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MomentumParent: Nifty 200

Nifty200 Momentum 30

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

Compare with Nifty 200Backtest Hero?

Launch date: 25-08-2020. 71.4% 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: NSE Indices dated launch press release. Press release.

BT = Backtested history by NSE— = not enough history

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

CAGR
18.0%BT
Nifty 200: 13.4%
Annualized volatility
22.3%BT
Nifty 200: 20.4%
Max drawdown
-67.7%BT
Nifty 200: -63.7%
Sharpe
0.65BT
Nifty 200: 0.49
Sortino
0.90BT
Nifty 200: 0.68
Median rolling 5Y CAGR
19.6%BT
Nifty 200: 13.3%

Drawdown and recovery

Full history of Nifty200 Momentum 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
-24.2%
High on 27-09-2024
Gain needed to recover
32.0%
From the latest close back to the high
Time below high
2y 1m
Since the last high
Worst decline
-67.7%
07-01-2008 to 27-10-2008; recovered 21-10-2013 (5y 9m after the high)BT
Longest time below a high
5y 9m
07-01-2008 to 21-10-2013BT
Time spent below a high
89.8%
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 year22.3%17.9%-63.0%114.4%5,094
3 years2.8%18.8%-10.1%49.0%4,580
5 years0.9%19.6%-2.0%30.9%4,106
7 years0.0%19.0%5.9%27.3%3,606
10 years0.0%18.7%11.1%24.8%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
108.5%
Average of 159 months Nifty 200 rose
Downside capture
93.2%
Average of 99 months Nifty 200 fell; lower is better
Months ahead
57.0%
Beat Nifty 200 in this share of 258 months
Longest stretch behind
5y 5m
Relative wealth below its high, 04-12-2007 to 11-05-2013

Now 19.9% behind its best point relative to Nifty 200, for 2y 4m. Relative wealth was below an earlier peak on 94.9% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 2,580 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 200: 0.0 pp.
Open full analysis
CAGR
7.9%
Historical percentile 11.9median 19.1%
Volatility
19.4%
Historical percentile 61.7median 17.0%
Max drawdown
-31.6%
Historical percentile 38.2median -25.2%
Sharpe
0.24
Historical percentile 11.8median 0.78

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 3,586 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 Momentum 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 Momentum 30Nifty 200Difference
2026 (YTD)-7.9%-9.5%
+1.6 pp
2025-4.6%+9.6%
-14.1 pp
2024+21.3%+14.7%
+6.6 pp
2023+41.7%+24.7%
+17.0 pp
2022-5.4%+4.9%
-10.4 pp
2021+53.8%+28.9%
+24.9 pp
2020+20.0%+16.8%
+3.1 pp
2019+10.6%+10.0%
+0.5 pp
2018-1.7%+0.3%
-2.0 pp
2017+57.5%+35.2%
+22.2 pp
2016+9.6%+5.1%
+4.5 pp
2015+10.8%-0.8%
+11.6 pp
2014+49.6%+37.3%
+12.3 pp
2013+12.9%+5.9%
+7.0 pp
2012+38.8%+33.6%
+5.2 pp
2011-16.1%-26.1%
+10.0 pp
2010+19.8%+15.6%
+4.1 pp
2009+69.3%+88.8%
-19.5 pp
2008-60.0%-56.1%
-4.0 pp
2007+100.8%+65.6%
+35.3 pp
2006+44.2%+36.7%
+7.4 pp
2005 (partial)+41.8%+37.8%
+4.0 pp