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ValueParent: Nifty 50

Nifty50 Value 20

Total Return Index · Available history 01-01-2009 to 28-10-2026 · 4,416 observations

Compare with Nifty 50Backtest Hero?

Launch date: 28-03-2014. 29.5% 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

Nifty50 Value 20 and Nifty 50 on the same 4,416 observed dates, 01-01-2009 – 28-10-2026.

CAGR
16.7%BT
Nifty 50: 13.3%
Annualized volatility
17.7%BT
Nifty 50: 17.9%
Max drawdown
-29.4%BT
Nifty 50: -38.3%
Sharpe
0.70BT
Nifty 50: 0.53
Sortino
1.03BT
Nifty 50: 0.76
Median rolling 5Y CAGR
15.7%BT
Nifty 50: 13.2%

Drawdown and recovery

Full history of Nifty50 Value 20, 01-01-2009 – 28-10-2026. A drawdown is the fall from the highest close before it.

BT = Backtested history by NSE— = not enough history

Current drawdown
-20.5%
High on 26-09-2024
Gain needed to recover
25.8%
From the latest close back to the high
Time below high
2y 1m
Since the last high
Worst decline
-29.4%
26-04-2019 to 23-03-2020; recovered 28-07-2020 (1y 3m after the high)
Longest time below a high
2y 2m
05-11-2010 to 02-01-2013BT
Time spent below a high
89.7%
4 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 year20.1%14.1%-26.5%145.7%4,169
3 years0.0%15.3%1.6%41.3%3,658
5 years0.0%15.7%2.8%30.3%3,168
7 years0.0%15.1%8.3%23.6%2,678
10 years0.0%15.7%8.4%22.1%1,937

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

Versus Nifty 50

On the shared dates 01-01-2009 – 28-10-2026, using month-end returns for capture.

BT = Backtested history by NSE— = not enough history

Upside capture
99.6%
Average of 125 months Nifty 50 rose
Downside capture
81.7%
Average of 88 months Nifty 50 fell; lower is better
Months ahead
54.9%
Beat Nifty 50 in this share of 213 months
Longest stretch behind
4y 2m
Relative wealth below its high, 06-06-2014 to 09-08-2018

Now 13.1% behind its best point relative to Nifty 50, for 1y 11m. Relative wealth was below an earlier peak on 95.4% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 61 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 50: +0.6 pp.
Open full analysis
CAGR
6.8%
Historical percentile 0.0median 26.6%
Volatility
13.9%
Historical percentile 0.0median 21.7%
Max drawdown
-22.1%
Historical percentile 100.0median -24.2%
Sharpe
0.20
Historical percentile 0.0median 0.98

Growth of 100

On 4,416 shared dates from 01-01-2009: 100 became 1,578 vs 926 in Nifty 50. Shaded: backtested history before launch.

Drawdown

Percentage decline from the previous peak.

Rolling 3Y CAGR

Calendar-anniversary rolling annualized return. Shared input history starts 01-01-2009; the first plotted rolling-return observation is 07-01-2012, after a complete 3Y-year window.

Rolling 1-year volatility

Up to 252 daily observations, minimum 126, annualized. First plotted observation: 17-07-2009.

Calendar-year returns

Nifty50 Value 20 vs Nifty 50; 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.
YearNifty50 Value 20Nifty 50Difference
2026 (YTD)-14.8%-12.3%
-2.5 pp
2025+0.9%+11.9%
-10.9 pp
2024+17.9%+10.1%
+7.8 pp
2023+29.8%+21.3%
+8.5 pp
2022+1.6%+5.7%
-4.0 pp
2021+37.3%+25.6%
+11.8 pp
2020+28.5%+16.1%
+12.3 pp
2019+8.7%+13.5%
-4.8 pp
2018+10.5%+4.6%
+5.8 pp
2017+31.8%+30.3%
+1.6 pp
2016+4.0%+4.4%
-0.4 pp
2015-5.7%-3.0%
-2.7 pp
2014+34.7%+32.9%
+1.8 pp
2013+14.2%+8.1%
+6.1 pp
2012+27.1%+29.4%
-2.3 pp
2011-20.9%-23.8%
+2.9 pp
2010+31.2%+19.2%
+12.0 pp
2009 (partial)+112.3%+73.2%
+39.1 pp