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MF_150815

JM Mid Cap Fund (Direct) - Growth

Equity Schemes - Mid Cap Fund

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End Amount
₹20,705.96
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
20.34%
MF_150815 Return
Benchmark CAGR
6.94%
Nifty 50
Inflation Adj. CAGR
15.59%
Real Annualized Return
Alpha
0.15
Excess Return vs Benchmark
Beta
1.01
Volatility vs Benchmark
Sharpe Ratio
0.89
Risk-Adjusted Return
Sortino Ratio
1.52
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 64% 54% 23%
60 days 71% 38% 16%
90 days 73% 35% 15%
180 days 71% 31% 10%
1Yr 71% 22% 5%
3Yr 100% 12% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM Mid Cap Fund (Direct) - Growth Nifty 50
30 days -47.0% | -65.5% | 29.4% | 259.7% 26.6% | -53.6% | 9.3% | 145.0%
60 days -47.8% | -50.3% | 22.3% | 170.2% -23.0% | -41.1% | 8.0% | 87.5%
90 days -26.9% | -41.3% | 28.0% | 138.5% -25.0% | -31.1% | 10.8% | 59.6%
1 Year -0.1% | -3.5% | 12.2% | 72.6% -10.0% | -8.4% | 9.5% | 31.1%
3 Years 17.3% | 16.8% | 23.9% | 26.7% 7.7% | 6.0% | 10.4% | 14.8%
5 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
7 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
10 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
Periods of Negative Return (Drawdowns) 6 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Dec. 14, 2022 May 4, 2023 141 days 7% Nifty 50: 9% 10271 9553 10401
Sept. 11, 2023 Nov. 14, 2023 64 days 7% Nifty 50: 6% 13623 12634 13627
Feb. 7, 2024 April 2, 2024 55 days 7% Nifty 50: 1% 15975 14786 16130
July 30, 2024 Aug. 27, 2024 28 days 6% Nifty 50: 3% 20724 19475 20868
Sept. 24, 2024 June 13, 2026 627 days 23% Nifty 50: 15% 21514 16665 21563
Aug. 31, 2026 Oct. 30, 2026 60 days 13% Nifty 50: 8% 23038 20006 20706