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DAX

DAX

DAX Price Index in EURO

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End Amount
₹49,392.07
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
6.05%
DAX Return
Benchmark CAGR
13.20%
Nifty 50
Inflation Adj. CAGR
0.17%
Real Annualized Return
Alpha
2%
Excess Return vs Benchmark
Beta
0.03
Volatility vs Benchmark
Sharpe Ratio
0.10
Risk-Adjusted Return
Sortino Ratio
0.13
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 44% 96% 107%
60 days 42% 58% 63%
90 days 42% 41% 47%
180 days 41% 22% 31%
1Yr 36% 11% 19%
3Yr 20% 5% 12%
5Yr 12% 2% 10%
7Yr 7% 1% 9%
10Yr 1% 0% 8%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period DAX Nifty 50
30 days 0.0% | -77.3% | 10.8% | 280.9% -29.8% | -81.1% | 18.5% | 341.3%
60 days -22.2% | -74.1% | 11.1% | 159.0% -3.8% | -68.4% | 17.6% | 208.4%
90 days -6.6% | -65.2% | 12.3% | 107.9% 14.5% | -56.8% | 15.0% | 173.0%
1 Year 5.5% | -40.4% | 12.5% | 40.9% -1.3% | -28.8% | 12.4% | 78.6%
3 Years 19.4% | -21.8% | 7.6% | 26.2% 8.5% | -8.9% | 13.4% | 45.0%
5 Years 9.9% | -7.8% | 6.4% | 20.1% 8.2% | 3.7% | 13.6% | 39.8%
7 Years 10.1% | -0.9% | 6.6% | 12.2% 13.4% | 7.6% | 13.7% | 27.5%
10 Years 9.0% | -1.7% | 7.1% | 10.8% 11.7% | 7.5% | 13.9% | 20.8%
Periods of Negative Return (Drawdowns) 10 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Feb. 1, 2000 April 2, 2007 2617 days 68% Nifty 50: 44% 14984 4751 15451
June 1, 2007 Sept. 2, 2007 93 days 5% Nifty 50: 5% 15695 14865 15718
Dec. 1, 2007 April 2, 2013 1949 days 52% Nifty 50: 57% 15812 7534 16364
May 1, 2014 Oct. 2, 2014 154 days 6% Nifty 50: 1% 19489 18281 19563
March 1, 2015 Feb. 2, 2017 704 days 21% Nifty 50: 21% 23454 18612 24134
Oct. 1, 2017 Oct. 2, 2019 731 days 20% Nifty 50: 0% 25931 20696 25944
Dec. 1, 2019 Oct. 2, 2020 306 days 25% Nifty 50: 37% 25969 19475 26052
Dec. 1, 2021 March 2, 2023 456 days 24% Nifty 50: 10% 31135 23745 31209
July 1, 2023 Nov. 2, 2023 124 days 10% Nifty 50: 2% 32237 29029 32834
Feb. 1, 2026 June 2, 2026 121 days 10% Nifty 50: 10% 49559 44454 50235

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