Momentum + Quality + Value + Low VolatilityParent: Nifty 500

Nifty500 Multifactor MQVLv 50

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

Launch date: 06-02-2025. 92.1% 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 Multifactor MQVLv 50 and Nifty 500 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR: 18.9%BT; Nifty 500: 13.6%
Annualized volatility: 17.2%BT; Nifty 500: 20.1%
Max drawdown: -53.9%BT; Nifty 500: -63.7%
Sharpe: 0.82BT; Nifty 500: 0.50
Sortino: 1.13BT; Nifty 500: 0.69
Median rolling 5Y CAGR: 19.0%BT; Nifty 500: 13.4%

Drawdown and recovery

Full history of Nifty500 Multifactor MQVLv 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

-15.7%

High on 31-07-2024

Gain needed to recover

18.6%

From the latest close back to the high

Time below high

2y 3m

Since the last high

Worst decline

-53.9%

04-01-2008 to 27-10-2008; recovered 11-11-2009 (1y 10m after the high)BT

Longest time below a high

2y 3m

31-07-2024 to still belowBT

Time spent below a high

85.8%

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 for	Lost money	Median CAGR	Worst CAGR	Best CAGR	Windows
1 year	17.8%	16.8%	-48.5%	133.9%	5,094
3 years	1.9%	19.9%	-4.6%	43.0%	4,580
5 years	0.0%	19.0%	1.7%	32.8%	4,106
7 years	0.0%	18.3%	11.1%	32.2%	3,606
10 years	0.0%	18.3%	11.6%	25.7%	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

98.4%

Average of 162 months Nifty 500 rose

Downside capture

77.5%

Average of 96 months Nifty 500 fell; lower is better

Months ahead

56.2%

Beat Nifty 500 in this share of 258 months

Longest stretch behind

4y 1m

Relative wealth below its high, 11-02-2016 to 18-03-2020

Now 11.6% behind its best point relative to Nifty 500, for 2y 3m. Relative wealth was below an earlier peak on 94.5% of shared trading days.

Backtest Hero? · vs its own history

06-02-2025 – 28-10-2026 · 1 year 8 months 22 days. Compared with 4,490 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 500: -1.4 pp.

Open full analysis

CAGR

-0.2%

Historical percentile 8.7median 18.4%

Volatility

14.5%

Historical percentile 52.7median 14.4%

Max drawdown

-13.4%

Historical percentile 67.3median -17.0%

Sharpe

-0.28

Historical percentile 7.2median 0.91

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 4,175 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 Multifactor MQVLv 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.

Year	Nifty500 Multifactor MQVLv 50	Nifty 500	Difference
2026 (YTD)	-9.9%	-8.2%	-1.7 pp
2025	+5.4%	+7.8%	-2.4 pp
2024	+18.8%	+16.2%	+2.6 pp
2023	+55.0%	+26.9%	+28.1 pp
2022	+1.8%	+4.2%	-2.4 pp
2021	+38.4%	+31.6%	+6.8 pp
2020	+22.3%	+17.9%	+4.4 pp
2019	+3.6%	+9.0%	-5.4 pp
2018	-5.4%	-2.1%	-3.3 pp
2017	+42.1%	+37.7%	+4.5 pp
2016	+2.3%	+5.1%	-2.8 pp
2015	+12.6%	+0.2%	+12.4 pp
2014	+50.1%	+39.3%	+10.8 pp
2013	+13.5%	+4.8%	+8.7 pp
2012	+38.7%	+33.5%	+5.2 pp
2011	-17.0%	-26.4%	+9.4 pp
2010	+36.4%	+15.3%	+21.2 pp
2009	+107.5%	+91.0%	+16.5 pp
2008	-46.6%	-56.5%	+10.0 pp
2007	+54.7%	+64.6%	-9.9 pp
2006	+27.9%	+36.2%	-8.3 pp
2005 (partial)	+47.0%	+38.5%	+8.6 pp