Focus

Equity

J M Financial Ltd

1 Month

-4.32%

6 Months

+9.53%

1 Year

+2.15%

3 Years

+12.76%

5 Years

+8.02%

Since Inception

+14.69%

AUM

₹286 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.36%

Sharpe Ratio

0.58

Sortino Ratio

0.53

Max Drawdown

-18.55%

Beta

0.90

Alpha

+3.89%

Information Ratio

0.40

Tracking Error

7.50%

Calmar Ratio

0.86

Up Capture

101.9%

Down Capture

82.1%

Win Rate

69.0%

Best Month

+10.53%

Worst Month

-9.03%