Apex

Equity

J M Financial Ltd

1 Month

-1.99%

6 Months

+27.79%

1 Year

+15.30%

3 Years

+15.83%

5 Years

-

Since Inception

+18.41%

AUM

₹654 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.47%

Sharpe Ratio

0.77

Sortino Ratio

0.67

Max Drawdown

-21.41%

Beta

0.97

Alpha

+7.19%

Information Ratio

0.81

Tracking Error

7.81%

Calmar Ratio

0.92

Up Capture

107.2%

Down Capture

68.3%

Win Rate

71.4%

Best Month

+13.18%

Worst Month

-10.99%