The Factor LabDeveloped by Neel
All indices
Quality + Low VolatilityParent: Nifty 100

Nifty Quality 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: 10-07-2017. 56.9% 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 Quality Low-Volatility 30 and Nifty 100 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR
15.4%BT
Nifty 100: 13.4%
Annualized volatility
16.0%BT
Nifty 100: 20.6%
Max drawdown
-47.4%BT
Nifty 100: -61.1%
Sharpe
0.69BT
Nifty 100: 0.49
Sortino
0.96BT
Nifty 100: 0.69
Median rolling 5Y CAGR
16.0%BT
Nifty 100: 13.3%

Drawdown and recovery

Full history of Nifty Quality 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
-17.6%
High on 27-09-2024
Gain needed to recover
21.4%
From the latest close back to the high
Time below high
2y 1m
Since the last high
Worst decline
-47.4%
02-01-2008 to 27-10-2008; recovered 30-09-2009 (1y 9m after the high)BT
Longest time below a high
2y 1m
27-09-2024 to still below
Time spent below a high
86.5%
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 year15.6%14.0%-43.8%97.3%5,094
3 years2.4%14.8%-6.0%37.3%4,580
5 years0.0%16.0%0.4%29.3%4,106
7 years0.0%15.0%9.6%29.5%3,606
10 years0.0%15.5%9.8%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
81.2%
Average of 159 months Nifty 100 rose
Downside capture
63.1%
Average of 99 months Nifty 100 fell; lower is better
Months ahead
52.3%
Beat Nifty 100 in this share of 258 months
Longest stretch behind
10y 8m
Relative wealth below its high, 24-02-2016 to still behind

Now 19.7% behind its best point relative to Nifty 100, for 10y 8m. Relative wealth was below an earlier peak on 97.3% of shared trading days.

Backtest Hero? · vs its own history

28-10-2021 – 28-10-2026 · 5 years. Compared with 1,807 equal-length periods from the pre-launch backtest. Difference in CAGR versus Nifty 100: -0.6 pp.
Open full analysis
CAGR
6.1%
Historical percentile 0.0median 18.9%
Volatility
12.1%
Historical percentile 24.7median 15.3%
Max drawdown
-21.0%
Historical percentile 49.1median -14.0%
Sharpe
0.16
Historical percentile 0.0median 1.01

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 2,190 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 Quality 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 Quality Low-Volatility 30Nifty 100Difference
2026 (YTD)-10.6%-10.6%
-0.1 pp
2025+6.2%+10.2%
-4.0 pp
2024+9.0%+13.0%
-3.9 pp
2023+28.2%+21.2%
+7.0 pp
2022+0.3%+4.9%
-4.6 pp
2021+23.0%+26.4%
-3.5 pp
2020+23.9%+16.1%
+7.8 pp
2019+3.2%+11.8%
-8.7 pp
2018+6.3%+2.6%
+3.8 pp
2017+27.3%+32.9%
-5.6 pp
2016-0.6%+5.0%
-5.7 pp
2015+8.9%-1.3%
+10.1 pp
2014+46.0%+34.9%
+11.1 pp
2013+15.4%+7.9%
+7.5 pp
2012+34.5%+32.5%
+2.0 pp
2011-8.5%-24.9%
+16.5 pp
2010+32.0%+19.3%
+12.7 pp
2009+79.7%+84.9%
-5.1 pp
2008-40.6%-53.1%
+12.5 pp
2007+28.9%+59.5%
-30.6 pp
2006+29.0%+40.2%
-11.3 pp
2005 (partial)+47.2%+38.1%
+9.1 pp