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quant Arbitrage Fund - Growth Option - Regular Plan

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AMC: quant Mutual Fund • Category: Arbitrage • NAV: Rs 11.1276 (2026-11-11) • Rank: #25 in category (#448 overall)
Information only. Past performance does not guarantee future returns. Check the scheme documents and consult a qualified professional before investing.

💡 Why Pick This Fund? Quantitative Strengths & Watch-outs

🟢 Key Strengths
  • Solid MFIQ Score of 8.0/10 reflects sound fundamentals and risk management.
🟡 Things to Keep in Mind
  • Limited historical track record under 3 years; long-term cycle performance is still evolving.
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quant Arbitrage Fund

Key Statistics vs Category Median

Fund Size
Rs 1,185 cr
Category: Rs 1,014 cr (comfortable)
Total Expense (TER)
2.22%
Category Median: 2.12%
Base Expense (BER)
0.83%
Excludes levies & brokerage
Sharpe Ratio
0.51
Category Median: 0.13
Beta
-
Category Median: -
Alpha
-
Category Median: -
Standard Deviation
1.51%
Category Median: 1.16%
MFIQ Score
8.0/10
Good
Solid risk-adjusted returns and competitive cost profile within its category.
Returns (30%) 9.8/10
1Y return 7.2% against category median 6.1% (+1.0 points).
Risk Management (30%) 9.4/10
Sharpe ratio 0.51 (cat median 0.13), max fall -0.4%.
Consistency (20%) -/10
Under 3 years of consistency track record.
Cost Efficiency (20%) 3.4/10
Total expense ratio 2.22% vs category median 2.12% (+0.10% points).
Ranked #25 of 35 in Arbitrage. Percentile standing measured against category cohort.

Trailing Returns Comparison

Period Fund Return Category Median Difference
1 Month +0.87% +0.72% +0.15%
3 Months +1.71% +1.49% +0.22%
6 Months +3.57% +3.04% +0.53%
1 Year +7.17% +6.13% +1.04%
Since Inception +6.87% - -

Calendar Year Returns

Year Fund Category Median Gap
2026 +6.10% +5.16% +0.94%

Daily Rolling Returns Summary

Rolling Window Minimum Average Median Maximum % Positive % Beating Proxy
1-Year Rolling +6.43% +6.86% +6.86% +7.26% 100.0% -

Risk Profile & Deepest Drawdowns

Sortino Ratio
0.76
Category: 0.20
R-Squared
-
Correlation with Proxy
Upside Capture
-
Monthly return ratio
Downside Capture
-
Lower is better

Portfolio & Asset Allocation

Statutory Asset Allocation Mandate (SEBI / SID)

Instrument Category Permitted Allocation Range
Equity & Equity related instruments including derivatives (index futures, stock futures, index options and stock options, etc) :- 65-100% Per Scheme Mandate
Debt (including securitised debt) & Money Market instruments including the margin money deployed in derivative transactions*:- 0-35% Per Scheme Mandate
Units issued by InvITs:- 0-10% Per Scheme Mandate
*Debt securities / instruments are deemed to include securitized debt and investment in securitized debt will not exceed 50% of the debt portion of the scheme in accordance with clause 1 of Seventh Schedule of SEBI (Mutual Funds) Regulations, 1996. Per Scheme Mandate

Investment Objective & Strategy

The investment objective of the scheme is to generate capital appreciation and income by predominantly investing in arbitrage opportunities in the cash and the 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. There is no assurance that the investment objective of the scheme will be achieved.

ℹ️ Detailed monthly stock-level holdings for this scheme are updated periodically from asset management company statutory disclosures.

Fund Size Position

Currently managing Rs 1,185 cr (AMFI Daily Fund AUM as of 2026-11-11). Positioned as comfortable relative to Arbitrage schemes.

Too Small Small Comfortable Stretched Strained

Fund Management

Sameer Kate
Yug Tibrewal
Sanjeev Sharma

Cost & Capital Gains Taxation

From April 2026 the total expense ratio includes brokerage, transaction costs and statutory levies on top of the base fee.

Applicable Tax Structure

Equity-oriented schemes: 20% short-term capital gains tax if sold within 12 months; 12.5% long-term capital gains tax on gains exceeding ₹1.25 lakh per financial year when held for more than 12 months.

Tax rules as of 23 July 2024. Verify before investing.

Closest Arbitrage Peers by Rank

Scheme Score 3Y Return Expense Downside Fund Size Compare
Mahindra Manulife Arbitrage Fund 3.3 +5.62% 1.91% - Rs 143 cr Compare →
WhiteOak Capital Arbitrage Fund 6.2 - 3.02% - Rs 3,150 cr Compare →
NJ Arbitrage Fund 3.3 +6.10% 1.66% - Rs 222 cr Compare →
Motilal Oswal Arbitrage Fund 6.0 - - - Rs 3,557 cr Compare →
BANK OF INDIA Arbitrage Fund 2.0 +6.26% 2.85% - Rs 129 cr Compare →

Frequently Asked Questions about quant Arbitrage Fund

What is the expense ratio of quant Arbitrage Fund?

quant Arbitrage Fund has a total expense ratio (TER) of 2.22% with a base expense ratio of 0.83%, compared to the Arbitrage category median of 2.12%.

Who manages quant Arbitrage Fund?

quant Arbitrage Fund is managed by Sameer Kate.

What are the historical returns of quant Arbitrage Fund?

quant Arbitrage Fund has a 1-year return of +7.17%.

How large is quant Arbitrage Fund?

quant Arbitrage Fund manages assets of Rs 1,185 cr, placing it in the 'comfortable' size band relative to Arbitrage peers.

How is quant Arbitrage Fund scored on MFIQ?

quant Arbitrage Fund holds an MFIQ Score of 8.0/10 (Good), based on a category percentile composite across returns, risk, consistency, and cost.

How risky is quant Arbitrage Fund?

quant Arbitrage Fund has an official SEBI riskometer rating of Very High. Over the analyzed period, its annualized standard deviation is 1.51% with a maximum historical drawdown of -0.39%.