Low VolatilityParent: Nifty 100

Nifty100 Low Volatility 30

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

Launch date: 08-07-2016. 52.3% 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 Low Volatility 30 and Nifty 100 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR: 16.4%BT; Nifty 100: 13.4%
Annualized volatility: 16.8%BT; Nifty 100: 20.6%
Max drawdown: -48.7%BT; Nifty 100: -61.1%
Sharpe: 0.71BT; Nifty 100: 0.49
Sortino: 1.00BT; Nifty 100: 0.69
Median rolling 5Y CAGR: 15.8%BT; Nifty 100: 13.3%

Drawdown and recovery

Full history of Nifty100 Low Volatility 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

-11.9%

High on 27-09-2024

Gain needed to recover

13.5%

From the latest close back to the high

Time below high

2y 1m

Since the last high

Worst decline

-48.7%

02-01-2008 to 27-10-2008; recovered 22-09-2009 (1y 9m after the high)BT

Longest time below a high

2y 1m

27-09-2024 to still below

Time spent below a high

86.5%

3 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	12.1%	14.3%	-44.7%	110.4%	5,094
3 years	1.0%	15.5%	-3.9%	38.6%	4,580
5 years	0.0%	15.8%	2.2%	28.2%	4,106
7 years	0.0%	15.0%	8.9%	25.9%	3,606
10 years	0.0%	15.1%	9.4%	22.8%	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

89.4%

Average of 159 months Nifty 100 rose

Downside capture

72.1%

Average of 99 months Nifty 100 fell; lower is better

Months ahead

53.9%

Beat Nifty 100 in this share of 258 months

Longest stretch behind

6y 6m

Relative wealth below its high, 15-04-2020 to still behind

Now 3.0% behind its best point relative to Nifty 100, for 6y 6m. Relative wealth was below an earlier peak on 96.8% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 1,559 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 100: +1.8 pp.

Open full analysis

CAGR

8.6%

Historical percentile 0.0median 15.7%

Volatility

12.0%

Historical percentile 0.0median 19.2%

Max drawdown

-18.1%

Historical percentile 57.2median -41.6%

Sharpe

0.35

Historical percentile 1.7median 0.68

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 2,633 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 Low Volatility 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 Low Volatility 30	Nifty 100	Difference
2026 (YTD)	-10.8%	-10.6%	-0.2 pp
2025	+11.5%	+10.2%	+1.2 pp
2024	+12.4%	+13.0%	-0.6 pp
2023	+31.9%	+21.2%	+10.6 pp
2022	+2.0%	+4.9%	-2.9 pp
2021	+24.2%	+26.4%	-2.2 pp
2020	+24.3%	+16.1%	+8.2 pp
2019	+5.2%	+11.8%	-6.6 pp
2018	+7.4%	+2.6%	+4.8 pp
2017	+30.3%	+32.9%	-2.6 pp
2016	+3.1%	+5.0%	-1.9 pp
2015	+9.8%	-1.3%	+11.1 pp
2014	+36.8%	+34.9%	+1.9 pp
2013	+6.6%	+7.9%	-1.3 pp
2012	+32.1%	+32.5%	-0.5 pp
2011	-12.0%	-24.9%	+13.0 pp
2010	+25.5%	+19.3%	+6.2 pp
2009	+92.9%	+84.9%	+8.0 pp
2008	-42.3%	-53.1%	+10.7 pp
2007	+31.5%	+59.5%	-27.9 pp
2006	+43.3%	+40.2%	+3.1 pp
2005 (partial)	+52.6%	+38.1%	+14.5 pp