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CAC40

CAC 40

CAC 40 Total Price Index in EURO

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End Amount
₹18,175.26
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
2.22%
CAC40 Return
Benchmark CAGR
13.20%
Nifty 50
Inflation Adj. CAGR
-3.44%
Real Annualized Return
Alpha
-2%
Excess Return vs Benchmark
Beta
0.00
Volatility vs Benchmark
Sharpe Ratio
-0.13
Risk-Adjusted Return
Sortino Ratio
-0.17
Downside Risk-Adjusted
Parameters (amount, dates, benchmark) can be changed by clicking the Change Settings button or dropdown above. Click to expand
₹
Capital is parked in this source symbol and transferred monthly into the target.
Interval in months to rebalance portfolio constituents (for portfolio strategies).
Drift threshold to rebalance: 10 (either direction), +10 (gain), -10 (loss). Checked daily.
Comma-separated dates to rebalance portfolio constituents on top of frequency/drift (supports YYYY-MM-DD, DD-MM-YYYY, DD/MM/YYYY, DD-Mon-YYYY, etc.).
Capture all rebalance points with constituent gains, losses, and rebalance values in a dedicated report table.
Calculate and plot rolling 1, 3, 5, 7, and 10 year returns for all symbols on separate plots.
Calculate and show 3Yr, 5Yr, 7Yr, and 10Yr rolling monthly return correlations across symbols.
Performance Chart
Win Ratios against Benchmark: Nifty 50
Period Win Ratio (%) Avg Win over Benchmark (%) Avg Loss over Benchmark (%)
30 days 42% 85% 109%
60 days 40% 52% 67%
90 days 41% 34% 51%
180 days 37% 17% 32%
1Yr 26% 9% 20%
3Yr 3% 2% 13%
5Yr 0% 0% 13%
7Yr 0% 0% 12%
10Yr 0% 0% 12%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period CAC 40 Nifty 50
30 days 0.0% | -74.1% | 9.2% | 193.9% -29.8% | -81.1% | 18.5% | 341.3%
60 days -24.1% | -65.4% | 9.3% | 145.2% -3.8% | -68.4% | 17.6% | 208.4%
90 days -23.5% | -60.8% | 7.7% | 81.9% 14.5% | -56.8% | 15.0% | 173.0%
1 Year 0.9% | -36.8% | 6.4% | 37.1% -1.3% | -28.8% | 12.4% | 78.6%
3 Years 5.0% | -20.6% | 4.2% | 18.4% 8.5% | -8.9% | 13.4% | 45.0%
5 Years 3.1% | -10.1% | 4.3% | 11.9% 8.2% | 3.7% | 13.6% | 39.8%
7 Years 4.8% | -4.5% | 3.6% | 7.8% 13.4% | 7.6% | 13.7% | 27.5%
10 Years 5.9% | -5.1% | 2.3% | 7.7% 11.7% | 7.5% | 13.9% | 20.8%
Periods of Negative Return (Drawdowns) 7 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Dec. 1, 1999 Jan. 2, 2000 32 days 5% Nifty 50: 0% 13597 12916 14128
Aug. 1, 2000 July 2, 2021 7640 days 60% Nifty 50: 35% 15119 5975 15244
Dec. 1, 2021 Jan. 2, 2023 397 days 19% Nifty 50: 10% 16323 13150 16586
April 1, 2023 June 2, 2023 62 days 5% Nifty 50: 0% 17096 16199 17110
July 1, 2023 Nov. 2, 2023 124 days 8% Nifty 50: 2% 17110 15713 17214
March 1, 2024 Jan. 2, 2026 672 days 12% Nifty 50: 2% 18726 16511 19582
Feb. 1, 2026 Sept. 1, 2026 212 days 9% Nifty 50: 10% 19582 17839 18175

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