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Momentum + QualityParent: Nifty 500

Nifty500 Multicap Momentum Quality 50

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

Compare with Nifty 500Backtest Hero?

Launch date: 04-09-2024. 90.0% 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

Nifty500 Multicap Momentum Quality 50 and Nifty 500 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR
19.9%BT
Nifty 500: 13.6%
Annualized volatility
19.0%BT
Nifty 500: 20.1%
Max drawdown
-60.1%BT
Nifty 500: -63.7%
Sharpe
0.81BT
Nifty 500: 0.50
Sortino
1.11BT
Nifty 500: 0.69
Median rolling 5Y CAGR
22.1%BT
Nifty 500: 13.4%

Drawdown and recovery

Full history of Nifty500 Multicap Momentum Quality 50, 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
-21.5%
High on 15-07-2024
Gain needed to recover
27.5%
From the latest close back to the high
Time below high
2y 3m
Since the last high
Worst decline
-60.1%
02-01-2008 to 27-10-2008; recovered 13-07-2010 (2y 6m after the high)BT
Longest time below a high
2y 6m
02-01-2008 to 13-07-2010BT
Time spent below a high
87.3%
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 year22.9%20.0%-57.2%125.1%5,094
3 years2.4%19.5%-10.6%43.5%4,580
5 years0.0%22.1%4.3%34.2%4,106
7 years0.0%20.6%10.9%34.1%3,606
10 years0.0%20.7%14.9%27.7%2,862

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

Versus Nifty 500

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
103.2%
Average of 162 months Nifty 500 rose
Downside capture
79.3%
Average of 96 months Nifty 500 fell; lower is better
Months ahead
58.9%
Beat Nifty 500 in this share of 258 months
Longest stretch behind
4y
Relative wealth below its high, 05-04-2006 to 15-04-2010

Now 18.3% behind its best point relative to Nifty 500, for 2y 4m. Relative wealth was below an earlier peak on 93.3% of shared trading days.

Backtest Hero? · vs its own history

04-09-2024 – 28-10-2026 · 2 years 1 month 24 days. Compared with 4,282 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 500: -6.8 pp.
Open full analysis
CAGR
-10.0%
Historical percentile 2.3median 19.1%
Volatility
18.6%
Historical percentile 64.2median 16.0%
Max drawdown
-29.1%
Historical percentile 32.3median -23.7%
Sharpe
-0.75
Historical percentile 0.1median 0.86

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 5,025 vs 1,554 in Nifty 500. 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

Nifty500 Multicap Momentum Quality 50 vs Nifty 500; 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.
YearNifty500 Multicap Momentum Quality 50Nifty 500Difference
2026 (YTD)-5.6%-8.2%
+2.6 pp
2025-7.8%+7.8%
-15.5 pp
2024+21.4%+16.2%
+5.2 pp
2023+57.9%+26.9%
+31.0 pp
2022-14.2%+4.2%
-18.4 pp
2021+61.8%+31.6%
+30.2 pp
2020+29.7%+17.9%
+11.8 pp
2019+9.1%+9.0%
+0.1 pp
2018-4.3%-2.1%
-2.2 pp
2017+58.8%+37.7%
+21.2 pp
2016-3.9%+5.1%
-9.0 pp
2015+13.3%+0.2%
+13.1 pp
2014+64.6%+39.3%
+25.3 pp
2013+27.9%+4.8%
+23.0 pp
2012+37.9%+33.5%
+4.4 pp
2011-17.0%-26.4%
+9.4 pp
2010+30.6%+15.3%
+15.3 pp
2009+97.3%+91.0%
+6.3 pp
2008-55.1%-56.5%
+1.4 pp
2007+65.0%+64.6%
+0.4 pp
2006+29.4%+36.2%
-6.7 pp
2005 (partial)+55.8%+38.5%
+17.4 pp