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AlphaParent: Nifty 500

Nifty Alpha 50

Total Return Index · Available history 31-12-2003 to 28-10-2026 · 5,667 observations

Compare with Nifty 500Backtest Hero?

Launch date: 19-11-2012. 39.1% 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

Nifty Alpha 50 and Nifty 500 on the same 5,667 observed dates, 31-12-2003 – 28-10-2026.

CAGR
20.0%BT
Nifty 500: 13.7%
Annualized volatility
24.8%BT
Nifty 500: 20.6%
Max drawdown
-78.9%BT
Nifty 500: -63.7%
Sharpe
0.68BT
Nifty 500: 0.50
Sortino
0.90BT
Nifty 500: 0.69
Median rolling 5Y CAGR
19.9%BT
Nifty 500: 13.7%

Drawdown and recovery

Full history of Nifty Alpha 50, 31-12-2003 – 28-10-2026. A drawdown is the fall from the highest close before it.

BT = Backtested history by NSE— = not enough history

Current drawdown
-13.8%
High on 24-09-2024
Gain needed to recover
16.0%
From the latest close back to the high
Time below high
2y 1m
Since the last high
Worst decline
-78.9%
07-01-2008 to 09-03-2009; recovered 19-08-2014 (6y 7m after the high)BT
Longest time below a high
6y 7m
07-01-2008 to 19-08-2014BT
Time spent below a high
90.0%
8 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 year24.6%19.2%-75.1%156.9%5,407
3 years10.0%20.6%-18.6%76.7%4,885
5 years4.4%19.9%-6.9%40.4%4,410
7 years0.0%20.0%2.5%30.6%3,918
10 years0.0%19.9%7.9%28.1%3,169

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

Versus Nifty 500

On the shared dates 31-12-2003 – 28-10-2026, using month-end returns for capture.

BT = Backtested history by NSE— = not enough history

Upside capture
127.4%
Average of 172 months Nifty 500 rose
Downside capture
112.9%
Average of 102 months Nifty 500 fell; lower is better
Months ahead
58.0%
Beat Nifty 500 in this share of 274 months
Longest stretch behind
7y 7m
Relative wealth below its high, 01-01-2008 to 04-08-2015

Now 7.3% behind its best point relative to Nifty 500, for 2y 4m. Relative wealth was below an earlier peak on 95.3% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 965 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 500: +3.0 pp.
Open full analysis
CAGR
11.5%
Historical percentile 45.5median 12.6%
Volatility
21.8%
Historical percentile 0.0median 35.0%
Max drawdown
-32.8%
Historical percentile 100.0median -78.9%
Sharpe
0.39
Historical percentile 51.2median 0.38

Growth of 100

On 5,667 shared dates from 31-12-2003: 100 became 6,430 vs 1,886 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 31-12-2003; the first plotted rolling-return observation is 05-01-2007, after a complete 3Y-year window.

Rolling 1-year volatility

Up to 252 daily observations, minimum 126, annualized. First plotted observation: 02-07-2004.

Calendar-year returns

Nifty Alpha 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.
YearNifty Alpha 50Nifty 500Difference
2026 (YTD)+5.0%-8.2%
+13.2 pp
2025-10.2%+7.8%
-17.9 pp
2024+33.9%+16.2%
+17.6 pp
2023+43.6%+26.9%
+16.7 pp
2022-13.5%+4.2%
-17.7 pp
2021+75.4%+31.6%
+43.8 pp
2020+52.7%+17.9%
+34.8 pp
2019+7.8%+9.0%
-1.1 pp
2018-13.6%-2.1%
-11.4 pp
2017+69.8%+37.7%
+32.1 pp
2016-9.1%+5.1%
-14.2 pp
2015+15.3%+0.2%
+15.1 pp
2014+69.3%+39.3%
+30.0 pp
2013+3.6%+4.8%
-1.3 pp
2012+52.5%+33.5%
+19.0 pp
2011-20.7%-26.4%
+5.7 pp
2010+18.1%+15.3%
+2.8 pp
2009+88.0%+91.0%
-3.0 pp
2008-73.5%-56.5%
-17.0 pp
2007+100.9%+64.6%
+36.3 pp
2006+51.4%+36.2%
+15.3 pp
2005+69.6%+38.8%
+30.9 pp
2004+43.3%+21.1%
+22.3 pp