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Alpha + Quality + Low VolatilityParent: Nifty 100

Nifty Alpha Quality Low-Volatility 30

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

Compare with Nifty 100Backtest Hero?

Launch date: 10-07-2017. 56.9% 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 Quality Low-Volatility 30 and Nifty 100 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR
16.9%BT
Nifty 100: 13.4%
Annualized volatility
16.7%BT
Nifty 100: 20.6%
Max drawdown
-49.0%BT
Nifty 100: -61.1%
Sharpe
0.74BT
Nifty 100: 0.49
Sortino
1.03BT
Nifty 100: 0.69
Median rolling 5Y CAGR
17.7%BT
Nifty 100: 13.3%

Drawdown and recovery

Full history of Nifty Alpha Quality Low-Volatility 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
-16.5%
High on 27-09-2024
Gain needed to recover
19.7%
From the latest close back to the high
Time below high
2y 1m
Since the last high
Worst decline
-49.0%
07-01-2008 to 27-10-2008; recovered 04-01-2010 (2y after the high)BT
Longest time below a high
2y 1m
27-09-2024 to still below
Time spent below a high
86.5%
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 year16.1%15.9%-47.2%99.9%5,094
3 years1.7%16.4%-5.9%35.7%4,580
5 years0.0%17.7%3.1%28.6%4,106
7 years0.0%16.7%11.5%28.3%3,606
10 years0.0%16.9%12.2%23.5%2,862

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

Versus Nifty 100

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
87.9%
Average of 159 months Nifty 100 rose
Downside capture
67.4%
Average of 99 months Nifty 100 fell; lower is better
Months ahead
57.4%
Beat Nifty 100 in this share of 258 months
Longest stretch behind
3y 10m
Relative wealth below its high, 15-04-2020 to 14-02-2024

Now 7.6% behind its best point relative to Nifty 100, for 2y 2m. Relative wealth was below an earlier peak on 96.6% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 1,807 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 100: +2.6 pp.
Open full analysis
CAGR
9.3%
Historical percentile 0.4median 19.1%
Volatility
13.2%
Historical percentile 42.9median 15.2%
Max drawdown
-24.1%
Historical percentile 48.8median -16.7%
Sharpe
0.38
Historical percentile 8.9median 0.97

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 2,888 vs 1,521 in Nifty 100. 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

Nifty Alpha Quality Low-Volatility 30 vs Nifty 100; 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 Quality Low-Volatility 30Nifty 100Difference
2026 (YTD)-6.5%-10.6%
+4.0 pp
2025+2.0%+10.2%
-8.2 pp
2024+19.7%+13.0%
+6.8 pp
2023+39.4%+21.2%
+18.1 pp
2022-4.6%+4.9%
-9.5 pp
2021+26.7%+26.4%
+0.2 pp
2020+25.3%+16.1%
+9.2 pp
2019+3.9%+11.8%
-7.9 pp
2018+4.0%+2.6%
+1.4 pp
2017+35.7%+32.9%
+2.8 pp
2016+6.2%+5.0%
+1.2 pp
2015+11.3%-1.3%
+12.6 pp
2014+43.0%+34.9%
+8.2 pp
2013+15.1%+7.9%
+7.2 pp
2012+35.7%+32.5%
+3.2 pp
2011-10.4%-24.9%
+14.5 pp
2010+29.2%+19.3%
+9.9 pp
2009+76.2%+84.9%
-8.7 pp
2008-43.1%-53.1%
+10.0 pp
2007+37.6%+59.5%
-21.9 pp
2006+33.4%+40.2%
-6.9 pp
2005 (partial)+45.5%+38.1%
+7.3 pp