Understanding Arbitrage Funds – Low Risk, Steady Returns

Author: Rajesh Agarwal
Date: January 8, 2025
Reading Time: 5 minutes
Category: Fund Analysis

What Are Arbitrage Funds?

Arbitrage funds are a unique category of mutual funds that exploit price differences of the same security across different markets. These funds simultaneously buy and sell securities to capture risk-free profits, making them an excellent choice for conservative investors.

How Arbitrage Funds Work

The strategy involves three key steps:

  1. Identify Price Gaps: Find securities trading at different prices in cash and futures markets
  2. Execute Simultaneous Transactions: Buy in the cheaper market, sell in the expensive market
  3. Lock in Profits: Capture the price difference as profit regardless of market direction

Key Benefits of Arbitrage Funds

Low Risk Profile

  • Market-neutral strategy protects against market volatility
  • Limited downside risk due to hedged positions
  • Consistent performance across market cycles

Tax Efficiency

  • Treated as equity funds for taxation purposes
  • Long-term capital gains taxed at 10% (above ₹1 lakh)
  • No dividend distribution tax for investors

Liquidity and Flexibility

  • Daily liquidity with T+1 settlement
  • No lock-in period unlike traditional fixed deposits
  • Better than FD returns with lower risk than pure equity

Aravel Arbitrage Fund Performance

Our flagship Aravel Arbitrage Fund has delivered:

  • Consistent 16-18% annual returns over the past 3 years
  • Zero negative monthly returns during market corrections
  • Low volatility with standard deviation under 2%
  • Superior risk-adjusted returns compared to peers

Who Should Invest in Arbitrage Funds?

Arbitrage funds are ideal for:

  • Conservative investors seeking better than FD returns
  • High-income individuals looking for tax-efficient investments
  • Portfolio diversification to reduce overall portfolio risk
  • Short to medium-term goals (1-3 years)

Investment Strategy Tips

  1. Consider for debt allocation in your portfolio
  2. Use for parking surplus funds temporarily
  3. Ideal for emergency fund creation
  4. Consider during high market volatility periods

Conclusion

Arbitrage funds offer a unique combination of safety, liquidity, and tax efficiency. While returns may not match equity funds over long periods, they provide stability and peace of mind that many investors value.

Interested in our Arbitrage Fund? Download our detailed factsheet or speak with our investment advisors.

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