📊 Arbitrage Fund · Deep Analysis

Kotak Arbitrage Fund

Kotak Mutual Fund · Direct Growth · SEBI Category: Arbitrage

Current NAV ₹42.3746 (+0.08% today) As of 04 Jun 2026
1 Year Return +6.3%
3 Year CAGR +7.6% p.a.
5 Year CAGR +6.7% p.a.
AAUM ₹43.5K Cr Jan–Mar 2026
All data from RightAdvise DB — calculated from 3,278 daily NAV records
Fund Overview

Kotak Arbitrage Fund — Quick Summary

Kotak Arbitrage Fund is India's largest arbitrage fund by AUM with over Rs.43,000 crore in assets — reflecting the exceptional investor trust in Kotak AMC's arbitrage execution capabilities. The fund exploits price differences between the cash (spot) market and futures market of the same stock, locking in near-certain small profits from these spreads. Because both legs of the trade are established simultaneously, the fund has virtually no directional market risk.

The fund's massive scale actually provides an operational advantage in arbitrage — Kotak's large dealing desk can efficiently execute arbitrage across many stocks simultaneously, capturing spreads that smaller funds might miss. Despite its large size, the fund has maintained consistent returns comfortably in the 7 to 8% annualised range over 3 years. Kotak AMC's extensive derivatives expertise is a key competitive advantage.

Fund House
Kotak Mutual Fund
SEBI Category
Arbitrage
Benchmark
NIFTY 50 Arbitrage TRI
Fund Manager
Arjun Khanna, Abhishek Bisen
AMFI Code
119771
Risk Level
Very High
NAV Records in DB
3,278 days
Quarterly Average AUM · Jan–Mar 2026
₹43.5K Cr
↓ Decreased by 2.7% vs Oct–Dec 2025 · ₹44.7K Cr
Official quarterly average AUM from AMFI disclosure. Published every 3 months.
📊
✓ Suitable For
Ideal for investors in the 20% or 30% tax bracket looking for FD alternatives, those parking lump sums for 6 months to 2 years, investors waiting to deploy into equity who want a low-risk interim parking option, and conservative investors seeking slightly better post-tax returns than liquid funds.
Kotak Arbitrage Fund combines India's largest arbitrage AUM with Kotak AMC's derivatives expertise, consistently low drawdown (under 1%), strong Sharpe ratio, and equity fund taxation benefits that make it significantly more tax-efficient than FDs for investors in the 20%+ tax bracket.
✗ Not Suitable For
Investors seeking equity-like returns — arbitrage funds typically return 6-7.5% per year, similar to short duration debt funds. Those with very short horizons under 1 month — arbitrage positions take time to settle. Investors in the highest tax brackets for more than 2 years — after 2 years, debt funds taxed at slab rate may compare unfavourably to other debt options.
Who Runs This Fund

Fund Manager

AK
Arjun Khanna, Abhishek Bisen
Kotak Mutual Fund · Managing since 2014

Arjun Khanna manages the arbitrage and derivative strategies at Kotak Mutual Fund including the Kotak Arbitrage Fund. Abhishek Bisen heads fixed income at Kotak MF and manages the debt component. In arbitrage funds, the fund manager's role is identifying and capturing price differentials between cash and futures markets efficiently while managing the debt sleeve conservatively.

For current co-manager details and full biography, refer to the latest Kotak Mutual Fund factsheet on AMFI or the AMC website.

What to Factor In

Things to Consider

Informational points to help you form your own view — not judgements or recommendations.

AMFI Code · Informational
AMFI Scheme Code: 119771
The official AMFI scheme code for Kotak Arbitrage Fund Direct Growth is 119771. Use this when transacting on platforms or verifying data across databases.
Important Note
Points Worth Knowing
Arbitrage funds earn returns from the price difference between a stock in the cash market and its futures contract — not from stock price appreciation. Returns are largely driven by the futures premium, which varies with market sentiment. In low volatility, low-liquidity market conditions, arbitrage spreads compress and returns fall. Arbitrage fund returns are not guaranteed and vary with market conditions.
Investment Objective
As per Scheme Information Document
The investment objective of the scheme is to generate capital appreciation and income by predominantly investing in arbitrage opportunities in the cash and derivatives segment of the equity market and by investing the balance in debt and money market instruments.
All Data Below — From RightAdvise Database
Category Comparison

Top 5 Arbitrage Funds Compared

Live data. Current fund highlighted. Click any fund name for full analysis.

FundNAVAAUM1Y Return 3Y CAGR 5Y CAGR Sharpe (3Y)
Kotak Arbitrage Fund ▲ ₹42.37 ₹43.5K Cr Jan–Mar 2026 +6.3% +7.6% p.a. +6.7% p.a. 1.39
Invesco India Arbitrage Fund ₹36.56 ₹20.4K Cr Jan–Mar 2026 +6.4% +7.6% p.a. +6.8% p.a. 1.39
ICICI Prudential Equity Arbitrage Fund ₹38.88 ₹19.2K Cr Jan–Mar 2026 +6.2% +7.4% p.a. +6.5% p.a. 1.20
Aditya Birla Sun Life Arbitrage Fund ₹30.30 ₹18.3K Cr Jan–Mar 2026 +6.3% +7.5% p.a. +6.6% p.a. 1.31
Tata Arbitrage Fund ₹16.01 ₹15.5K Cr Jan–Mar 2026 +6.4% +7.6% p.a. +6.7% p.a. 1.49
Best value in each column shown in green. AAUM from latest AMFI quarterly filing. Returns calculated from daily NAV history.
Performance

Fund Returns

Calculated from 3,278 daily NAV records in RightAdvise DB. Last calculated: Jun 2026.

1M / 3M / 6M / 1Y — simple point-to-point return  ·  3Y / 5Y / 10Y — CAGR (compounded annual growth rate)

1 MonthPoint-to-point
+0.3%
3 MonthPoint-to-point
+1.2%
6 MonthPoint-to-point
+3.0%
1 YearPoint-to-point
+6.3%
3 YearCAGR
+7.6% p.a.
5 YearCAGR
+6.7% p.a.
10 YearCAGR
+6.5% p.a.
₹1 Lakh → 5YLump sum growth
₹138,612

Best & Worst Periods Ever

Based on all rolling windows in full NAV history. Dates show the start and end of each period.

Best 1Y WindowSimple return
+11.0%
Aug 2013 – Aug 2014
Worst 1Y WindowSimple return
+3.6%
May 2020 – Jun 2021
Best 3Y CAGRCAGR p.a.
+9.5% p.a.
Jan 2013 – Mar 2016
Worst 3Y CAGRCAGR p.a.
+4.8% p.a.
Nov 2019 – Dec 2022

Calendar Year Returns

Jan 1 to Dec 31 each year. Simple point-to-point — not CAGR.

2025
+7.1%
2024
+8.5%
2023
+8.0%
2022
+5.1%
2021
+4.6%
2020
+4.9%
2019
+6.6%
2018
+6.8%
2017
+6.3%
2016
+7.2%
Consistency Analysis

Rolling Returns ℹ️ What is this?

Rolling returns show performance across every possible investment start date — not one cherry-picked number. Learn more →

1Y Rolling Avg
7.2%
Positive in 100% of windows
Best: 11.0% · Worst: 3.6%
3Y Rolling Avg
6.9% p.a.
Positive in 100% of windows
Best: 9.5% · Worst: 4.8%
5Y Rolling Avg
6.6% p.a.
Positive in 100% of windows
Best: 8.5% · Worst: 5.7%
1-Year Rolling Returns Each bar = 1Y return starting from that date
Risk Analysis

Maximum Drawdown ℹ️ What is this?

How much the fund fell from its peak NAV — what investors actually experience during crashes. Calculated from full NAV history.

Max Drawdown Ever
-0.6%
May 2020 → Jun 2020
Recovered: Aug 2020 (3 mos)
Current from Peak
-0.1%
All-time Peak: ₹42.38
Peak date: Jun 2026

How the fund behaved in key crisis periods

Calculated from actual NAV data. "Pre-inception" means the fund didn't exist during that period.

2024–25 Tariff / Correction
0.0%
Sep 27, 2024 – Apr 7, 2025
Recovered: Apr 2025 (< 1 month)
COVID-19 Crash
-0.2%
Feb 19 – Mar 23, 2020
Recovered: Mar 2020 (< 1 month)
2022 Rate Hike Cycle
-0.1%
Jan 17 – Jun 17, 2022
Recovered: Jun 2022 (< 1 month)
2018 IL&FS Crisis
0.0%
Aug 28 – Oct 26, 2018
Recovered: Oct 2018 (< 1 month)
Risk Metrics

Risk Ratios

Calculated from 3 years of daily NAV — industry standard. Risk-free rate: 6.5% p.a. Last updated: Jun 2026. What do these mean? →

Sharpe Ratio (3Y)
1.39
Return per unit of total risk. >1 is good. Learn more →
Sortino Ratio (3Y)
3.13
Like Sharpe but only penalises downside volatility. Learn more →
Std Deviation (3Y)
0.9%
Annualised monthly volatility. Lower = more consistent returns. Learn more →
📊
Want to see what Kotak Arbitrage Fund is actually holding?

Our portfolio holdings page shows every stock the fund owns, sector allocation, and month-over-month changes — from official AMC disclosures.

Full current portfolio — all stocks, weights, sectors
New entries and exits over the last 3 months
Sector allocation and month-over-month changes
Updated monthly from official AMC disclosures
See Portfolio Holdings →
← Compare all Arbitrage Funds

See how Kotak Arbitrage Fund ranks against other Arbitrage funds on returns, drawdown, Sharpe ratio and AAUM — side by side.

Learn the Metrics
📖 Deep Dive
CAGR, Sharpe, Sortino & Std Dev
What these numbers mean and how to use them
📖 Deep Dive
Drawdown & Rolling Returns
Why these reveal more than any CAGR figure
⚠️ RightAdvise.com is NOT registered with SEBI. All content is for educational purposes only. Mutual Fund investments are subject to market risks. Please read all scheme-related documents carefully and consult a SEBI-registered advisor before investing.
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⚠️ RightAdvise.com is NOT registered with SEBI. All content is for educational purposes only. Mutual Fund investments are subject to market risks. Please read all scheme-related documents carefully and consult a SEBI-registered advisor before investing.