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MF_120484

JM Aggressive Hybrid Fund (Direct) - Growth Option

Hybrid Schemes - Aggressive Hybrid Fund

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End Amount
₹53,335.04
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
12.87%
MF_120484 Return
Benchmark CAGR
11.55%
Nifty 50
Inflation Adj. CAGR
7.64%
Real Annualized Return
Alpha
0.03
Excess Return vs Benchmark
Beta
0.81
Volatility vs Benchmark
Sharpe Ratio
0.52
Risk-Adjusted Return
Sortino Ratio
0.84
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 51% 33% 27%
60 days 48% 22% 15%
90 days 51% 17% 12%
180 days 55% 11% 9%
1Yr 51% 9% 7%
3Yr 53% 6% 4%
5Yr 40% 5% 3%
7Yr 41% 3% 2%
10Yr 71% 1% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM Aggressive Hybrid Fund (Direct) - Growth Option Nifty 50
30 days -17.6% | -59.8% | 14.5% | 187.5% 26.6% | -61.9% | 14.2% | 180.7%
60 days -30.2% | -46.7% | 14.3% | 143.5% -23.0% | -45.3% | 16.8% | 120.0%
90 days -18.5% | -44.1% | 12.9% | 118.1% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -5.1% | -14.1% | 10.0% | 62.9% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 11.8% | -3.9% | 14.6% | 29.0% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 11.9% | -0.1% | 12.6% | 28.6% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 17.6% | 6.2% | 12.2% | 18.3% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 12.6% | 12.2% | 13.6% | 15.7% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 13 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 4, 2013 May 7, 2013 123 days 10% Nifty 50: 9% 10001 9026 10060
May 16, 2013 Oct. 8, 2013 145 days 14% Nifty 50: 14% 10306 8877 10314
Dec. 9, 2013 March 6, 2014 87 days 7% Nifty 50: 6% 11295 10516 11332
July 4, 2014 Aug. 15, 2014 42 days 5% Nifty 50: 4% 14417 13692 14442
Sept. 11, 2014 Nov. 21, 2014 71 days 6% Nifty 50: 4% 15203 14337 15265
April 13, 2015 July 12, 2016 456 days 14% Nifty 50: 20% 16145 13874 16189
Sept. 8, 2016 Feb. 18, 2017 163 days 8% Nifty 50: 12% 16738 15417 16783
Jan. 29, 2018 Aug. 25, 2018 208 days 7% Nifty 50: 10% 19481 18214 19511
June 3, 2019 Oct. 23, 2020 508 days 37% Nifty 50: 36% 20185 12804 20228
Jan. 12, 2021 Feb. 3, 2021 22 days 7% Nifty 50: 6% 24688 22873 24716
Oct. 18, 2021 Nov. 1, 2022 379 days 15% Nifty 50: 16% 31005 26288 31056
Dec. 14, 2022 May 25, 2023 162 days 6% Nifty 50: 9% 32572 30631 32632
Sept. 23, 2024 Oct. 30, 2026 767 days 17% Nifty 50: 15% 58508 48542 53335