Growth and Value

Equity

J M Financial Ltd

1 Month

+2.38%

6 Months

+4.55%

1 Year

+5.70%

3 Years

+13.71%

5 Years

+8.05%

Since Inception

+13.52%

AUM

₹81 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.41%

Sharpe Ratio

0.63

Sortino Ratio

0.50

Max Drawdown

-18.67%

Beta

0.92

Alpha

+2.44%

Information Ratio

0.22

Tracking Error

7.51%

Calmar Ratio

0.90

Up Capture

99.2%

Down Capture

84.9%

Win Rate

73.2%

Best Month

+11.05%

Worst Month

-9.12%