Value / Contra · Equity
JM Value Fund - Direct Plan - Growth Option
SignalIQ View
Descriptive research · not a buy/sell recommendation
Sharpe (3Y)
0.43
Return per unit of risk · rf 6.5%
Sortino (3Y)
0.51
Downside-only Sharpe
Max Drawdown
-37.9%
Peak-to-trough · full history
Vol (3Y)
17.1%
Annualised σ of daily returns
Positive Days
56%
Smoothness proxy
This fund has delivered weak risk-adjusted returns over the last 3 years (Sharpe 0.43). Its worst peak-to-trough drop over the full history was 37.9% (large drawdowns) between 2020-02-12 and 2020-03-23. About 56% of trading days closed up. Profile: risk-on with weak risk-adjusted return · smooth NAV path.
YTD
+1.8%
Calendar YTD
1 Year
-1.7%
Trailing 12 mo
3 Year
+12.6%
CAGR
5 Year
+15.3%
CAGR
10 Year
+15.3%
CAGR
Since Inception
—
CAGR (?y)
📈 NAV History
End-of-day NAV series from AMFI (via MFAPI.in).
🎯 Rolling-Return Consistency
3-Year Rolling Windows
- Sample size
- 2640 windows
- Best window CAGR
- +36.53%
- Median CAGR
- +19.16%
- Avg CAGR
- +18.98%
- Worst window CAGR
- -6.79%
- Positive windows
- 95.0%
5-Year Rolling Windows
- Sample size
- 2148 windows
- Best window CAGR
- +32.52%
- Median CAGR
- +17.14%
- Avg CAGR
- +17.74%
- Worst window CAGR
- +1.65%
- Positive windows
- 100.0%
Every trading day in the history is treated as a potential window end-date; the fund's CAGR over the trailing 3 (or 5) years ending that day is computed, and the full distribution is summarised. A narrower band + higher "positive windows" percentage means more predictable outcomes — reduces the timing luck a single point-in-time CAGR can hide.
🏁 Peer Comparison · Top in Value / Contra
| Scheme | 1Y | 3Y CAGR | 5Y CAGR | Latest NAV |
|---|---|---|---|---|
|
Quant Value Fund
quant Mutual Fund
|
+14.7% | +21.0% | — | — |
|
Axis Value Fund
Axis Mutual Fund
|
+7.2% | +18.1% | — | — |
|
LIC MF Value Fund
LIC Mutual Fund
|
+19.4% | +17.4% | — | — |
|
HDFC Value Fund
HDFC Mutual Fund
|
+5.2% | +15.8% | +14.2% | — |
|
DSP Value Fund
DSP Mutual Fund
|
+4.7% | +15.8% | +12.6% | — |
|
HSBC Value Fund
HSBC Mutual Fund
|
+1.8% | +15.6% | — | — |
|
JM Value Fund (this fund)
JM Financial Mutual Fund
|
-1.7% | +12.6% | +15.3% | — |
Disclaimer: Mutual fund investments are subject to market risks. Read all scheme related documents carefully before investing. Past performance is not indicative of future results. This page publishes descriptive rank-and-return analysis only — not personalised advice on which fund to buy. Trailing returns and rolling-window statistics are computed from AMFI's official daily NAV series. Research by Equity Alfa Analytics, SEBI Registered Research Analyst · INH000024985 · BSE RAASB Enlistment 6942.