The Opportunistic

Equity

J M Financial Ltd

1 Month

+0.02%

6 Months

+31.13%

1 Year

+27.29%

3 Years

+27.11%

5 Years

+17.85%

Since Inception

+10.15%

AUM

₹11 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.12%

Sharpe Ratio

1.26

Sortino Ratio

1.23

Max Drawdown

-21.00%

Beta

0.96

Alpha

+16.23%

Information Ratio

1.50

Tracking Error

9.21%

Calmar Ratio

1.36

Up Capture

130.2%

Down Capture

59.5%

Win Rate

76.2%

Best Month

+14.47%

Worst Month

-12.10%