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MF_151611

NJ ELSS Tax Saver Fund Direct Growth

Equity Schemes - ELSS- Tax Saver Fund

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End Amount
₹13,802.40
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
10.04%
MF_151611 Return
Benchmark CAGR
7.55%
Nifty 50
Inflation Adj. CAGR
5.87%
Real Annualized Return
Alpha
0.05
Excess Return vs Benchmark
Beta
1.03
Volatility vs Benchmark
Sharpe Ratio
0.37
Risk-Adjusted Return
Sortino Ratio
0.56
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 59% 32% 21%
60 days 61% 24% 17%
90 days 60% 21% 15%
180 days 59% 14% 10%
1Yr 42% 9% 6%
3Yr 100% 3% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period NJ ELSS Tax Saver Fund Direct Growth Nifty 50
30 days -33.4% | -62.9% | 13.5% | 196.3% 26.6% | -55.6% | 9.3% | 147.5%
60 days -41.4% | -50.0% | 8.0% | 139.0% -23.0% | -41.6% | 7.5% | 90.6%
90 days -31.3% | -37.6% | 9.3% | 107.1% -25.0% | -32.7% | 8.8% | 59.7%
1 Year -7.1% | -8.2% | 0.8% | 49.9% -10.0% | -9.0% | 7.1% | 31.0%
3 Years 8.0% | 7.9% | 11.9% | 13.6% 7.7% | 5.7% | 8.2% | 10.0%
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) 3 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Sept. 11, 2023 Nov. 14, 2023 64 days 5% Nifty 50: 6% 11367 10768 11497
Feb. 27, 2024 May 23, 2024 86 days 6% Nifty 50: 2% 14002 13104 14032
Sept. 26, 2024 Oct. 30, 2026 764 days 23% Nifty 50: 15% 16587 12804 13802