MonitorDirect · Growth
JM G-Sec Fund - (Direct)
JM Financial Asset Management LimitedDebt Scheme - Gilt Fund34 years
- NAV
- 63.7467
- 7 Sept 2019
- 1Y
- +13.0%
- Trailing CAGR
- AUM
- ₹6.21 Cr
- 30 Sept 2019
- Volatility
- Low
- 4.6% annualized
NAV
Path not in current snapshots
n/a
Returns
Trailing CAGR and simulated monthly SIP XIRR from daily NAV. Category comparison uses the median of comparable share classes in the peer set.
Trailing CAGR
Point-to-point, calendar-day annualized
- 1Y+13.0%
- 3Y+7.1%
- 5Y+9.7%
- 10Yn/a
- SI+8.5%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+14.2%
- 3Y+7.8%
- 5Y+8.5%
- 10Yn/a
- Since inception
- +8.5%
- Calendar-day CAGR
- Excess 1Y
- +9.0%
- Category median, same plan and option
- 3Y win rate
- +11%
- Windows beating the median
- 3Y percentile
- 82
- Vs comparable share classes
- Worst rolling 3Y
- +6.1%
- 892 daily-ending windows
- Median rolling 3Y
- +8.3%
- Calendar-day CAGR
- Positive rolling 5Y
- +100%
- 409 daily-ending windows
- SIP 3Y XIRR
- +7.8%
- Simulated monthly SIP
Drawdown
Peak to trough from a running NAV high. Move across the path to read a date.
Drawdown
Path not in current snapshots
n/a
- Average recovery
- 15 days
- 75 recovered episodes
- Longest recovery
- 281 days
- Trough to prior peak
- Current spell
- 53 days
- Days below latest peak
- Time below peak
- +85%
- NAV observations
28 May 2013 – 5 Jun 2014
Trough 28 Aug 2013 · recovered in 281 days
-6.5%
24 Jul 2017 – 9 Nov 2018
Trough 22 Feb 2018 · recovered in 260 days
-5.2%
24 Nov 2016 – 7 Jun 2017
Trough 10 Mar 2017 · recovered in 89 days
-4.0%
5 Oct 2015 – 16 Mar 2016
Trough 25 Feb 2016 · recovered in 20 days
-3.3%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
82
Vs category
100
Consistency
21
Risk-adjusted
62
Drawdown
84
Mean
70
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
7 Sept 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 7 Sept 2019
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Supporting reads
- Three-year return is above the category median.
- Risk-adjusted return sits above the documented risk-free proxy.
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
JM G-Sec Fund - (Direct) Annual
JM Financial Asset Management Limited
- 1Y
- +13.0%
- 3Y
- +7.2%
- Vol
- 4.4%
- Max DD
- -5.2%
- Sharpe
- 0.88
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
JM G-Sec Fund - (Direct) Half Yearly
JM Financial Asset Management Limited
- 1Y
- +13.0%
- 3Y
- +7.2%
- Vol
- 4.4%
- Max DD
- -5.2%
- Sharpe
- 0.88
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Bajaj Finserv Gilt Fund
Bajaj Finserv Mutual Fund
- 1Y
- +4.8%
- 3Y
- n/a
- Vol
- 3.4%
- Max DD
- -3.9%
- Sharpe
- -0.17
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
Caveat: Lower trailing returns
Bandhan Gilt Fund
Bandhan Mutual Fund
- 1Y
- +7.7%
- 3Y
- +7.9%
- Vol
- 4.1%
- Max DD
- -7.1%
- Sharpe
- 0.83
- 3Y win
- +48%
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown
ICICI Prudential Gilt Fund
ICICI Prudential Mutual Fund
- 1Y
- +5.0%
- 3Y
- +7.2%
- Vol
- 4.4%
- Max DD
- -12.3%
- Sharpe
- 0.72
- 3Y win
- +72%
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown