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    Mutual Fund Profile

    Kotak Arbitrage Fund - NAV, Returns & Expert Review

    Review Kotak Arbitrage Fund performance, NAV history, and portfolio. AUM: ₹71931.38 Cr, 3Y Returns: 7.820%. Check exit load, taxation, and expert analys...

    AI GeneratedReviewed by Shivank RastogiUpdated 18 March 2026 3 min read
    AUM
    ₹71931.38cr
    Expense R.
    0.440%
    1Y Return
    6.950%
    3Y Alpha
    1.5349

    Returns vs Category

    Time HorizonFund ReturnCategory AverageDifference
    1 Month0.58%--
    3 Months1.71%1.51%+0.20%
    6 Months3.29%2.78%+0.51%
    1 Year6.95%6.13%+0.82%
    3 Years7.82%6.80%+1.02%
    5 Years6.71%5.60%+1.11%
    Since Inception7.09%--

    Risk & Volatility

    Alpha1.53Outperformance
    Beta0.02Volatility vs Benchmark
    Sharpe3.84Risk-adj Return
    Sortino5.95Downside Risk

    Max Drawdown

    1-Year Drawdown
    -0.22%
    291 days recovery
    3-Year Drawdown
    -0.22%
    291 days recovery

    Rolling Returns

    6M Rolling3.27%
    1Y Rolling6.93%
    3Y Rolling7.81%

    5-Year NAV History

    Historical NAV tracked over the last 5 years.

    Portfolio Allocation

    Top Sectors

    Financial0.58%
    Energy0.00%
    Consumer Discretionary-0.00%
    Chemicals-0.00%
    Technology-0.00%
    Insurance-0.00%
    Healthcare-0.01%
    Capital Goods-0.01%
    Automobile-0.01%
    Construction-0.01%

    Top Companies

    Kotak Money Market Fund Direct-Growth
    11.14%
    HDFC Bank Ltd.
    5.73%
    Kotak Savings Fund Direct-Growth
    5.55%
    Kotak Liquid - Plan A - Direct Plan-Growth
    5.29%
    Reliance Industries Ltd.
    2.68%
    ICICI Bank Ltd.
    2.46%
    ITC Ltd.
    1.83%
    Bajaj Finance Ltd.
    1.80%
    JSW Steel Ltd.
    1.77%
    Kotak Mahindra Bank Ltd.
    1.66%

    What's Good

    Consistently higher annualised returns than category average for the past 1Y, 3Y, 5Y and 10Y. Lower expense ratio: 0.44%. Average credit rating of the fund's holdings: AAA This fund has holdings of the highest quality

    Overview & Investment Strategy

    The Kotak Arbitrage Fund Direct Growth, managed by Kotak Mahindra Mutual Fund, is a hybrid arbitrage fund launched on December 31, 2012. The fund aims to generate income by exploiting arbitrage opportunities between the spot and futures markets, while also investing surplus cash in high-quality fixed income instruments. This dual approach seeks to provide investors with a low-risk investment option that can yield steady returns over time.

    Performance & Risk Assessment

    The Kotak Arbitrage Fund has demonstrated consistent performance, outperforming its category averages across various time frames. Over the past year, the fund has delivered a return of 6.95%, surpassing the category average of 6.13%. Its three-year and five-year returns stand at 7.82% and 6.71%, respectively, both higher than the category averages of 6.80% and 5.60%.

    The fund's risk metrics are impressive, with a low beta of 0.022797 indicating minimal volatility compared to the market. The Sharpe ratio of 3.8443 and Sortino ratio of 5.9507 suggest that the fund has effectively managed risk while delivering superior returns. The fund's maximum drawdown over the past year was a mere 0.22%, showcasing its ability to protect capital during market downturns. Additionally, the fund has consistently ranked among the top performers in its category, securing the 1st position over three years and 2nd over five years.

    Portfolio Composition

    The fund's portfolio is diversified across various sectors, with a significant allocation to financials, indicating a preference for stability and growth. Key holdings include Kotak Money Market Fund, HDFC Bank Ltd., and Reliance Industries Ltd., reflecting a blend of mutual funds and blue-chip equities. This composition suggests a balanced investment style, focusing on both income generation and capital appreciation.

    The fund's top holdings in mutual funds like Kotak Money Market Fund and Kotak Savings Fund highlight its strategy of maintaining liquidity and reducing risk. The presence of major banks and financial institutions such as HDFC Bank and ICICI Bank further underscores a conservative approach, prioritizing established entities with strong financials.

    Taxation & Exit Load Explained

    Investors should be aware of the fund's taxation and exit load policies. If you redeem your investment within one year, the returns are taxed at 20%. For redemptions after one year, returns exceeding Rs 1.25 lakh in a financial year are taxed at 12.5%. Additionally, there is an exit load of 0.25% if the investment is redeemed within 30 days.

    Final Verdict: Who Should Invest?

    The Kotak Arbitrage Fund Direct Growth is well-suited for conservative investors seeking low-risk, steady returns. Its focus on arbitrage opportunities and high-quality fixed income instruments makes it an attractive option for those looking to preserve capital while earning moderate returns. The fund's low expense ratio of 0.44% further enhances its appeal by minimizing costs.

    However, investors seeking high growth or those with a higher risk appetite may find this fund less appealing due to its conservative investment strategy. The fund's emphasis on stability and capital protection may not align with the goals of aggressive investors looking for significant capital appreciation.

    In summary, the Kotak Arbitrage Fund is ideal for risk-averse investors seeking a reliable income stream with minimal volatility, while those seeking higher returns may need to explore other options.

    Optimize Your Specific Portfolio

    Our AI doesn't just rank funds; it analyzes your exact holdings to find overlap, high expenses, and underperformance.

    Our Methodology

    Nivesh Composite Score

    Funds are ranked using a min-max normalised composite score computed across all active funds in the same sub-category. Each metric is scaled 0–100 relative to category peers and then weighted:

    FactorWeightWhy it matters
    5-Year Return30%Long-term compounding ability
    3-Year Return30%Medium-term consistency
    1-Year Return20%Recent momentum
    Sharpe Ratio15%Return generated per unit of risk
    Alpha5%Outperformance vs benchmark

    A fund scoring 85/100 means it ranks in the top 15% of its category across all five dimensions combined.

    Rolling Returns (CAGR)

    We compute point-to-point CAGR from actual daily NAV data rather than relying on declared fund returns. For periods over 1 year, the formula is:

    CAGR = (Latest NAV ÷ Historical NAV)^(1/years) − 1

    NAV values are matched within a ±15-day window to handle weekends and market holidays. Periods covered: 6 months, 1 year, 3 years, and 5 years.

    Maximum Drawdown

    Drawdown measures the worst peak-to-trough fall a fund experienced over a given period. We track:

    • Max Drawdown %: The deepest decline from any previous all-time high within the window
    • Recovery Days: How many calendar days the fund took to climb back to its pre-drawdown peak (null = still recovering)

    We compute drawdowns over 1-year and 3-year windows from daily NAV data.

    Annualised Volatility

    Volatility is calculated as the standard deviation of daily logarithmic returns, annualised by multiplying by √252 (trading days per year). A fund with 18% annualised volatility means a ₹1,00,000 investment could swing by roughly ±₹18,000 in a typical year.

    Data Sources

    All NAV data is sourced from AMFI India. Performance metrics, holdings, and AUM figures come from fund house disclosures and are refreshed daily. Expense ratios, Sharpe ratios, Sortino ratios, and Alpha are sourced from standardised SEBI-mandated fund factsheets.

    Related Reads

    Fund Snapshot

    Hybrid
    Low Risk

    Kotak Arbitrage Fund Direct Growth

    Alpha1.53
    Sortino5.95
    Sharpe3.84
    DD 1Y-0.22%
    ₹71931.38 Cr AUMExpense: 0.440%
    Exit Load
    Exit load of 0.25% if redeemed within 30 days

    Category Ranking

    1-Year Rank:11 / Category
    3-Year Rank:1 / Category
    5-Year Rank:2 / Category