The Factor LabDeveloped by Neel
All indices
SectoralParent: Nifty 500

Nifty Media

Total Return Index · Available history 30-12-2005 to 28-10-2026 · 5,162 observations

Compare with Nifty 500Backtest Hero?

Launch date: 19-07-2011. 26.7% 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 Media and Nifty 500 on the same 5,162 observed dates, 30-12-2005 – 28-10-2026.

CAGR
3.4%BT
Nifty 500: 12.3%
Annualized volatility
28.0%BT
Nifty 500: 20.2%
Max drawdown
-79.0%BT
Nifty 500: -63.7%
Sharpe
0.09BT
Nifty 500: 0.44
Sortino
0.12BT
Nifty 500: 0.61
Median rolling 5Y CAGR
0.5%BT
Nifty 500: 13.0%

Drawdown and recovery

Full history of Nifty Media, 30-12-2005 – 28-10-2026. A drawdown is the fall from the highest close before it.

BT = Backtested history by NSE— = not enough history

Current drawdown
-52.1%
High on 15-01-2018
Gain needed to recover
108.6%
From the latest close back to the high
Time below high
8y 9m
Since the last high
Worst decline
-79.0%
04-01-2008 to 12-03-2009; recovered 31-12-2015 (8y after the high)BT
Longest time below a high
8y 9m
15-01-2018 to still below
Time spent below a high
97.6%
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 year45.1%4.2%-71.8%178.2%4,906
3 years46.6%1.1%-31.4%31.9%4,399
5 years47.4%0.5%-13.8%26.6%3,917
7 years44.4%0.8%-11.0%22.9%3,420
10 years25.0%3.8%-6.2%16.7%2,679

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

Versus Nifty 500

On the shared dates 30-12-2005 – 28-10-2026, using month-end returns for capture.

BT = Backtested history by NSE— = not enough history

Upside capture
93.4%
Average of 155 months Nifty 500 rose
Downside capture
118.4%
Average of 95 months Nifty 500 fell; lower is better
Months ahead
42.4%
Beat Nifty 500 in this share of 250 months
Longest stretch behind
19y 4m
Relative wealth below its high, 26-06-2007 to still behind

Now 88.6% behind its best point relative to Nifty 500, for 19y 4m. Relative wealth was below an earlier peak on 99.0% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 138 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 500: -14.0 pp.
Open full analysis
CAGR
-5.5%
Historical percentile 0.0median 4.0%
Volatility
25.8%
Historical percentile 0.0median 33.9%
Max drawdown
-48.5%
Historical percentile 100.0median -79.0%
Sharpe
-0.28
Historical percentile 0.0median 0.14

Growth of 100

On 5,162 shared dates from 30-12-2005: 100 became 201 vs 1,122 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 30-12-2005; the first plotted rolling-return observation is 02-01-2009, after a complete 3Y-year window.

Rolling 1-year volatility

Up to 252 daily observations, minimum 126, annualized. First plotted observation: 07-07-2006.

Calendar-year returns

Nifty Media 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 MediaNifty 500Difference
2026 (YTD)+13.8%-8.2%
+22.0 pp
2025-20.0%+7.8%
-27.7 pp
2024-23.4%+16.2%
-39.7 pp
2023+20.3%+26.9%
-6.6 pp
2022-9.5%+4.2%
-13.7 pp
2021+35.7%+31.6%
+4.1 pp
2020-7.6%+17.9%
-25.5 pp
2019-28.9%+9.0%
-37.9 pp
2018-25.4%-2.1%
-23.3 pp
2017+33.6%+37.7%
-4.1 pp
2016-0.3%+5.1%
-5.4 pp
2015+11.2%+0.2%
+11.0 pp
2014+39.1%+39.3%
-0.2 pp
2013+2.5%+4.8%
-2.3 pp
2012+60.2%+33.5%
+26.7 pp
2011-32.3%-26.4%
-5.9 pp
2010+5.2%+15.3%
-10.0 pp
2009+83.6%+91.0%
-7.4 pp
2008-68.3%-56.5%
-11.7 pp
2007+62.1%+64.6%
-2.4 pp
2006+75.3%+36.2%
+39.1 pp