The Factor LabDeveloped by Neel
All indices
AlphaParent: Nifty 200

Nifty200 Alpha 30

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

Compare with Nifty 200Backtest Hero?

Launch date: 21-07-2022. 80.2% 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

Nifty200 Alpha 30 and Nifty 200 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR
17.3%BT
Nifty 200: 13.4%
Annualized volatility
24.2%BT
Nifty 200: 20.4%
Max drawdown
-75.3%BT
Nifty 200: -63.7%
Sharpe
0.59BT
Nifty 200: 0.49
Sortino
0.80BT
Nifty 200: 0.68
Median rolling 5Y CAGR
18.4%BT
Nifty 200: 13.3%

Drawdown and recovery

Full history of Nifty200 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
-15.2%
High on 30-08-2024
Gain needed to recover
17.9%
From the latest close back to the high
Time below high
2y 2m
Since the last high
Worst decline
-75.3%
07-01-2008 to 27-10-2008; recovered 08-09-2014 (6y 8m after the high)BT
Longest time below a high
6y 8m
07-01-2008 to 08-09-2014BT
Time spent below a high
90.3%
6 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 forLost moneyMedian CAGRWorst CAGRBest CAGRWindows
1 year23.8%17.8%-71.5%107.0%5,094
3 years10.8%19.9%-18.2%45.9%4,580
5 years5.6%18.4%-8.1%34.8%4,106
7 years0.0%19.7%0.5%26.7%3,606
10 years0.0%19.3%8.4%26.3%2,862

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

Versus Nifty 200

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
115.1%
Average of 159 months Nifty 200 rose
Downside capture
104.9%
Average of 99 months Nifty 200 fell; lower is better
Months ahead
57.4%
Beat Nifty 200 in this share of 258 months
Longest stretch behind
8y 10m
Relative wealth below its high, 13-12-2007 to 03-10-2016

Now 10.0% behind its best point relative to Nifty 200, for 2y 4m. Relative wealth was below an earlier peak on 96.6% of shared trading days.

Backtest Hero? · vs its own history

21-07-2022 – 28-10-2026 · 4 years 3 months 7 days. Compared with 3,235 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 200: +9.0 pp.
Open full analysis
CAGR
19.6%
Historical percentile 65.8median 16.1%
Volatility
20.0%
Historical percentile 53.7median 19.0%
Max drawdown
-29.7%
Historical percentile 45.2median -27.7%
Sharpe
0.77
Historical percentile 63.5median 0.65

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 3,108 vs 1,498 in Nifty 200. 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

Nifty200 Alpha 30 vs Nifty 200; 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.
YearNifty200 Alpha 30Nifty 200Difference
2026 (YTD)-0.9%-9.5%
+8.6 pp
2025-4.7%+9.6%
-14.3 pp
2024+27.6%+14.7%
+12.8 pp
2023+57.5%+24.7%
+32.8 pp
2022-8.8%+4.9%
-13.7 pp
2021+56.2%+28.9%
+27.3 pp
2020+23.1%+16.8%
+6.3 pp
2019+10.8%+10.0%
+0.8 pp
2018-7.5%+0.3%
-7.8 pp
2017+62.9%+35.2%
+27.7 pp
2016+9.3%+5.1%
+4.2 pp
2015+19.2%-0.8%
+20.0 pp
2014+40.4%+37.3%
+3.1 pp
2013+16.1%+5.9%
+10.2 pp
2012+36.4%+33.6%
+2.8 pp
2011-18.6%-26.1%
+7.5 pp
2010+12.7%+15.6%
-2.9 pp
2009+70.3%+88.8%
-18.5 pp
2008-68.2%-56.1%
-12.1 pp
2007+91.8%+65.6%
+26.2 pp
2006+43.9%+36.7%
+7.1 pp
2005 (partial)+40.9%+37.8%
+3.1 pp