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MF_152614

JM Small Cap Fund (Direct) - Growth Option

Equity Schemes - Small Cap Fund

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End Amount
₹11,054.57
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
4.36%
MF_152614 Return
Benchmark CAGR
0.25%
Nifty 50
Inflation Adj. CAGR
0.32%
Real Annualized Return
Alpha
0.12
Excess Return vs Benchmark
Beta
1.24
Volatility vs Benchmark
Sharpe Ratio
0.17
Risk-Adjusted Return
Sortino Ratio
0.25
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% 73% 27%
60 days 59% 49% 21%
90 days 57% 44% 20%
180 days 48% 35% 14%
1Yr 41% 16% 8%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period JM Small Cap Fund (Direct) - Growth Option Nifty 50
30 days -57.7% | -76.2% | 17.2% | 374.9% 26.6% | -61.2% | 4.7% | 101.7%
60 days -43.6% | -66.0% | 6.4% | 210.8% -23.0% | -43.4% | 0.2% | 71.0%
90 days -21.1% | -58.0% | 3.3% | 169.6% -25.0% | -37.2% | -0.4% | 53.8%
1 Year 4.6% | -9.0% | 3.3% | 21.4% -10.0% | -10.4% | 1.3% | 13.3%
3 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
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
July 30, 2024 Aug. 17, 2024 18 days 6% Nifty 50: 3% 10434 9821 10492
Sept. 24, 2024 June 17, 2026 631 days 24% Nifty 50: 15% 11129 8418 11254
Sept. 23, 2026 Oct. 30, 2026 37 days 12% Nifty 50: 5% 12226 10775 11055