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Low VolatilityBenchmark: Nifty 500

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

CAGR
16.4%BT
Nifty 500: 13.7%
Annualized volatility
16.4%BT
Nifty 500: 20.6%
Max drawdown
-51.2%BT
Nifty 500: -63.7%
Sharpe
0.73BT
Nifty 500: 0.50
Sortino
1.00BT
Nifty 500: 0.69
Median rolling 5Y CAGR
16.3%BT
Nifty 500: 13.7%

Drawdown and recovery

Full history of Nifty Low Volatility 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
-12.2%
High on 27-09-2024
Gain needed to recover
13.8%
From the latest close back to the high
Time below high
2y 1m
Since the last high
Worst decline
-51.2%
02-01-2008 to 27-10-2008; recovered 16-10-2009 (1y 9m after the high)BT
Longest time below a high
2y 1m
27-09-2024 to still below
Time spent below a high
86.8%
5 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 year15.6%15.3%-46.5%115.6%5,407
3 years1.5%16.8%-6.0%47.4%4,885
5 years0.0%16.3%2.8%29.0%4,410
7 years0.0%15.5%10.4%28.1%3,918
10 years0.0%15.8%9.8%23.1%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
88.0%
Average of 172 months Nifty 500 rose
Downside capture
71.4%
Average of 102 months Nifty 500 fell; lower is better
Months ahead
55.8%
Beat Nifty 500 in this share of 274 months
Longest stretch behind
6y 5m
Relative wealth below its high, 26-05-2020 to still behind

Now 16.7% behind its best point relative to Nifty 500, for 6y 5m. Relative wealth was below an earlier peak on 96.8% 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.
Open full analysis
CAGR
8.7%
Historical percentile 0.0median 18.1%
Volatility
12.1%
Historical percentile 0.0median 23.3%
Max drawdown
-16.7%
Historical percentile 100.0median -51.2%
Sharpe
0.36
Historical percentile 4.7median 0.65

Growth of 100

On 5,667 shared dates from 31-12-2003: 100 became 3,199 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 Low Volatility 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 Low Volatility 50Nifty 500Difference
2026 (YTD)-10.2%-8.2%
-1.9 pp
2025+10.0%+7.8%
+2.2 pp
2024+14.2%+16.2%
-2.0 pp
2023+31.9%+26.9%
+4.9 pp
2022+1.6%+4.2%
-2.6 pp
2021+24.5%+31.6%
-7.1 pp
2020+25.7%+17.9%
+7.9 pp
2019+6.6%+9.0%
-2.4 pp
2018+1.0%-2.1%
+3.1 pp
2017+32.2%+37.7%
-5.4 pp
2016+5.1%+5.1%
0.0 pp
2015+10.1%+0.2%
+9.9 pp
2014+45.0%+39.3%
+5.7 pp
2013+4.9%+4.8%
+0.1 pp
2012+34.3%+33.5%
+0.8 pp
2011-18.1%-26.4%
+8.3 pp
2010+29.1%+15.3%
+13.8 pp
2009+96.5%+91.0%
+5.5 pp
2008-45.1%-56.5%
+11.5 pp
2007+41.5%+64.6%
-23.1 pp
2006+36.1%+36.2%
-0.1 pp
2005+49.9%+38.8%
+11.1 pp
2004+22.0%+21.1%
+0.9 pp