Focus

Equity

J M Financial Ltd

1 Month

+2.10%

6 Months

+5.21%

1 Year

+7.19%

3 Years

+14.17%

5 Years

+8.95%

Since Inception

+15.15%

AUM

₹325 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.23%

Sharpe Ratio

0.71

Sortino Ratio

0.65

Max Drawdown

-18.55%

Beta

0.91

Alpha

+3.62%

Information Ratio

0.35

Tracking Error

7.55%

Calmar Ratio

0.96

Up Capture

101.9%

Down Capture

83.3%

Win Rate

70.7%

Best Month

+10.53%

Worst Month

-9.03%