SectoralParent: Nifty 500

Nifty PSU Bank

Total Return Index · Available history 01-01-2004 to 28-10-2026 · 5,666 observations

Launch date: 30-08-2007. 16.2% 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 PSU Bank and Nifty 500 on the same 5,666 observed dates, 01-01-2004 – 28-10-2026.

CAGR: 11.2%BT; Nifty 500: 13.6%
Annualized volatility: 34.1%BT; Nifty 500: 20.5%
Max drawdown: -77.5%BT; Nifty 500: -63.7%
Sharpe: 0.34BT; Nifty 500: 0.50
Sortino: 0.50BT; Nifty 500: 0.68
Median rolling 5Y CAGR: 6.6%BT; Nifty 500: 13.7%

Drawdown and recovery

Full history of Nifty PSU Bank, 01-01-2004 – 28-10-2026. A drawdown is the fall from the highest close before it.

BT = Backtested history by NSE— = not enough history

Current drawdown

-17.1%

High on 26-02-2026

Gain needed to recover

20.6%

From the latest close back to the high

Time below high

Since the last high

Worst decline

-77.5%

05-11-2010 to 19-05-2020; recovered 05-09-2023 (12y 10m after the high)

Longest time below a high

12y 10m

05-11-2010 to 05-09-2023

Time spent below a high

96.1%

8 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 for	Lost money	Median CAGR	Worst CAGR	Best CAGR	Windows
1 year	37.2%	16.0%	-67.9%	158.7%	5,406
3 years	30.7%	9.6%	-33.8%	63.0%	4,885
5 years	26.9%	6.6%	-20.8%	46.3%	4,409
7 years	28.0%	6.8%	-14.4%	28.1%	3,917
10 years	21.6%	6.6%	-12.1%	18.8%	3,168

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

Versus Nifty 500

On the shared dates 01-01-2004 – 28-10-2026, using month-end returns for capture.

BT = Backtested history by NSE— = not enough history

Upside capture

132.7%

Average of 172 months Nifty 500 rose

Downside capture

150.4%

Average of 101 months Nifty 500 fell; lower is better

Months ahead

46.9%

Beat Nifty 500 in this share of 273 months

Longest stretch behind

16y

Relative wealth below its high, 05-11-2010 to still behind

Now 64.3% behind its best point relative to Nifty 500, for 16y. Relative wealth was below an earlier peak on 99.1% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 0 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 500: +16.7 pp.

Open full analysis

CAGR

25.2%

Percentile unavailablemedian —

Volatility

27.1%

Percentile unavailablemedian —

Max drawdown

-29.6%

Percentile unavailablemedian —

Sharpe

0.80

Percentile unavailablemedian —

Growth of 100

On 5,666 shared dates from 01-01-2004: 100 became 1,117 vs 1,846 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 01-01-2004; 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 PSU Bank 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.

Year	Nifty PSU Bank	Nifty 500	Difference
2026 (YTD)	-4.0%	-8.2%	+4.3 pp
2025	+31.3%	+7.8%	+23.6 pp
2024	+15.3%	+16.2%	-0.9 pp
2023	+33.3%	+26.9%	+6.4 pp
2022	+74.7%	+4.2%	+70.4 pp
2021	+44.8%	+31.6%	+13.2 pp
2020	-30.6%	+17.9%	-48.5 pp
2019	-18.3%	+9.0%	-27.2 pp
2018	-16.6%	-2.1%	-14.4 pp
2017	+24.9%	+37.7%	-12.7 pp
2016	+5.1%	+5.1%	-0.1 pp
2015	-32.0%	+0.2%	-32.2 pp
2014	+69.9%	+39.3%	+30.6 pp
2013	-28.7%	+4.8%	-33.5 pp
2012	+43.5%	+33.5%	+10.0 pp
2011	-40.9%	-26.4%	-14.5 pp
2010	+36.5%	+15.3%	+21.3 pp
2009	+77.5%	+91.0%	-13.4 pp
2008	-39.2%	-56.5%	+17.3 pp
2007	+72.6%	+64.6%	+8.0 pp
2006	+18.4%	+36.2%	-17.7 pp
2005	+21.5%	+38.8%	-17.3 pp
2004 (partial)	+43.4%	+18.5%	+24.8 pp