ARBResearchedHIGH CONVICTION

Tata Arbitrage Fund

Tata MF · Sailesh Jain · benchmarked to CRISIL 1Yr TB

Prospera Research Engine v7 · Data as of 24 Aug 2026 · Synced 14 Sept 2026Review date unknown — validation required

Prospera VerdictResearched — Not Currently Recommended

Scored 79.5/100 (HIGH CONVICTION band) and is fully researched, but is not one of Prospera's active recommendations right now — recommendations reflect portfolio construction and capacity decisions beyond the score alone.

Final Score79.5

1Y Return6.3%

3Y CAGR7.5%

5Y CAGR6.6%

AUM₹21.8K Cr

Expense Ratio0.30%

Eligibility: All gates passed

Prospera Research

Score Breakdown

13 weighted parameters, exactly as configured in the Research Engine — 8 qualitative (analyst-scored) plus 5 quantitative (formula-derived), summing to a final score out of 100.

Momentum (7% weight)9.0/10

3–6M price+flow vs benchmark

Consistency (10% weight)8.0/10

3Y/5Y quartile rank stability

Portfolio Quality (11% weight)8.0/10

PE, concentration, churn

Fund Mgr Quality (12% weight)8.0/10

Philosophy, communication, style drift

Valuation Risk (10% weight)9.0/10

Portfolio PE/PB vs category avg

Sector Tailwinds (9% weight)8.0/10

Policy/macro drivers 12-18M

Downside Protection (8% weight)9.0/10

Max DD, Sortino, bear markets

Outperformance Prob. (8% weight)8.0/10

Analyst 12M alpha probability

Mgr Tenure Score (8% weight)6.0/10

Years managing fund → 1-10 score

AMC Quality Score (6% weight)7.0/10

Research depth, AUM scale, compliance

AUM Trend Score (5% weight)6.0/10

Growing=9, Stable=6, Declining=3

Expense Ratio Score (4% weight)9.0/10

Inverse ER — lower cost = higher score

Thesis Strength (2% weight)7.0/10

Analyst 12-24M thesis conviction

Final Score79.5/100

Prospera Research

Analyst Write-Up

A full analyst write-up hasn't been published for this fund yet — only shortlisted funds at the review stage get one. The score breakdown and performance data above are still real and current.

Prospera Research

Risk-Adjusted Performance

3Y Alpha—

5Y Alpha1.3%

Max Drawdown6.6%

Sharpe (3Y)2.88

Sortino (3Y)3.69

Beta0.07

Alpha Consistency97%

Prospera Research

AMC & Manager Intelligence

Tata MF

AA- — TIER 2

16-analyst research team · Clean — 0 violations

Tata Group brand provides governance credibility. Research team adequate. Tata Arbitrage Fund is our secondary pick purely on ER merit (0.30%) — the underlying AMC quality supports this positioning.