ARBRecommendable#2 in categoryMODERATE BUYSecondary Pick

Tata Arbitrage Fund

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

Prospera Research Engine unknown · Data as of 1 Jan 1970 · Synced 1 Jan 1970Review date unknown, validation required

Prospera VerdictProspera Recommended

Prospera Score 72.4, rated Moderate Buy, and cleared all five research gates. Measured against 21 comparable arbitrage funds on AMFI weekly Direct-plan NAVs to 30 Sep 2026 (5.0 years of history): largest fall from a peak 0.2%, 3-year return 7.5% a year.

Final Score72.4

1Y Return6.8%

3Y CAGR7.5%

5Y CAGR6.9%

AUM₹24.8K Cr

Expense Ratio0.26%

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)9.1/10

3Y/5Y quartile rank stability

Portfolio Quality (11% weight)7.0/10

PE, concentration, churn

Fund Mgr Quality (12% weight)7.0/10

Philosophy, communication, style drift

Valuation Risk (10% weight)6.0/10

Portfolio PE/PB vs category avg

Sector Tailwinds (9% weight)6.0/10

Policy/macro drivers 12-18M

Downside Protection (8% weight)8.2/10

Max DD, Sortino, bear markets

Outperformance Prob. (8% weight)7.0/10

Analyst 12M alpha probability

Mgr Tenure Score (8% weight)6.0/10

Years managing fund → 1-10 score

AMC Quality Score (6% weight)5.0/10

Research depth, AUM scale, compliance

AUM Trend Score (5% weight)9.0/10

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 Score72.4/100

Prospera Research

Why This Fund

Stance: max allocation

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 AlphaN/A

5Y AlphaN/A

Max Drawdown0.2%

Sharpe (3Y)2.24

Sortino (3Y)2.74

Beta0.00

Alpha Consistency61%

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.