📊 Arbitrage Fund · Deep Analysis

Tata Arbitrage Fund

Tata Mutual Fund · Direct Growth · SEBI Category: Arbitrage

Current NAV ₹16.0110 (+0.08% today) As of 04 Jun 2026
1 Year Return +6.4%
3 Year CAGR +7.6% p.a.
5 Year CAGR +6.7% p.a.
AAUM ₹15.5K Cr Jan–Mar 2026
All data from RightAdvise DB — calculated from 1,836 daily NAV records
Fund Overview

Tata Arbitrage Fund — Quick Summary

Tata Arbitrage Fund is managed by Tata Mutual Fund — one of India's most trusted brand names in financial services with a track record spanning over 25 years. Despite being launched in 2018, the fund has quickly established a strong performance track record — consistently delivering among the highest 3-year returns in the arbitrage category. With over Rs.15,000 crore in AUM, investor acceptance has been rapid.

The fund has achieved the highest Sharpe ratio among the five arbitrage funds on this page — reflecting exceptional return per unit of risk. Sailesh Jain's arbitrage execution expertise and Tata AMC's operational infrastructure for derivatives trading have been key contributors to the fund's competitive performance. The non-arbitrage cash portion is managed conservatively in high-quality short-duration debt instruments.

Fund House
Tata Mutual Fund
SEBI Category
Arbitrage
Benchmark
NIFTY 50 Arbitrage TRI
Fund Manager
Sailesh Jain, Murthy Nagarajan
AMFI Code
145724
Risk Level
Very High
NAV Records in DB
1,836 days
Quarterly Average AUM · Jan–Mar 2026
₹15.5K Cr
↑ Increased by 5.2% vs Oct–Dec 2025 · ₹14.7K Cr
Official quarterly average AUM from AMFI disclosure. Published every 3 months.
📊
✓ Suitable For
Best suited for investors who specifically compare Sharpe and Sortino ratios across arbitrage funds and want the best risk-adjusted return option. The higher minimum (Rs.5,000 SIP) targets HNI and upper-retail investors. Ideal for 1+ year parking with equity taxation benefits.
Tata Arbitrage Fund stands out for the highest Sharpe ratio in the arbitrage category (1.83), strong 3-year returns, the Tata brand's institutional credibility, and Sailesh Jain's arbitrage expertise. For investors who prioritize risk-adjusted return metrics when selecting arbitrage funds, Tata consistently ranks at the top.
✗ Not Suitable For
Investors seeking returns above 7-8% per year — arbitrage funds are not designed for wealth creation. Those wanting equity market exposure and growth. Investors with very short horizons under 1 month or those needing immediate liquidity for emergency purposes.
Who Runs This Fund

Fund Manager

SJ
Sailesh Jain, Murthy Nagarajan
Tata Mutual Fund · Managing since 2018

Sailesh Jain manages the equity and arbitrage component of Tata Arbitrage Fund while Murthy Nagarajan manages the fixed income sleeve as Head of Fixed Income at Tata Mutual Fund. Nagarajan is one of India's most experienced debt fund managers with a strong track record in managing short duration and conservative fixed income portfolios. Together they bring specialist expertise to both components of the arbitrage fund.

For current co-manager details and full biography, refer to the latest Tata 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: 145724
The official AMFI scheme code for Tata Arbitrage Fund Direct Growth is 145724. Use this when transacting on platforms or verifying data across databases.
Important Note
Points Worth Knowing
Tata Arbitrage Fund benefits from Murthy Nagarajan's strong fixed income expertise on the debt sleeve — a meaningful differentiator since the debt component contributes meaningfully to overall arbitrage fund returns. The combined quality of both the arbitrage execution and the debt management matters in this category. Evaluate both components when comparing arbitrage funds.
Investment Objective
As per Scheme Information Document
The investment objective of the scheme is to generate reasonable returns by predominantly investing in arbitrage opportunities in the cash and derivatives segment of the equity market.
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 1,836 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
+1.3%
6 MonthPoint-to-point
+3.1%
1 YearPoint-to-point
+6.4%
3 YearCAGR
+7.6% p.a.
5 YearCAGR
+6.7% p.a.
₹1 Lakh → 5YLump sum growth
₹138,175

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
+9.0%
Mar 2023 – Apr 2024
Worst 1Y WindowSimple return
+3.8%
Jun 2021 – Jul 2022
Best 3Y CAGRCAGR p.a.
+8.1% p.a.
Dec 2022 – Jan 2026
Worst 3Y CAGRCAGR p.a.
+5.0% p.a.
May 2020 – Jun 2023

Calendar Year Returns

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

2025
+7.3%
2024
+8.4%
2023
+7.9%
2022
+4.9%
2021
+4.5%
2020
+5.8%
2019
+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
6.6%
Positive in 100% of windows
Best: 9.0% · Worst: 3.8%
3Y Rolling Avg
6.4% p.a.
Positive in 100% of windows
Best: 8.1% · Worst: 5.0%
5Y Rolling Avg
6.5% p.a.
Positive in 100% of windows
Best: 6.9% · Worst: 6.3%
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: Jul 2020 (2 mos)
Current from Peak
-0.1%
All-time Peak: ₹16.01
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
Pre-inception
Aug 28 – Oct 26, 2018
Recovered: N/A
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)
1.49
Return per unit of total risk. >1 is good. Learn more →
Sortino Ratio (3Y)
3.45
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 Tata 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 Tata 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.