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MF_120421

JM G-Sec Fund - (Direct) - Growth Option

Debt Scheme - Gilt Fund

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End Amount
₹17,276.69
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
8.53%
MF_120421 Return
Benchmark CAGR
10.85%
Nifty 50
Inflation Adj. CAGR
3.57%
Real Annualized Return
Alpha
0.02
Excess Return vs Benchmark
Beta
0.04
Volatility vs Benchmark
Sharpe Ratio
0.45
Risk-Adjusted Return
Sortino Ratio
0.81
Downside Risk-Adjusted
Parameters (amount, dates, benchmark) can be changed by clicking the Change Settings button or dropdown above. Click to expand
₹
Capital is parked in this source symbol and transferred monthly into the target.
Interval in months to rebalance portfolio constituents (for portfolio strategies).
Calculate and show 3Yr, 5Yr, 7Yr, and 10Yr rolling monthly return correlations across symbols (disabled by default for faster backtests).
Performance Chart
Win Ratios against Benchmark: Nifty 50
Period Win Ratio (%) Avg Win over Benchmark (%) Avg Loss over Benchmark (%)
30 days 45% 34% 53%
60 days 42% 25% 32%
90 days 42% 21% 27%
180 days 41% 13% 19%
1Yr 37% 9% 14%
3Yr 26% 2% 4%
5Yr 8% 1% 5%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM G-Sec Fund - (Direct) - Growth Option Nifty 50
30 days -2.6% | -23.4% | 6.3% | 62.9% 12.5% | -60.8% | 13.3% | 160.1%
60 days 7.9% | -17.1% | 7.7% | 43.8% -26.2% | -42.3% | 17.3% | 100.3%
90 days 20.9% | -13.4% | 7.7% | 35.4% -27.4% | -31.5% | 15.3% | 79.9%
1 Year 13.1% | -1.8% | 7.8% | 19.7% -3.9% | -13.0% | 13.4% | 43.4%
3 Years 7.1% | 6.5% | 8.3% | 13.1% 8.4% | 7.2% | 11.3% | 17.2%
5 Years 9.6% | 6.8% | 8.6% | 9.8% 7.4% | 8.3% | 13.3% | 17.5%
7 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
10 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
Periods of Negative Return (Drawdowns) 2 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
May 28, 2013 June 5, 2014 373 days 7% Nifty 50: 13% 10844 10136 10845
July 24, 2017 Nov. 7, 2018 471 days 5% Nifty 50: 2% 15577 14772 15580