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MF_120494

JM ELSS - Tax Saver Fund (Direct) - Growth Option

Equity Schemes - ELSS- Tax Saver Fund

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End Amount
₹79,297.19
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
16.15%
MF_120494 Return
Benchmark CAGR
11.57%
Nifty 50
Inflation Adj. CAGR
10.77%
Real Annualized Return
Alpha
0.05
Excess Return vs Benchmark
Beta
1.05
Volatility vs Benchmark
Sharpe Ratio
0.64
Risk-Adjusted Return
Sortino Ratio
0.98
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 57% 36% 20%
60 days 62% 23% 12%
90 days 65% 18% 10%
180 days 66% 14% 6%
1Yr 71% 10% 4%
3Yr 90% 5% 1%
5Yr 93% 4% 0%
7Yr 100% 4% 0%
10Yr 100% 4% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM ELSS - Tax Saver Fund (Direct) - Growth Option Nifty 50
30 days -34.1% | -68.8% | 23.3% | 248.3% 26.6% | -61.9% | 14.2% | 180.7%
60 days -34.4% | -53.0% | 24.1% | 167.0% -23.0% | -45.3% | 16.7% | 120.0%
90 days -21.9% | -47.1% | 20.8% | 132.8% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -1.3% | -11.9% | 15.3% | 69.0% -10.0% | -14.9% | 12.2% | 55.8%
3 Years 15.6% | 2.2% | 17.9% | 28.6% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 11.9% | 6.4% | 17.6% | 27.1% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 16.3% | 12.2% | 16.8% | 19.7% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 15.4% | 15.1% | 17.3% | 20.2% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 23 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 3, 2013 May 16, 2013 133 days 14% Nifty 50: 8% 10005 8632 10017
May 17, 2013 Dec. 5, 2013 202 days 20% Nifty 50: 14% 10031 7995 10048
Dec. 9, 2013 March 5, 2014 86 days 8% Nifty 50: 6% 10238 9400 10363
July 4, 2014 Aug. 15, 2014 42 days 6% Nifty 50: 4% 14043 13163 14064
Sept. 15, 2014 Oct. 29, 2014 44 days 6% Nifty 50: 4% 15007 14062 15009
Dec. 4, 2014 Jan. 16, 2015 43 days 8% Nifty 50: 6% 16288 15062 16394
Jan. 29, 2015 Feb. 28, 2015 30 days 7% Nifty 50: 5% 17253 16038 17265
March 2, 2015 July 2, 2015 122 days 11% Nifty 50: 11% 17265 15451 17330
Aug. 7, 2015 July 27, 2016 355 days 21% Nifty 50: 18% 17758 13949 17830
Oct. 5, 2016 Feb. 18, 2017 136 days 14% Nifty 50: 9% 19360 16582 19450
Sept. 19, 2017 Dec. 8, 2017 80 days 6% Nifty 50: 4% 24158 22820 24227
Jan. 9, 2018 July 24, 2018 196 days 8% Nifty 50: 6% 25138 23068 25293
Aug. 28, 2018 May 25, 2019 270 days 17% Nifty 50: 14% 26027 21481 26122
June 3, 2019 Sept. 21, 2019 110 days 9% Nifty 50: 11% 26433 24103 27221
Feb. 19, 2020 Nov. 10, 2020 265 days 37% Nifty 50: 37% 28847 18062 29141
Jan. 12, 2021 Feb. 2, 2021 21 days 7% Nifty 50: 6% 34396 32011 34571
March 3, 2021 May 26, 2021 84 days 7% Nifty 50: 6% 36504 34067 36706
Nov. 9, 2021 May 26, 2023 563 days 20% Nifty 50: 15% 46362 36866 46728
Sept. 11, 2023 Nov. 16, 2023 66 days 7% Nifty 50: 6% 54307 50590 54430
March 4, 2024 April 2, 2024 29 days 6% Nifty 50: 3% 63840 59814 64142
July 31, 2024 Aug. 20, 2024 20 days 5% Nifty 50: 4% 79440 75334 79461
Sept. 24, 2024 July 31, 2026 675 days 21% Nifty 50: 15% 83110 65778 83131
Aug. 10, 2026 Oct. 30, 2026 81 days 9% Nifty 50: 10% 85446 77551 79297