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Alpha + Quality + Value + Low VolatilityParent: Nifty 100

Nifty Alpha Quality Value 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: 03-07-2017. 56.8% 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 Value Low-Volatility 30 and Nifty 100 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR
16.7%BT
Nifty 100: 13.4%
Annualized volatility
16.9%BT
Nifty 100: 20.6%
Max drawdown
-53.7%BT
Nifty 100: -61.1%
Sharpe
0.73BT
Nifty 100: 0.49
Sortino
1.01BT
Nifty 100: 0.69
Median rolling 5Y CAGR
17.2%BT
Nifty 100: 13.3%

Drawdown and recovery

Full history of Nifty Alpha Quality Value 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
-16.1%
High on 27-09-2024
Gain needed to recover
19.2%
From the latest close back to the high
Time below high
2y 1m
Since the last high
Worst decline
-53.7%
02-01-2008 to 27-10-2008; recovered 08-12-2009 (1y 11m after the high)BT
Longest time below a high
2y 1m
27-09-2024 to still below
Time spent below a high
86.6%
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 year14.2%15.8%-49.4%116.3%5,094
3 years2.7%16.9%-7.6%39.5%4,580
5 years0.0%17.2%3.1%31.2%4,106
7 years0.0%16.5%10.5%28.6%3,606
10 years0.0%16.7%10.7%23.3%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
87.7%
Average of 159 months Nifty 100 rose
Downside capture
67.2%
Average of 99 months Nifty 100 fell; lower is better
Months ahead
58.1%
Beat Nifty 100 in this share of 258 months
Longest stretch behind
5y 1m
Relative wealth below its high, 27-04-2005 to 08-06-2010

Now 8.1% 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 1,802 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 100: +6.4 pp.
Open full analysis
CAGR
13.1%
Historical percentile 15.6median 17.7%
Volatility
13.7%
Historical percentile 42.8median 15.9%
Max drawdown
-20.9%
Historical percentile 49.2median -17.5%
Sharpe
0.63
Historical percentile 32.3median 0.78

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 2,819 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 Value 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 Value Low-Volatility 30Nifty 100Difference
2026 (YTD)-12.1%-10.6%
-1.6 pp
2025+7.0%+10.2%
-3.3 pp
2024+21.8%+13.0%
+8.8 pp
2023+50.7%+21.2%
+29.5 pp
2022+5.6%+4.9%
+0.6 pp
2021+25.9%+26.4%
-0.6 pp
2020+25.6%+16.1%
+9.5 pp
2019+4.1%+11.8%
-7.8 pp
2018+2.7%+2.6%
+0.1 pp
2017+34.0%+32.9%
+1.2 pp
2016+6.1%+5.0%
+1.1 pp
2015+10.8%-1.3%
+12.1 pp
2014+36.9%+34.9%
+2.0 pp
2013+14.0%+7.9%
+6.1 pp
2012+31.0%+32.5%
-1.5 pp
2011-12.6%-24.9%
+12.3 pp
2010+32.8%+19.3%
+13.5 pp
2009+96.0%+84.9%
+11.1 pp
2008-47.9%-53.1%
+5.2 pp
2007+40.3%+59.5%
-19.2 pp
2006+25.4%+40.2%
-14.9 pp
2005 (partial)+36.5%+38.1%
-1.6 pp