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MF_120490

JM Large Cap Fund (Direct) - Growth Option

Equity Schemes - Large Cap Fund

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End Amount
₹47,092.98
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
11.85%
MF_120490 Return
Benchmark CAGR
11.57%
Nifty 50
Inflation Adj. CAGR
6.68%
Real Annualized Return
Alpha
0.02
Excess Return vs Benchmark
Beta
0.76
Volatility vs Benchmark
Sharpe Ratio
0.47
Risk-Adjusted Return
Sortino Ratio
0.75
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 47% 17% 21%
60 days 47% 13% 14%
90 days 47% 11% 12%
180 days 49% 9% 9%
1Yr 47% 8% 6%
3Yr 48% 3% 3%
5Yr 38% 2% 2%
7Yr 42% 1% 2%
10Yr 34% 1% 1%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM Large Cap Fund (Direct) - Growth Option Nifty 50
30 days 7.0% | -59.1% | 13.7% | 178.0% 26.6% | -61.9% | 14.2% | 180.7%
60 days -29.3% | -42.9% | 14.0% | 113.7% -23.0% | -45.3% | 16.7% | 120.0%
90 days -22.2% | -35.8% | 12.9% | 93.0% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -5.7% | -8.4% | 8.8% | 50.7% -10.0% | -14.9% | 12.2% | 55.8%
3 Years 10.6% | 3.5% | 14.1% | 22.3% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 9.1% | 3.9% | 12.7% | 21.1% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 13.1% | 8.5% | 12.6% | 16.0% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 11.5% | 10.7% | 12.8% | 16.0% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 17 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 3, 2013 May 10, 2013 127 days 11% Nifty 50: 8% 10014 8930 10027
May 17, 2013 Dec. 7, 2013 204 days 17% Nifty 50: 14% 10192 8432 10220
Dec. 9, 2013 March 7, 2014 88 days 8% Nifty 50: 6% 10220 9424 10381
Sept. 22, 2014 Oct. 31, 2014 39 days 6% Nifty 50: 5% 14242 13358 14417
Dec. 4, 2014 Jan. 15, 2015 42 days 6% Nifty 50: 6% 15071 14105 15246
Jan. 29, 2015 Feb. 28, 2015 30 days 6% Nifty 50: 5% 16140 15186 16332
March 2, 2015 Sept. 3, 2016 551 days 19% Nifty 50: 21% 16332 13153 16402
Sept. 6, 2016 Feb. 22, 2017 169 days 9% Nifty 50: 11% 16402 14880 16429
Jan. 29, 2018 Aug. 25, 2018 208 days 7% Nifty 50: 10% 19485 18093 19518
Aug. 28, 2018 April 16, 2019 231 days 6% Nifty 50: 14% 19550 18403 19615
Jan. 14, 2020 July 18, 2020 186 days 15% Nifty 50: 38% 20314 17232 20438
Nov. 9, 2021 Jan. 12, 2022 64 days 8% Nifty 50: 8% 31074 28591 31195
Jan. 17, 2022 Nov. 12, 2022 299 days 18% Nifty 50: 16% 31378 25789 31402
Dec. 14, 2022 May 30, 2023 167 days 8% Nifty 50: 9% 32058 29409 32071
March 5, 2024 April 6, 2024 32 days 5% Nifty 50: 2% 44962 42559 45081
July 31, 2024 Sept. 21, 2024 52 days 5% Nifty 50: 4% 51839 49171 52055
Sept. 27, 2024 Oct. 30, 2026 763 days 20% Nifty 50: 15% 52248 41904 47093