Nifty100 Alpha 30

Total Return Index · Available history 01-04-2005 to 28-10-2026 · 5,351 observations

Launch date: 28-06-2019. 66.0% of this index's trading days are NSE's pre-launch backtest (marked BT, shaded on the charts). Backtests can benefit from hindsight; post-launch index returns are still not fund returns. Source: Curated catalog launch_date (not independently reverified).

BT = Backtested history by NSE— = not enough history

Nifty100 Alpha 30 and Nifty 100 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR: 15.2%BT; Nifty 100: 13.4%
Annualized volatility: 22.0%BT; Nifty 100: 20.6%
Max drawdown: -72.8%BT; Nifty 100: -61.1%
Sharpe: 0.54BT; Nifty 100: 0.49
Sortino: 0.74BT; Nifty 100: 0.69
Median rolling 5Y CAGR: 16.4%BT; Nifty 100: 13.3%

Drawdown and recovery

Full history of Nifty100 Alpha 30, 01-04-2005 – 28-10-2026. A drawdown is the fall from the highest close before it.

BT = Backtested history by NSE— = not enough history

Current drawdown

-22.0%

High on 27-09-2024

Gain needed to recover

28.2%

From the latest close back to the high

Time below high

2y 1m

Since the last high

Worst decline

-72.8%

04-01-2008 to 27-10-2008; recovered 31-10-2014 (6y 10m after the high)BT

Longest time below a high

6y 10m

04-01-2008 to 31-10-2014BT

Time spent below a high

91.2%

7 declines of 20% or more

Outcomes by holding period

Every rolling window in the full history, ending on each trading day. Windows overlap, so this describes the past rather than predicting the future.

BT = Backtested history by NSE— = not enough history

Held for	Lost money	Median CAGR	Worst CAGR	Best CAGR	Windows
1 year	22.6%	15.7%	-69.2%	104.3%	5,094
3 years	10.8%	16.6%	-16.0%	49.4%	4,580
5 years	3.1%	16.4%	-6.1%	27.1%	4,106
7 years	0.0%	16.8%	0.5%	24.2%	3,606
10 years	0.0%	16.4%	6.8%	22.2%	2,862

Lost money: share of windows with a negative annualized return.

Versus Nifty 100

On the shared dates 01-04-2005 – 28-10-2026, using month-end returns for capture.

BT = Backtested history by NSE— = not enough history

Upside capture

104.5%

Average of 159 months Nifty 100 rose

Downside capture

97.6%

Average of 99 months Nifty 100 fell; lower is better

Months ahead

52.3%

Beat Nifty 100 in this share of 258 months

Longest stretch behind

12y 1m

Relative wealth below its high, 04-01-2008 to 14-02-2020

Now 17.7% behind its best point relative to Nifty 100, for 2y 5m. Relative wealth was below an earlier peak on 98.0% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 2,294 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 100: +0.2 pp.

Open full analysis

CAGR

6.9%

Historical percentile 23.2median 16.5%

Volatility

19.3%

Historical percentile 60.6median 16.3%

Max drawdown

-28.5%

Historical percentile 38.7median -21.0%

Sharpe

0.20

Historical percentile 21.9median 0.72

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 2,123 vs 1,521 in Nifty 100. Shaded: backtested history before launch.

Drawdown

Percentage decline from the previous peak.

Rolling 3Y CAGR

Calendar-anniversary rolling annualized return. Shared input history starts 01-04-2005; the first plotted rolling-return observation is 04-04-2008, after a complete 3Y-year window.

Rolling 1-year volatility

Up to 252 daily observations, minimum 126, annualized. First plotted observation: 30-09-2005.

Calendar-year returns

Nifty100 Alpha 30 vs Nifty 100; the difference is in percentage points (pp). Incomplete historical years are labeled (partial); the ongoing year is labeled (YTD). Hover a year for its actual dates.

Year	Nifty100 Alpha 30	Nifty 100	Difference
2026 (YTD)	-8.4%	-10.6%	+2.1 pp
2025	-1.2%	+10.2%	-11.4 pp
2024	+25.8%	+13.0%	+12.8 pp
2023	+19.5%	+21.2%	-1.7 pp
2022	-1.2%	+4.9%	-6.1 pp
2021	+41.1%	+26.4%	+14.7 pp
2020	+23.7%	+16.1%	+7.6 pp
2019	+10.4%	+11.8%	-1.5 pp
2018	+0.7%	+2.6%	-1.9 pp
2017	+51.4%	+32.9%	+18.5 pp
2016	+5.5%	+5.0%	+0.4 pp
2015	+15.8%	-1.3%	+17.1 pp
2014	+32.5%	+34.9%	-2.4 pp
2013	+9.6%	+7.9%	+1.7 pp
2012	+34.4%	+32.5%	+1.9 pp
2011	-13.4%	-24.9%	+11.6 pp
2010	+22.3%	+19.3%	+3.1 pp
2009	+61.6%	+84.9%	-23.2 pp
2008	-67.2%	-53.1%	-14.1 pp
2007	+85.9%	+59.5%	+26.4 pp
2006	+53.2%	+40.2%	+13.0 pp
2005 (partial)	+41.0%	+38.1%	+2.9 pp