Research & DIY Experimentation Only: This site is for educational and informational purposes only. No assurance is provided on data correctness and it is not SEBI-registered investment advice.
MF_120458

JM Ultra Short Duration Fund - (Direct) - Growth Option

Debt Scheme - Ultra Short Duration Fund

Back to Home
End Amount
₹17,293.90
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
7.34%
MF_120458 Return
Benchmark CAGR
9.58%
Nifty 50
Inflation Adj. CAGR
2.33%
Real Annualized Return
Alpha
0.01
Excess Return vs Benchmark
Beta
0.02
Volatility vs Benchmark
Sharpe Ratio
0.44
Risk-Adjusted Return
Sortino Ratio
0.55
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 43% 34% 63%
60 days 38% 29% 37%
90 days 37% 25% 29%
180 days 41% 16% 18%
1Yr 38% 9% 14%
3Yr 18% 2% 4%
5Yr 13% 2% 4%
7Yr 5% 0% 3%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM Ultra Short Duration Fund - (Direct) - Growth Option Nifty 50
30 days 3.3% | -0.3% | 8.1% | 14.3% -41.4% | -65.4% | 15.7% | 180.9%
60 days 2.9% | -11.1% | 8.3% | 13.3% -3.3% | -53.5% | 18.3% | 120.2%
90 days 19.9% | -13.7% | 8.3% | 20.8% 34.3% | -62.8% | 15.5% | 102.0%
1 Year 5.8% | -2.4% | 8.6% | 9.9% -3.5% | -19.0% | 12.7% | 42.5%
3 Years 4.8% | 3.8% | 8.1% | 9.6% 5.1% | 0.7% | 10.9% | 16.9%
5 Years 6.3% | 5.8% | 8.2% | 8.8% 8.6% | 1.9% | 11.6% | 16.8%
7 Years 7.1% | 6.8% | 7.0% | 7.4% 10.9% | 6.8% | 10.5% | 12.6%
10 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
Periods of Negative Return (Drawdowns) 1 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
June 3, 2019 July 4, 2020 397 days 5% Nifty 50: 36% 16893 15964 17176