ARBResearchedHIGH CONVICTION

Kotak Equity Arbitrage Fund

Kotak MF · Arjun Khanna · 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 77.2/100 (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 Score77.2

1Y Return6.2%

3Y CAGR7.4%

5Y CAGR6.5%

AUM₹38.4K Cr

Expense Ratio0.35%

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)8.0/10

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)8.0/10

Portfolio PE/PB vs category avg

Sector Tailwinds (9% weight)8.0/10

Policy/macro drivers 12-18M

Downside Protection (8% weight)8.0/10

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)8.0/10

Research depth, AUM scale, compliance

AUM Trend Score (5% weight)6.0/10

Growing=9, Stable=6, Declining=3

Expense Ratio Score (4% weight)8.0/10

Inverse ER — lower cost = higher score

Thesis Strength (2% weight)7.0/10

Analyst 12-24M thesis conviction

Final Score77.2/100

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.