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MF_120492

JM Flexi Cap Fund (Direct) - Growth Option

Equity Schemes - Flexi Cap Fund

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End Amount
₹77,854.73
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
15.99%
MF_120492 Return
Benchmark CAGR
11.57%
Nifty 50
Inflation Adj. CAGR
10.63%
Real Annualized Return
Alpha
0.05
Excess Return vs Benchmark
Beta
1.02
Volatility vs Benchmark
Sharpe Ratio
0.64
Risk-Adjusted Return
Sortino Ratio
0.99
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 56% 37% 21%
60 days 59% 25% 14%
90 days 62% 21% 12%
180 days 63% 16% 9%
1Yr 68% 12% 7%
3Yr 87% 7% 2%
5Yr 90% 5% 1%
7Yr 100% 4% 0%
10Yr 100% 5% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM Flexi Cap Fund (Direct) - Growth Option Nifty 50
30 days -35.3% | -68.9% | 20.1% | 253.3% 26.6% | -61.9% | 14.2% | 180.7%
60 days -37.6% | -54.1% | 20.1% | 169.8% -23.0% | -45.3% | 16.7% | 120.0%
90 days -24.4% | -46.4% | 18.8% | 136.3% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -5.3% | -11.6% | 14.7% | 69.1% -10.0% | -14.9% | 12.2% | 55.8%
3 Years 13.0% | 0.8% | 18.3% | 31.6% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 13.6% | 6.9% | 17.7% | 29.2% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 16.4% | 12.3% | 17.4% | 21.0% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 15.3% | 15.7% | 18.1% | 21.6% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 22 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 4, 2013 March 6, 2014 426 days 22% Nifty 50: 11% 10033 7806 10041
July 4, 2014 Aug. 15, 2014 42 days 6% Nifty 50: 4% 13629 12773 13736
Sept. 12, 2014 Oct. 31, 2014 49 days 7% Nifty 50: 4% 14699 13626 14853
Dec. 4, 2014 Jan. 15, 2015 42 days 7% Nifty 50: 6% 15810 14648 15814
Jan. 29, 2015 Feb. 28, 2015 30 days 7% Nifty 50: 5% 16726 15555 16915
March 2, 2015 July 11, 2015 131 days 12% Nifty 50: 11% 16915 14890 16936
July 20, 2015 July 27, 2016 373 days 23% Nifty 50: 19% 17198 13204 17253
Oct. 6, 2016 Feb. 1, 2017 118 days 13% Nifty 50: 9% 19053 16562 19142
Sept. 12, 2017 Dec. 19, 2017 98 days 6% Nifty 50: 4% 24025 22652 24088
Jan. 8, 2018 July 21, 2018 194 days 10% Nifty 50: 6% 24469 22054 24474
Aug. 29, 2018 Sept. 20, 2019 387 days 17% Nifty 50: 14% 25299 21037 25427
Feb. 12, 2020 Nov. 24, 2020 286 days 35% Nifty 50: 37% 28079 18265 28182
Jan. 12, 2021 Feb. 2, 2021 21 days 7% Nifty 50: 6% 32191 29923 32370
Feb. 16, 2021 May 22, 2021 95 days 7% Nifty 50: 6% 34234 31993 34239
Oct. 18, 2021 Jan. 12, 2022 86 days 9% Nifty 50: 10% 42610 38958 42894
Jan. 17, 2022 Sept. 9, 2022 235 days 18% Nifty 50: 16% 43389 35625 43389
Sept. 13, 2022 Nov. 5, 2022 53 days 7% Nifty 50: 7% 43915 40664 44057
Dec. 14, 2022 May 20, 2023 157 days 8% Nifty 50: 9% 45627 41794 45691
Oct. 17, 2023 Nov. 11, 2023 25 days 5% Nifty 50: 5% 55904 53057 56208
March 5, 2024 April 4, 2024 30 days 6% Nifty 50: 2% 70256 65719 70563
July 31, 2024 Aug. 27, 2024 27 days 5% Nifty 50: 4% 87396 82641 87827
Sept. 27, 2024 Oct. 30, 2026 763 days 23% Nifty 50: 15% 89008 68915 77855