Jm Value Fund Overview
Category Value Fund
BMSMONEY Rank 1
BMSMONEY Rating
Growth Option As On: 19-04-2024
NAV ₹87.66 (R) +0.1% ₹96.86 (D) +0.1%
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 61.15% 29.47% 22.27% 17.57% 19.55%
LumpSum Dir. P 62.61% 30.43% 23.14% 18.38% 20.67%
SIP Reg. P 50.7% 33.14% 29.55% 22.79% 19.79%
SIP Dir. P 52.26% 34.17% 30.48% 23.61% 20.72%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.29 0.74 1.15 10.7% 0.21
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.47% -12.84% -12.74% 0.84 9.47%

NAV Date: 19-04-2024

Scheme Name NAV Rupee Change Percent Change
JM Value Fund (Regular) - IDCW 61.21
0.0600
0.1000%
JM Value Fund (Direct) - IDCW 66.0
0.0700
0.1000%
JM Value Fund (Regular) - Growth Option 87.66
0.0800
0.1000%
JM Value Fund (Direct) - Growth Option 96.86
0.1000
0.1000%

Review Date: March 28, 2024

The fund has historical rank of third in Value Fund category. Additionally, the fund has ten performance parameters that are in the top quartile in the category and four parameters above average and below the top quartile.
Using a composite performance score, our ranking methodology takes into account the fund's return, the risk it carries, and its risk-adjusted performance during the last three years. This composite performance score then becomes the basis for ranking funds within the category.

The JM Value Fund has exellent return performance, as all 1 year and above return parameters are in top quartile of Value Fund category. The details are provided below.'
    '
  1. 1 Month Return%: One month return shows funds performance in very short period of time, the JM Value Fund has given return of -3.65% in last one month which is very poor as it is in the fourth quartile in Value Fund.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the JM Value Fund has given return of 5.77% in last three month which is poor as it is in the below average in Value Fund.
  3. 1 Year Return%: The JM Value Fund has given return of 59.51% in last one year which is very good as it is in the top quartile in Value Fund. The one year return rank of JM Value Fund is 3 in 16 funds. The investment of ₹ 10,000 in this fund would have become ₹ 15951.0 in one year.
  4. 3 Year Return%: The JM Value Fund has given return of 26.43% in last three year which is very good as it is in the top quartile with return rank of 3 in 12 funds. in Value Fund.
  5. 5 Year Return%: The JM Value Fund has given return of 21.29% in last five year which is very good as it is in the top quartile with return rank of 2 in 12 funds. in Value Fund.
  6. 1 Year SIP Return%: The JM Value Fund has given return of 31.56% in last one year which is very good as it is in the top quartile with return rank of 3 in 16 funds. in Value Fund.
  7. 3 Year SIP Return%: The JM Value Fund has given return of 30.41% in last three year which is very good as it is in the top quartile with return rank of 1 in 12 funds. in Value Fund.
  8. 5 Year SIP Return%: The JM Value Fund has given return of 28.28% in last five year which is very good as it is in the top quartile with return rank of 2 in 12 funds. in Value Fund.
  9. '
'

The JM Value Fund has average risk performance, as more than 25% risk parameters are above average Value Fund category. The details are provided below. '
    '
  1. Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The JM Value Fund has standard deviation of 13.47 which is very poor as it is in the fourth quartile with risk rank of 9 in 12 funds. in Value Fund.
  2. Semi Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. It uses only negative returns for calculation. The JM Value Fund has semi deviation of 9.47 which is poor as it is in the below average with risk rank of 8 in 12 funds. in Value Fund.
  3. Max Drawdown %: It is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The JM Value Fund has max drawdown of -12.74% which is very poor as it is in the fourth quartile with risk rank of 11 in 12 funds. in Value Fund.
  4. 1Y VaR at 95%: It is the maximum expected loss of an investment over a given time period with a given probability of confidence. The JM Value Fund has 1Y VaR at 95% of -12.84% which is good as it is above average with risk rank of 4 in 12 funds. in Value Fund.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The JM Value Fund has average drawdown of -4.09% which is good as it is above average with risk rank of 6 in 12 funds. in Value Fund.
  6. '
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The JM Value Fund has poor risk adjusted performance, as non of above risk adjusted paramerters are above average in Value Fund category. The details are provided below. '
    '
  1. Sterling Ratio: It is a measure of risk-adjusted return. The JM Value Fund has Sterling Ratio of 1.15 which is good as it is above average with risk rank of 5 in 12 funds. in Value Fund.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The JM Value Fund has Sortino Ratio of 0.74 which is very good as it is in the top quartile with risk rank of 2 in 12 funds. in Value Fund.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The JM Value Fund has Jensen Alpha of 10.7% which is very good as it is in the top quartile with risk rank of 1 in 12 funds. in Value Fund.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The JM Value Fund has Treynor Ratio of 0.21 which is good as it is above average with risk rank of 5 in 12 funds. in Value Fund.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The JM Value Fund has Modigliani Square Measure of 25.79% which is poor as it is in the below average with risk rank of 5 in 12 funds. in Value Fund.
  6. Alpha %: It is a measure of risk-adjusted return. The JM Value Fund has Alpha of 7.98% which is very good as it is in the top quartile with risk rank of 1 in 12 funds. in Value Fund.
  7. '
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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 6.86
4.71
2.08 | 10.46 3 | 16
Yes
Yes
No
6M Return % 22.69
22.68
17.42 | 48.11 5 | 16
Yes
No
No
1Y Return % 61.15
47.94
37.76 | 75.47 2 | 16
Yes
Yes
No
3Y Return % 29.47
24.26
18.87 | 29.47 1 | 12
Yes
Yes
No
5Y Return % 22.27
18.62
14.16 | 22.27 1 | 12
Yes
Yes
No
7Y Return % 17.57
14.54
9.15 | 17.57 1 | 11
Yes
Yes
No
10Y Return % 19.55
17.49
14.12 | 19.55 1 | 9
Yes
Yes
No
15Y Return % 15.20
18.10
15.20 | 22.00 8 | 8
No
No
Yes
1Y SIP Return % 50.70
42.81
32.80 | 83.46 2 | 16
Yes
Yes
No
3Y SIP Return % 33.14
25.43
19.98 | 33.14 1 | 12
Yes
Yes
No
5Y SIP Return % 29.55
25.07
20.25 | 29.55 1 | 12
Yes
Yes
No
7Y SIP Return % 22.79
19.25
14.77 | 22.79 1 | 11
Yes
Yes
No
10Y SIP Return % 19.79
17.34
15.09 | 19.79 1 | 9
Yes
Yes
No
15Y SIP Return % 16.84
16.45
14.21 | 18.55 4 | 9
Yes
No
No
Standard Deviation 13.25
12.98
11.16 | 15.77 8 | 13
No
No
No
Semi Deviation 9.31
9.19
7.99 | 11.91 8 | 13
No
No
No
Max Drawdown % -12.74
-11.07
-15.23 | -5.93 11 | 13
No
No
Yes
VaR 1 Y % -12.84
-14.66
-22.33 | -10.29 5 | 13
Yes
No
No
Average Drawdown % -4.47
-4.44
-6.34 | -2.90 6 | 13
No
No
No
Sharpe Ratio 1.41
1.08
0.78 | 1.64 2 | 13
Yes
Yes
No
Sterling Ratio 1.20
1.07
0.80 | 1.68 5 | 13
Yes
No
No
Sortino Ratio 0.83
0.59
0.42 | 0.96 2 | 13
Yes
Yes
No
Jensen Alpha % 11.94
3.63
-4.33 | 11.94 1 | 13
Yes
Yes
No
Treynor Ratio 0.22
0.19
0.11 | 0.35 5 | 13
Yes
No
No
Modigliani Square Measure % 27.28
26.62
18.77 | 46.55 6 | 13
Yes
No
No
Alpha % 9.25
-3.03
-19.12 | 9.25 1 | 13
Yes
Yes
No
Return data last Updated On : April 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 6.99 4.80 2.12 | 10.59 3 | 16
Yes
Yes
No
6M Return % 23.37 23.34 17.84 | 49.11 5 | 16
Yes
No
No
1Y Return % 62.61 49.53 38.74 | 78.10 2 | 16
Yes
Yes
No
3Y Return % 30.43 25.38 19.58 | 30.43 1 | 12
Yes
Yes
No
5Y Return % 23.14 19.70 14.80 | 23.14 1 | 12
Yes
Yes
No
7Y Return % 18.38 15.60 11.04 | 18.38 1 | 11
Yes
Yes
No
10Y Return % 20.67 18.08 13.93 | 20.67 1 | 10
Yes
Yes
No
1Y SIP Return % 52.26 44.36 33.75 | 86.05 2 | 16
Yes
Yes
No
3Y SIP Return % 34.17 26.54 20.83 | 34.17 1 | 12
Yes
Yes
No
5Y SIP Return % 30.48 26.18 21.33 | 30.48 1 | 12
Yes
Yes
No
7Y SIP Return % 23.61 20.26 16.46 | 23.61 1 | 11
Yes
Yes
No
10Y SIP Return % 20.72 17.93 14.36 | 20.72 1 | 10
Yes
Yes
No
Standard Deviation 13.25 12.98 11.16 | 15.77 8 | 13
No
No
No
Semi Deviation 9.31 9.19 7.99 | 11.91 8 | 13
No
No
No
Max Drawdown % -12.74 -11.07 -15.23 | -5.93 11 | 13
No
No
Yes
VaR 1 Y % -12.84 -14.66 -22.33 | -10.29 5 | 13
Yes
No
No
Average Drawdown % -4.47 -4.44 -6.34 | -2.90 6 | 13
No
No
No
Sharpe Ratio 1.41 1.08 0.78 | 1.64 2 | 13
Yes
Yes
No
Sterling Ratio 1.20 1.07 0.80 | 1.68 5 | 13
Yes
No
No
Sortino Ratio 0.83 0.59 0.42 | 0.96 2 | 13
Yes
Yes
No
Jensen Alpha % 11.94 3.63 -4.33 | 11.94 1 | 13
Yes
Yes
No
Treynor Ratio 0.22 0.19 0.11 | 0.35 5 | 13
Yes
No
No
Modigliani Square Measure % 27.28 26.62 18.77 | 46.55 6 | 13
Yes
No
No
Alpha % 9.25 -3.03 -19.12 | 9.25 1 | 13
Yes
Yes
No
Return data last Updated On : April 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.1 ₹ 10010.0 0.1 ₹ 10010.0
1W 0.51 ₹ 10051.0 0.52 ₹ 10052.0
1M 6.86 ₹ 10686.0 6.99 ₹ 10699.0
3M - ₹ - - ₹ -
6M 22.69 ₹ 12269.0 23.37 ₹ 12337.0
1Y 61.15 ₹ 16115.0 62.61 ₹ 16261.0
3Y 29.47 ₹ 21702.0 30.43 ₹ 22190.0
5Y 22.27 ₹ 27332.0 23.14 ₹ 28311.0
7Y 17.57 ₹ 31046.0 18.38 ₹ 32581.0
10Y 19.55 ₹ 59639.0 20.67 ₹ 65442.0
15Y 15.2 ₹ 83572.0 - ₹ -

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 50.6974 ₹ 15092.448 52.2636 ₹ 15182.7
3Y ₹ 36000 33.1397 ₹ 57699.108 34.1657 ₹ 58482.216
5Y ₹ 60000 29.5513 ₹ 124141.44 30.4784 ₹ 126892.8
7Y ₹ 84000 22.7937 ₹ 189247.044 23.6071 ₹ 194783.232
10Y ₹ 120000 19.7948 ₹ 340714.8 20.7239 ₹ 358269.36
15Y ₹ 180000 16.8363 ₹ 724025.88 - ₹ -


Date NAV Regular Growth NAV Direct Growth
19-04-2024 87.6619 96.8619
18-04-2024 87.578 96.7657
16-04-2024 87.5433 96.7204
15-04-2024 87.2175 96.3569
12-04-2024 88.3529 97.5988
09-04-2024 88.5582 97.8132
08-04-2024 88.6805 97.9441
05-04-2024 88.4308 97.6559
04-04-2024 88.1027 97.2894
03-04-2024 87.8239 96.9774
02-04-2024 87.2789 96.3715
01-04-2024 86.806 95.8453
28-03-2024 85.2405 94.1008
27-03-2024 84.3741 93.1405
26-03-2024 84.1998 92.944
22-03-2024 84.3481 93.092
21-03-2024 83.6785 92.3491
20-03-2024 82.0344 90.5307
19-03-2024 81.7678 90.2327
18-03-2024 83.0857 91.6832
15-03-2024 83.3207 91.9308
14-03-2024 84.1214 92.8103
13-03-2024 82.0939 90.5696
12-03-2024 85.5031 94.3268
11-03-2024 86.5785 95.5091
07-03-2024 87.851 96.8964
06-03-2024 87.4231 96.4204
05-03-2024 88.3781 97.47
04-03-2024 88.5128 97.6148
01-03-2024 88.1859 97.2431
29-02-2024 87.0859 96.0265
28-02-2024 86.8241 95.7341
27-02-2024 88.4708 97.546
26-02-2024 88.5778 97.6603
23-02-2024 88.4066 97.4604
22-02-2024 88.1401 97.1629
21-02-2024 87.5388 96.4964
20-02-2024 88.1558 97.1727
19-02-2024 88.2168 97.2362
16-02-2024 88.2813 97.2962
15-02-2024 87.7248 96.6792
14-02-2024 86.5851 95.4195
13-02-2024 85.0461 93.7198
12-02-2024 84.7008 93.3357
09-02-2024 86.7927 95.63
08-02-2024 87.2509 96.1312
07-02-2024 87.304 96.186
06-02-2024 87.4472 96.3401
05-02-2024 86.5199 95.3148
02-02-2024 86.685 95.4858
01-02-2024 86.2698 95.0248
31-01-2024 86.9462 95.7669
30-01-2024 86.1854 94.926
29-01-2024 86.2252 94.9671
25-01-2024 84.7371 93.3169
24-01-2024 84.5315 93.0876
23-01-2024 83.1348 91.5469
19-01-2024 85.3433 93.9675
18-01-2024 84.1908 92.6957
17-01-2024 83.8488 92.3164
16-01-2024 85.0412 93.6264
15-01-2024 85.176 93.772
12-01-2024 84.8828 93.4408
11-01-2024 83.974 92.4376
10-01-2024 83.3196 91.7145
09-01-2024 82.9284 91.2812
08-01-2024 82.5148 90.8232
05-01-2024 83.1096 91.4696
04-01-2024 82.5745 90.878
03-01-2024 81.29 89.4616
02-01-2024 80.9534 89.0885
01-01-2024 81.2987 89.4659
29-12-2023 80.5873 88.675
28-12-2023 80.4525 88.524
27-12-2023 80.0542 88.0831
26-12-2023 79.618 87.6015
22-12-2023 79.1961 87.1305
21-12-2023 78.491 86.3532
20-12-2023 77.563 85.3306
19-12-2023 79.729 87.7118
18-12-2023 79.5427 87.5053
15-12-2023 79.4166 87.3615
14-12-2023 78.6973 86.5686
13-12-2023 77.9642 85.7605
12-12-2023 77.2646 84.9894
11-12-2023 77.6809 85.4457
08-12-2023 77.3013 85.0232
07-12-2023 77.3212 85.0435
06-12-2023 77.4438 85.1767
05-12-2023 77.3386 85.0593
04-12-2023 77.3253 85.0431
01-12-2023 76.0762 83.6645
30-11-2023 75.2351 82.738
29-11-2023 74.5364 81.9679
28-11-2023 74.1114 81.4991
24-11-2023 73.8673 81.2244
23-11-2023 73.9702 81.336
22-11-2023 73.9373 81.2983
21-11-2023 73.8556 81.2069
20-11-2023 73.7176 81.0536
17-11-2023 73.7185 81.05
16-11-2023 73.5906 80.9078
15-11-2023 73.4753 80.7794
13-11-2023 72.5554 79.7651
10-11-2023 71.7406 78.8648
09-11-2023 71.3829 78.4701
08-11-2023 71.4483 78.5405
07-11-2023 70.8775 77.9115
06-11-2023 70.6748 77.6872
03-11-2023 70.2701 77.238
02-11-2023 69.8082 76.7287
01-11-2023 69.0438 75.8871
31-10-2023 69.4281 76.308
30-10-2023 69.3799 76.2536
27-10-2023 69.052 75.8888
26-10-2023 68.0389 74.7741
25-10-2023 68.6797 75.4768
23-10-2023 69.2143 76.0614
20-10-2023 71.4497 78.5135
19-10-2023 71.9734 79.0874
18-10-2023 71.7831 78.8768
17-10-2023 72.238 79.3751
16-10-2023 72.1029 79.2252
13-10-2023 71.6274 78.6982
12-10-2023 71.6542 78.7261
11-10-2023 71.4469 78.4969
10-10-2023 70.9521 77.9518
09-10-2023 69.9192 76.8155
06-10-2023 70.7461 77.7195
05-10-2023 70.1964 77.1142
04-10-2023 69.8893 76.7753
03-10-2023 70.8191 77.7952
29-09-2023 70.4128 77.343
27-09-2023 70.3367 77.2564
26-09-2023 69.8679 76.74
25-09-2023 69.6308 76.4782
22-09-2023 69.6441 76.4884
21-09-2023 69.4796 76.3062
20-09-2023 70.1954 77.0909
18-09-2023 70.6958 77.6375
15-09-2023 70.9283 77.8884
14-09-2023 70.7397 77.6798
13-09-2023 70.2692 77.1617
12-09-2023 69.9696 76.8312
11-09-2023 71.8401 78.8837
08-09-2023 71.5105 78.5173
07-09-2023 70.7741 77.7072
06-09-2023 70.284 77.1676
05-09-2023 70.5274 77.4333
04-09-2023 70.5057 77.4081
01-09-2023 69.8009 76.6299
31-08-2023 69.2788 76.0552
30-08-2023 69.1816 75.9471
29-08-2023 68.7052 75.4226
28-08-2023 68.0061 74.6537
25-08-2023 67.7497 74.368
24-08-2023 68.3274 75.0007
23-08-2023 68.3768 75.0535
22-08-2023 67.9195 74.5502
21-08-2023 67.4138 73.9937
18-08-2023 67.0287 73.5667
17-08-2023 66.8889 73.4119
16-08-2023 66.5728 73.0636
14-08-2023 66.4156 72.8882
11-08-2023 66.5048 72.982
10-08-2023 66.5319 73.0103
09-08-2023 66.7594 73.2585
08-08-2023 66.5164 72.9905
07-08-2023 66.2225 72.6666
04-08-2023 65.8364 72.2388
03-08-2023 65.581 71.9572
02-08-2023 65.6954 72.0813
01-08-2023 66.763 73.2514
31-07-2023 66.938 73.4419
28-07-2023 65.9579 72.3624
27-07-2023 65.8141 72.2033
26-07-2023 65.5341 71.8948
25-07-2023 65.1299 71.4499
24-07-2023 64.6953 70.9719
21-07-2023 64.4891 70.7415
20-07-2023 64.6264 70.8908
19-07-2023 64.4871 70.7367
18-07-2023 64.0848 70.2941
17-07-2023 64.2394 70.4623
14-07-2023 63.7636 69.9364
13-07-2023 63.1374 69.2483
12-07-2023 63.3668 69.4986
11-07-2023 63.2379 69.3558
10-07-2023 62.7142 68.7801
07-07-2023 63.002 69.0919
06-07-2023 63.2848 69.4007
05-07-2023 62.9806 69.0657
04-07-2023 62.7409 68.8015
03-07-2023 62.6676 68.7198
30-06-2023 62.2285 68.2344
28-06-2023 61.6248 67.5699
27-06-2023 61.4047 67.3273
26-06-2023 60.6941 66.5469
23-06-2023 60.3118 66.1239
22-06-2023 60.9494 66.8217
21-06-2023 61.662 67.6016
20-06-2023 61.5511 67.4787
19-06-2023 61.0274 66.9033
16-06-2023 60.9881 66.8565
15-06-2023 60.6712 66.5077
14-06-2023 60.9433 66.8048
13-06-2023 60.751 66.5927
12-06-2023 60.2399 66.0312
09-06-2023 59.8698 65.6217
08-06-2023 59.8015 65.5457
07-06-2023 60.1213 65.8948
06-06-2023 59.5572 65.2754
05-06-2023 59.3231 65.0175
02-06-2023 59.164 64.8395
01-06-2023 58.8916 64.5397
31-05-2023 58.6866 64.3138
30-05-2023 58.4333 64.035
29-05-2023 57.9747 63.5312
26-05-2023 57.8787 63.4224
25-05-2023 57.5115 63.0188
24-05-2023 57.3403 62.83
23-05-2023 57.2299 62.7078
22-05-2023 57.2745 62.7555
19-05-2023 56.9583 62.4055
18-05-2023 56.9043 62.3451
17-05-2023 57.1115 62.5709
16-05-2023 57.0802 62.5355
15-05-2023 56.9091 62.3468
12-05-2023 56.543 61.9422
11-05-2023 56.739 62.1558
10-05-2023 56.6261 62.0309
09-05-2023 56.3611 61.7394
08-05-2023 56.5783 61.9762
05-05-2023 56.03 61.372
04-05-2023 56.5169 61.9041
03-05-2023 56.1438 61.4944
02-05-2023 56.0654 61.4066
28-04-2023 55.5564 60.8445
27-04-2023 55.0622 60.3021
26-04-2023 54.8967 60.1197
25-04-2023 54.8496 60.0677
24-04-2023 54.8726 60.0917
21-04-2023 54.3982 59.5687
20-04-2023 54.6413 59.8338
19-04-2023 54.4889 59.6657

Fund Launch Date: 25/Mar/1997
Fund Category: Value Fund
Investment Objective: JM Value Fund is an open-ended diversified equity scheme which aims to provide long term capital growth by investing primarily in a well-diversified portfolio of undervalued securities.
Fund Description: Open Ended Equity Value Fund
Fund Benchmark: S&P BSE 200 Total Return Index Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.