Apex

Equity

J M Financial Ltd

1 Month

+5.10%

6 Months

+17.39%

1 Year

+20.93%

3 Years

+17.01%

5 Years

-

Since Inception

+19.54%

AUM

₹650 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.55%

Sharpe Ratio

0.84

Sortino Ratio

0.71

Max Drawdown

-21.41%

Beta

1.00

Alpha

+5.91%

Information Ratio

0.70

Tracking Error

7.68%

Calmar Ratio

0.98

Up Capture

107.2%

Down Capture

73.0%

Win Rate

73.2%

Best Month

+13.18%

Worst Month

-10.99%