The Factor LabDeveloped by Neel
All indices
SectoralBenchmark: Nifty 500

Nifty Commercial & Transport Services

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

Compare with Nifty 500Backtest Hero?

Launch date: 15-06-2026. 98.2% 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 Commercial & Transport Services and Nifty 500 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR
13.6%BT
Nifty 500: 13.6%
Annualized volatility
22.9%BT
Nifty 500: 20.1%
Max drawdown
-72.0%BT
Nifty 500: -63.7%
Sharpe
0.47BT
Nifty 500: 0.50
Sortino
0.64BT
Nifty 500: 0.69
Median rolling 5Y CAGR
12.6%BT
Nifty 500: 13.4%

Drawdown and recovery

Full history of Nifty Commercial & Transport Services, 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
-7.7%
High on 06-07-2026
Gain needed to recover
8.3%
From the latest close back to the high
Time below high
4m
Since the last high
Worst decline
-72.0%
04-01-2008 to 09-03-2009; recovered 07-07-2014 (6y 6m after the high)BT
Longest time below a high
6y 6m
04-01-2008 to 07-07-2014BT
Time spent below a high
93.2%
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 year34.5%8.1%-65.6%155.7%5,094
3 years19.7%13.6%-16.6%43.7%4,580
5 years13.0%12.6%-9.4%38.0%4,106
7 years0.0%11.4%0.3%22.8%3,606
10 years0.0%12.6%0.6%20.2%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
112.8%
Average of 162 months Nifty 500 rose
Downside capture
117.1%
Average of 96 months Nifty 500 fell; lower is better
Months ahead
50.8%
Beat Nifty 500 in this share of 258 months
Longest stretch behind
20y 11m
Relative wealth below its high, 07-12-2005 to still behind

Now 17.2% behind its best point relative to Nifty 500, for 20y 11m. Relative wealth was below an earlier peak on 99.3% of shared trading days.

Backtest Hero? · vs its own history

15-06-2026 – 28-10-2026 · 4 months 13 days. Compared with 5,162 equal-length periods from the pre-launch backtest.
Open full analysis
Total return
-1.5%
Historical percentile 36.5median 5.8%
Volatility
17.5%
Historical percentile 29.9median 19.8%
Max drawdown
-10.2%
Historical percentile 55.2median -11.4%

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 1,576 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

Nifty Commercial & Transport Services 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 Commercial & Transport ServicesNifty 500Difference
2026 (YTD)+0.7%-8.2%
+8.9 pp
2025+10.1%+7.8%
+2.3 pp
2024+17.1%+16.2%
+0.9 pp
2023+32.5%+26.9%
+5.6 pp
2022+2.2%+4.2%
-2.1 pp
2021+70.0%+31.6%
+38.4 pp
2020+8.8%+17.9%
-9.1 pp
2019-4.1%+9.0%
-13.1 pp
2018-12.8%-2.1%
-10.7 pp
2017+50.4%+37.7%
+12.7 pp
2016-10.1%+5.1%
-15.2 pp
2015+0.7%+0.2%
+0.5 pp
2014+84.3%+39.3%
+45.0 pp
2013+5.3%+4.8%
+0.5 pp
2012+15.1%+33.5%
-18.3 pp
2011-35.4%-26.4%
-9.0 pp
2010+21.3%+15.3%
+6.0 pp
2009+96.4%+91.0%
+5.5 pp
2008-64.6%-56.5%
-8.1 pp
2007+71.9%+64.6%
+7.3 pp
2006+28.3%+36.2%
-7.9 pp
2005 (partial)+58.8%+38.5%
+20.3 pp