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MF_120488

JM Focused Fund (Direct) - Growth Option

Equity Schemes - Focused Fund

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End Amount
₹56,760.83
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
13.37%
MF_120488 Return
Benchmark CAGR
11.57%
Nifty 50
Inflation Adj. CAGR
8.13%
Real Annualized Return
Alpha
0.02
Excess Return vs Benchmark
Beta
1.17
Volatility vs Benchmark
Sharpe Ratio
0.45
Risk-Adjusted Return
Sortino Ratio
0.67
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 54% 46% 26%
60 days 54% 29% 17%
90 days 54% 23% 13%
180 days 58% 14% 10%
1Yr 57% 11% 7%
3Yr 66% 6% 5%
5Yr 67% 3% 3%
7Yr 52% 2% 1%
10Yr 100% 2% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM Focused Fund (Direct) - Growth Option Nifty 50
30 days -33.6% | -74.3% | 20.8% | 299.9% 26.6% | -61.9% | 14.2% | 180.7%
60 days -44.0% | -60.3% | 19.1% | 182.8% -23.0% | -45.3% | 16.7% | 120.0%
90 days -30.4% | -51.9% | 18.3% | 141.2% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -8.0% | -16.7% | 12.9% | 60.8% -10.0% | -14.9% | 12.2% | 55.8%
3 Years 11.1% | -1.7% | 16.7% | 27.9% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 10.3% | 6.3% | 14.6% | 24.1% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 11.5% | 10.3% | 13.7% | 17.0% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 11.9% | 12.1% | 15.3% | 18.5% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 21 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 15, 2013 March 7, 2014 416 days 27% Nifty 50: 12% 10118 7335 10200
June 9, 2014 July 4, 2014 25 days 6% Nifty 50: 2% 13391 12595 13406
July 7, 2014 Aug. 15, 2014 39 days 7% Nifty 50: 4% 13423 12471 13463
Sept. 11, 2014 Oct. 31, 2014 50 days 9% Nifty 50: 4% 14416 13143 14497
Dec. 4, 2014 Jan. 15, 2015 42 days 8% Nifty 50: 6% 15210 13961 15219
Jan. 29, 2015 Aug. 5, 2015 188 days 12% Nifty 50: 11% 16096 14174 16125
Aug. 5, 2015 June 30, 2016 330 days 27% Nifty 50: 18% 16125 11824 16138
Sept. 6, 2016 March 16, 2017 191 days 19% Nifty 50: 11% 19571 15927 19573
Sept. 12, 2017 Dec. 23, 2017 102 days 6% Nifty 50: 4% 24082 22722 24109
Jan. 9, 2018 July 21, 2018 193 days 10% Nifty 50: 6% 24572 22093 24831
Aug. 28, 2018 April 1, 2019 216 days 20% Nifty 50: 14% 25711 20540 25722
April 2, 2019 Oct. 18, 2019 199 days 12% Nifty 50: 8% 25811 22783 25944
Feb. 19, 2020 Dec. 12, 2020 297 days 37% Nifty 50: 37% 27201 17035 27303
Jan. 11, 2021 Feb. 3, 2021 23 days 8% Nifty 50: 6% 29180 26825 29316
Feb. 15, 2021 July 15, 2021 150 days 9% Nifty 50: 6% 30051 27491 30116
Oct. 18, 2021 Nov. 30, 2022 408 days 20% Nifty 50: 16% 35855 28811 35863
Dec. 14, 2022 May 27, 2023 164 days 10% Nifty 50: 9% 36686 33170 36761
Sept. 11, 2023 Nov. 14, 2023 64 days 7% Nifty 50: 6% 43799 40885 43843
March 4, 2024 April 3, 2024 30 days 6% Nifty 50: 3% 51889 49014 52342
Sept. 23, 2024 Aug. 21, 2026 697 days 19% Nifty 50: 15% 63038 50747 63069
Aug. 21, 2026 Oct. 30, 2026 70 days 13% Nifty 50: 8% 63069 54985 56761