GMP IPO Watch
ITI Arbitrage Fund
Regular Plan · IDCW Option · ITI Mutual Fund
Returns
Annualised (CAGR) returns for periods over a year.
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Rank in Category
| Period | This Fund | Category Avg. | Rank |
|---|---|---|---|
| 1W | +0.19% | +0.16% | 7 of 40 |
| 1M | +0.58% | +0.54% | 11 of 40 |
| 3M | +1.17% | +1.04% | 6 of 39 |
| 6M | +2.62% | +2.61% | 20 of 39 |
| YTD | +4.76% | +4.25% | 8 of 40 |
| 1Y | +5.64% | +5.24% | 9 of 34 |
| 2Y | +6.13% | +5.33% | 2 of 28 |
| 3Y | +6.49% | +5.69% | 1 of 27 |
| 5Y | +5.50% | +5.09% | 4 of 21 |
| 7Y | +4.74% | +4.44% | 6 of 19 |
| INCEPTION | +4.76% | — | — |
Ranked among: Hybrid Scheme - Arbitrage Fund.
Rolling Returns
| Period | Average | Best | Worst | Positive Periods | Consistency |
|---|---|---|---|---|---|
| 3M | +1.16% | +2.25% | -0.02% | 100% | 40% |
| 6M | +2.33% | +4.31% | +0.77% | 100% | 41% |
| 1Y | +4.75% | +7.91% | +1.73% | 100% | 41% |
| 2Y | +4.82% | +7.41% | +2.11% | 100% | 42% |
| 3Y | +4.87% | +6.98% | +2.38% | 100% | 42% |
| 5Y | +4.81% | +5.52% | +4.14% | 100% | 42% |
| 7Y | +4.73% | +4.81% | +4.70% | 100% | 42% |
Rolling returns show the average, best and worst outcome an investor would have seen entering at any point in the window.
NAV History
AUM Trend (₹ Cr, quarterly average)
Expense Ratio Trend
Portfolio · Sep 2026
Asset Allocation
- Equity65.35%
- Debt0.00%
- Cash19.83%
- Other14.82%
Market Cap Split
- Large Cap35.38%
- Mid Cap27.06%
- Small Cap2.91%
- Others34.65%
Fundamentals
| Fund | Category | |
|---|---|---|
| P/E | 17.71 | 15.69 |
| P/B | 2.40 | 2.19 |
| Price / Sales | 2.41 | 2.36 |
| Dividend Yield (%) | 1.53 | 1.59 |
Holdings · Sep 2026
| Holding | Sector | Weight | Change (1M) |
|---|---|---|---|
| ITI Liquid Fund - Direct Plan - Growth Option | Others | 14.82% | +1.45% |
| Net Receivables / (Payables) | Net Current Assets | 11.46% | — |
| One 97 Communications | Financial Technology (Fintech) | 8.83% | +2.39% |
| TREPS 01-Oct-2026 | Reverse Repo / TREPS | 8.37% | — |
| HDFC Bank | Banks | 5.69% | +0.22% |
| Cummins | Industrial Products | 4.56% | -0.25% |
| Power Finance Corporation | Finance | 4.44% | -0.84% |
| Adani Ports & SEZ | Transport Infrastructure | 3.56% | +0.50% |
| Bharti Airtel | Telecom - Services | 3.22% | -0.07% |
| Varun Beverages | Beverages | 3.06% | +0.20% |
| AU Small Finance Bank | Banks | 2.34% | +0.87% |
| Shriram Finance | Finance | 2.25% | -2.12% |
| Indusind Bank | Banks | 2.14% | +0.84% |
| RBL Bank | Banks | 1.98% | -1.88% |
| Godfrey Phillips | Cigarettes & Tobacco Products | 1.93% | +0.77% |
View all 32 holdings
| ICICI Lombard General Insurance | Insurance | 1.92% | — |
| NALCO | Non - Ferrous Metals | 1.78% | +0.86% |
| Hindustan Petroleum | Petroleum Products | 1.64% | — |
| Aditya Birla Capital | Finance | 1.64% | +0.05% |
| Persistent Systems | IT - Software | 1.53% | — |
| HDFC Life Insurance | Insurance | 1.51% | +0.07% |
| Hindustan Zinc | Non - Ferrous Metals | 1.50% | +0.20% |
| Ambuja Cements | Cement & Cement Products | 1.46% | -0.07% |
| Canara Bank | Banks | 1.37% | +0.06% |
| Bank of India | Banks | 1.25% | +0.04% |
| Kalyan Jewellers | Consumer Durables | 1.04% | -0.01% |
| Max Financial Services | Insurance | 1.02% | +0.01% |
| Amber Enterprises | Consumer Durables | 0.93% | -0.01% |
| Larsen & Toubro | Construction | 0.81% | — |
| ITC | Diversified FMCG | 0.70% | — |
| Adani Energy Solutions | Power | 0.69% | -0.09% |
| Punjab National Bank | Banks | 0.56% | +0.05% |
Sector Allocation · Sep 2026
View all 17 sectors
Risk Metrics
Standard Deviation
| Period | Fund | Category | |
|---|---|---|---|
| 1Y | 1.60 | 1.71 | Low Volatility |
| 3Y | 1.25 | 1.36 | Low Volatility |
| 5Y | 1.12 | 1.19 | Low Volatility |
What is this?
Annualized population standard deviation of daily denomination-adjusted NAV returns, multiplied by sqrt(252). Values require a full timeframe of NAV history.
Sharpe Ratio
| Period | Fund | Category | |
|---|---|---|---|
| 1Y | -0.13 | -0.31 | Above Average |
| 3Y | 1.34 | 0.29 | Above Average |
| 5Y | -0.33 | -1.02 | Above Average |
What is this?
Annualized Sharpe ratio calculated from month-end NAV returns using the latest available FBIL Overnight MIBOR rate as the risk-free rate. For schemes with less than three years of history, the 3Y value uses since-inception data. Applied risk-free rate: 5.73% (published 2026-10-28).
Sortino Ratio
| Period | Fund | Category | |
|---|---|---|---|
| 1Y | 5.78 | 6.29 | Below Average |
| 3Y | 9.31 | 9.22 | Above Average |
| 5Y | 8.90 | 9.36 | Below Average |
What is this?
Annualized from daily NAV returns using a 0.00% minimum acceptable return; downside deviation includes only returns below this target.
Compare With Peers
| Scheme | 1Y | 3Y | 5Y | Since Inception |
|---|---|---|---|---|
|
quant Arbitrage Fund
Direct Plan · Growth Option
|
+7.48% | — | — | +7.35% |
|
WhiteOak Capital Arbitrage Fund
Direct Plan · Growth Option
|
+7.12% | — | — | +7.24% |
|
Franklin India Arbitrage Fund
Direct Plan · IDCW
|
+7.08% | — | — | +7.08% |
|
Bajaj Finserv Arbitrage Fund
Direct Plan · Growth
|
+6.57% | +6.97% | — | +7.01% |
|
PGIM India Arbitrage Fund
Direct plan · Growth
|
+6.56% | +7.03% | +6.51% | +6.11% |
|
TRUSTMF ARBITRAGE FUND
Direct Plan · Growth
|
+6.50% | — | — | +6.49% |
|
BANK OF INDIA ARBITRAGE FUND
Direct Plan · Annual IDCW
|
+6.42% | +6.79% | +6.00% | +4.19% |
|
Parag Parikh Arbitrage Fund
Direct Plan · Growth
|
+6.40% | +6.92% | — | +6.92% |
|
The Wealth Company Arbitrage Fund
Direct Plan · Growth
|
+6.37% | — | — | +6.37% |
|
Invesco India Arbitrage Fund
Regular Plan · Growth
|
+6.12% | +6.73% | +6.43% | +6.55% |
More From ITI Asset Management Limited
| Scheme | 1Y | 3Y | 5Y | Since Inception |
|---|---|---|---|---|
|
ITI Small Cap Fund
Direct Plan · Growth Option
|
+14.31% | +22.22% | +17.12% | +21.54% |
|
ITI Pharma and Healthcare Fund
Direct Plan · Growth Option
|
+11.53% | +20.68% | — | +14.77% |
|
ITI Flexi Cap Fund
Direct Plan · Growth Option
|
+11.05% | +19.17% | — | +22.65% |
|
ITI Multi Cap Fund
Direct Plan · Growth Option
|
+9.77% | +16.97% | +13.88% | +15.71% |
|
ITI Ultra Short Term Fund
Direct Plan · Annually IDCW Option
|
+6.29% | +7.00% | +6.46% | +6.19% |
|
ITI Liquid Fund
Regular Plan · Annually IDCW Option
|
+6.17% | +6.60% | +6.14% | +5.34% |
|
ITI Overnight Fund
Direct Plan · Growth Option
|
+5.01% | +5.78% | +5.58% | +4.94% |
|
ITI Banking & PSU Debt Fund
Direct Plan · Growth Option
|
+4.28% | +6.84% | +6.31% | +6.05% |
|
ITI Mid Cap Fund
Direct Plan · Growth Option
|
+2.20% | +18.24% | +14.56% | +17.03% |
|
ITI Bharat Consumption Fund
Direct Plan · Growth Option
|
+1.90% | — | — | +12.01% |
About This Scheme
Investment Objective
The investment objective of the Scheme is to generate income by predominantly investing in arbitrage opportunities in the cash and derivative segments of the equity markets and the arbitrage opportunities available within the derivative segment and by investing the balance in debt and money market instruments. However, there is no assurance that the investment objective of the scheme will be realized.
Stated Asset Allocation
Equity & and Units issued by REITs, Equity related instruments including derivatives- 65%- 100%, Debt instruments (including floating rate debt instruments and securitized debt)* with maturity up to 91 days only - 0%-35%.Under defensive circumstances, the asset allocation would be as follows Equity and Units issued by REITs, Equity related instruments including derivatives - 0%-35%, Debt instruments (including floating rate debt instruments and securitized debt)* with maturity up to 91 days only - 65%-100%
Exit Load
10% of the units allotted may be redeemed without any exit load, on or before completion of 15 days from the date of allotment of units. Any redemption in excess of such limit in the first 15 days from the date of allotment shall be subject to the following exit load: i. 0.25% if redeemed or switched out on or before completion of 15 days from the date of allotment of units ii. Nil, if redeemed or switched out after completion of 15 days from the date of allotment of units.
Fund Managers
Mr. Vikas Nathani, Mr. Animesh Singh and Mr. Laukik Bagwe
Mr. Vikas Nathani- Fund Manager, Mr. Animesh Singh- Fund manager, Mr. Laukik Bagwe - Fund manager and Head - Fixed Income
Mutual fund investments are subject to market risks. Read all scheme related documents carefully. Past performance is not indicative of future returns. Data is sourced from AMFI and fund houses via FinAPI and may lag official figures.