JM Value Fund - Direct Plan - Growth Option
code 120486 Value Fund direct plan · growth NAVs 2013-01-02 to 2026-11-09
Growth of ₹10,000 vs benchmark
From 2023-04-21, common dates. Scroll or drag to zoom.
Drawdown
Rolling 1-year CAGR
Returns
| period | fund | fund* | benchmark* | fund − benchmark* | from → to |
|---|---|---|---|---|---|
| 1M | 1.91% | 1.91% | 7.85% | -5.94% | 2026-10-09 → 2026-11-09 |
| 3M | -2.62% | -2.62% | -0.57% | -2.05% | 2026-08-07 → 2026-11-09 |
| 6M | 0.48% | 0.48% | 2.40% | -1.92% | 2026-05-08 → 2026-11-09 |
| 1Y | -1.49% | -1.49% | 0.43% | -1.92% | 2025-11-07 → 2026-11-09 |
| 3Y | 11.09% | 11.09% | 11.15% | -0.06% | 2023-11-09 → 2026-11-09 |
| 5Y | 12.77% | - | - | - | 2021-11-09 → 2026-11-09 |
| 7Y | 17.03% | - | - | - | 2019-11-08 → 2026-11-09 |
| 10Y | 15.30% | - | - | - | 2016-11-09 → 2026-11-09 |
| since inception | 15.48% | 18.09% | 14.06% | 4.03% | 2013-01-02 → 2026-11-09 |
Absolute under 1 year, CAGR from 1 year. * Common dates only.
Calendar years
| year | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| fund | 53.51% | 5.11% | 14.39% | 45.87% | -10.64% | 12.67% | 14.14% | 37.17% | 6.05% | 48.68% | 26.72% | -3.20% |
| benchmark | - | - | - | - | - | - | - | - | - | - | 14.95% | 7.17% |
Rolling returns
| length | periods | average | median | worst | best | % positive | % beating benchmark |
|---|---|---|---|---|---|---|---|
| 1 year | 630 | 14.61% | 1.87% | -12.81% | 70.75% | 58% | 42% |
| 3 years | 139 | 14.74% | 14.78% | 9.22% | 20.59% | 100% | 99% |
Risk and risk-adjusted return
| 3 years 2023-11 – 2026-10 | 5 years 2021-11 – 2026-10 | 10 years 2016-11 – 2026-10 | |
|---|---|---|---|
| CAGR | 9.74% | 12.33% | 14.13% |
| volatility | 19.70% | 17.36% | 19.29% |
| max drawdown | -26.08% | -26.08% | -37.93% |
| downside deviation | 12.99% | 11.01% | 13.19% |
| Sharpe ratio | 0.27 | 0.43 | 0.51 |
| Sortino ratio | 0.41 | 0.68 | 0.74 |
| Calmar ratio | 0.37 | - | - |
| alpha (annualised) | 0.45% | - | - |
| beta | 1.15 | - | - |
| R² | 0.81 | - | - |
| tracking error | 8.77% | - | - |
| information ratio | 0.12 | - | - |
| up / down capture | 116 / 114 | - | - |
| Treynor ratio | 0.05 | - | - |
60 months: benchmark lacks some months of the window: no relative metrics
120 months: benchmark lacks some months of the window: no relative metrics
Category: Value Fund
Overall ★★★☆☆ (3y ★☆☆☆☆ · 5y ★★★☆☆ · 10y ★★★☆☆) · as of 2026-10 · 165 months of history
| percentile rank (1 = best) | 3 years of 21 funds | 5 years of 17 funds | 10 years of 12 funds |
|---|---|---|---|
| return | 80th | 25th | 19th |
| volatility | 95th | 94th | 82nd |
| Sharpe | 85th | 50th | 46th |
| Sortino | 85th | 38th | 28th |
| worst fall | 100th | 100th | 28th |
| risk-adjusted return (MRAR) | 95th | 50th | 46th |
Ratings: Morningstar method. Differences: risk-free rate: RBI 91-day T-bill (Morningstar uses FBIL MIBOR Overnight for rupee funds); peer groups: SEBI-category groups (D13), not Morningstar Categories; no analyst rating suspensions.