Growth and Value

Equity

J M Financial Ltd

1 Month

-5.82%

6 Months

+8.31%

1 Year

-0.84%

3 Years

+11.86%

5 Years

+6.70%

Since Inception

+13.15%

AUM

₹78 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.71%

Sharpe Ratio

0.47

Sortino Ratio

0.37

Max Drawdown

-18.67%

Beta

0.93

Alpha

+2.14%

Information Ratio

0.22

Tracking Error

7.42%

Calmar Ratio

0.77

Up Capture

99.2%

Down Capture

86.6%

Win Rate

71.4%

Best Month

+11.05%

Worst Month

-9.12%