-year rolling returns averaged 5.67% a year on the Direct plan against 5.15% on the Regular plan, a difference of 0.52% a year.

What is the 1-year rolling return of JM Arbitrage Fund?

Across 3,155 overlapping 1-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 6.31% a year, with a median of 6.42%. The best 1-year stretch returned 10.40% a year and the worst returned 1.86%.

What is the 3-year rolling return of JM Arbitrage Fund?

Across 2,664 overlapping 3-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.99% a year, with a median of 6.21%. The best 3-year stretch returned 8.83% a year and the worst returned 3.33%.

What is the 7-year rolling return of JM Arbitrage Fund?

Across 1,675 overlapping 7-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.58% a year, with a median of 5.44%. The best 7-year stretch returned 7.28% a year and the worst returned 4.98%.

What is the 10-year rolling return of JM Arbitrage Fund?

Across 935 overlapping 10-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.84% a year, with a median of 5.83%. The best 10-year stretch returned 6.15% a year and the worst returned 5.60%.

JM Financial Mutual Fund

JM Arbitrage Fund — rolling returns

Arbitrage · NAV data as of 16 October 2026

3,398 daily NAV records since 3 January 2013

What is a rolling return?

A rolling return measures what you would actually have earned by investing on any given day and holding for a fixed number of years. Instead of quoting one figure from a single convenient start date, it repeats that calculation for every start date in the fund's history — 2,171 separate five-year windows for this fund. The gap between the best and the worst of those windows shows how much your entry date mattered.

Rolling return statistics

Annualised returns (CAGR), computed daily across every available start date.

Plan

Holding period

From

Compare against

Another fund

Index or category average

Direct plan · showing data from 3 January 2013 to 16 October 2026

Average rolling return

5.67%

Windows computed

2,171

Median return

5.45%

Standard deviation

0.98%

Best 5-year window

7.87%a year

Invested 8 Jan 2013 · exited 8 Jan 2018

Worst 5-year window

4.36%a year

Invested 6 Dec 2017 · exited 6 Dec 2022

Consistency — share of 5-year windows

Above 0%: 100.0% (2,171 of 2,171)
Above 8%: 0.0% (0 of 2,171)
Above 12%: 0.0% (0 of 2,171)
Above 15%: 0.0% (0 of 2,171)

Chart resolution

Each point is one 5-year holding period, plotted against the date it began. Showing 435 of 2,171 windows.

Compare holding periods

The same statistics for every period, side by side. The highlighted column is the one shown above.

Rolling return statistics for JM Arbitrage Fund by holding period
Holding period	1Y	3Y	5Y	7Y	10Y
Returns
Average	6.31%	5.99%	5.67%	5.58%	5.84%
Median	6.42%	6.21%	5.45%	5.44%	5.83%
Minimum	1.86%	3.33%	4.36%	4.98%	5.60%
Maximum	10.40%	8.83%	7.87%	7.28%	6.15%
Std deviation	1.91%	1.46%	0.98%	0.59%	0.15%
Consistency
Above 0%	100.00%	100.00%	100.00%	100.00%	100.00%
Above 8%	16.70%	9.31%	0.00%	0.00%	0.00%
Above 12%	0.00%	0.00%	0.00%	0.00%	0.00%
Above 15%	0.00%	0.00%	0.00%	0.00%	0.00%
Coverage
Windows computed	3,155	2,664	2,171	1,675	935

Statistics are computed from all daily rolling windows in the selected range. Chart resolution changes the plotted line only, never these numbers.

Direct vs Regular plan

The same fund and the same portfolio. The Regular plan pays a commission to the distributor who sold it, which comes out of the NAV every year, so its returns run lower. Figures below are 5-year rolling returns over the period both plans share. Over this history the Direct plan averaged 0.52% a year more than Regular.

This fund's Regular plan has NAV going back to 20 July 2006, but its Direct plan only began on 3 January 2013. The 1,590 earlier Regular records are excluded here so both plans are measured over the same stretch of market history.

5-year rolling returns for JM Arbitrage Fund, Direct plan compared with Regular plan
5-year rolling return	Direct	Regular
Average	5.67%	5.15%
Best window	7.87%from 8 Jan 2013	7.34%from 8 Jan 2013
Worst window	4.36%from 6 Dec 2017	3.90%from 12 Dec 2017
Windows computed	2,171	2,171

Common questions about JM Arbitrage Fund

What is the 5-year rolling return of JM Arbitrage Fund?: Across 2,171 overlapping 5-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.67% a year, with a median of 5.45%. The best 5-year stretch returned 7.87% a year and the worst returned 4.36%.
Has JM Arbitrage Fund ever lost money over 5 years?: No. Every one of the 2,171 5-year holding periods in this fund's history ended in profit. The weakest returned 4.36% a year, for someone who invested on 6 December 2017. Past periods are not a guide to future ones.
What is the difference between the Direct and Regular plans of JM Arbitrage Fund?: Both plans hold the same portfolio. The Regular plan pays a commission to the distributor who sold it, deducted from the NAV every year, so it returns less. Over the same period, 5-year rolling returns averaged 5.67% a year on the Direct plan against 5.15% on the Regular plan, a difference of 0.52% a year.
What is the 1-year rolling return of JM Arbitrage Fund?: Across 3,155 overlapping 1-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 6.31% a year, with a median of 6.42%. The best 1-year stretch returned 10.40% a year and the worst returned 1.86%.
What is the 3-year rolling return of JM Arbitrage Fund?: Across 2,664 overlapping 3-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.99% a year, with a median of 6.21%. The best 3-year stretch returned 8.83% a year and the worst returned 3.33%.
What is the 7-year rolling return of JM Arbitrage Fund?: Across 1,675 overlapping 7-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.58% a year, with a median of 5.44%. The best 7-year stretch returned 7.28% a year and the worst returned 4.98%.
What is the 10-year rolling return of JM Arbitrage Fund?: Across 935 overlapping 10-year holding periods between 3 January 2013 and 16 October 2026, the Direct plan of JM Arbitrage Fund returned an average of 5.84% a year, with a median of 5.83%. The best 10-year stretch returned 6.15% a year and the worst returned 5.60%.

Compare with other funds

Figures are 5-year rolling return averages on the Direct plan, over each fund's own history. Funds with different start dates cover different market conditions, so these are a starting point for comparison rather than a like-for-like ranking.