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NIFTYNEXT

Nifty Next

Nifty Next 50 Total Price Index

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End Amount
₹721,658.63
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
19.52%
NIFTYNEXT Return
Benchmark CAGR
15.70%
Nifty 50
Inflation Adj. CAGR
12.62%
Real Annualized Return
Alpha
4%
Excess Return vs Benchmark
Beta
1.10
Volatility vs Benchmark
Sharpe Ratio
0.58
Risk-Adjusted Return
Sortino Ratio
0.92
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 55% 93% 33%
60 days 57% 48% 20%
90 days 56% 38% 15%
180 days 58% 24% 12%
1Yr 56% 17% 8%
3Yr 63% 6% 4%
5Yr 69% 4% 2%
7Yr 77% 3% 1%
10Yr 100% 3% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period Nifty Next Nifty 50
30 days -29.8% | -85.0% | 27.6% | 536.9% 26.6% | -77.4% | 19.8% | 342.6%
60 days -40.3% | -76.7% | 24.9% | 307.3% -23.0% | -65.3% | 19.6% | 212.6%
90 days -32.0% | -62.2% | 21.1% | 259.9% -25.0% | -54.9% | 17.1% | 182.4%
1 Year -2.5% | -39.1% | 16.5% | 146.5% -10.0% | -28.7% | 14.3% | 80.4%
3 Years 16.4% | -4.5% | 17.1% | 59.2% 7.7% | 0.6% | 13.3% | 45.5%
5 Years 10.7% | 3.6% | 15.0% | 45.3% 6.4% | 3.4% | 13.3% | 39.2%
7 Years 14.0% | 9.2% | 14.7% | 34.8% 11.2% | 7.4% | 12.9% | 27.1%
10 Years 12.2% | 9.4% | 15.3% | 25.8% 11.7% | 7.3% | 13.2% | 20.6%
Periods of Negative Return (Drawdowns) 33 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 21, 2003 May 14, 2003 113 days 13% Nifty 50: 14% 11633 10082 11897
Jan. 14, 2004 April 13, 2004 90 days 14% Nifty 50: 15% 29827 25669 29997
April 23, 2004 Nov. 23, 2004 214 days 30% Nifty 50: 26% 31556 22091 31623
Jan. 4, 2005 March 3, 2005 58 days 11% Nifty 50: 9% 37892 33609 37901
March 8, 2005 July 9, 2005 123 days 14% Nifty 50: 12% 39167 33800 39543
Aug. 17, 2005 Sept. 7, 2005 21 days 6% Nifty 50: 3% 43411 41008 43531
Oct. 4, 2005 Dec. 13, 2005 70 days 15% Nifty 50: 13% 46102 39166 46313
April 5, 2006 April 29, 2006 24 days 5% Nifty 50: 5% 57398 54265 58282
May 10, 2006 Dec. 2, 2006 206 days 37% Nifty 50: 30% 61337 38569 61831
Dec. 4, 2006 Jan. 3, 2007 30 days 9% Nifty 50: 7% 61831 56202 62078
Feb. 7, 2007 April 28, 2007 80 days 16% Nifty 50: 15% 64699 54242 65009
July 23, 2007 Sept. 19, 2007 58 days 14% Nifty 50: 12% 79346 68337 80594
Jan. 4, 2008 Sept. 18, 2010 988 days 72% Nifty 50: 59% 113571 31648 113843
Nov. 9, 2010 March 27, 2014 1234 days 38% Nifty 50: 27% 121582 75248 121622
July 7, 2014 Aug. 21, 2014 45 days 8% Nifty 50: 4% 158625 146701 159385
Sept. 9, 2014 Oct. 31, 2014 52 days 7% Nifty 50: 5% 166077 153947 166674
Dec. 4, 2014 Jan. 16, 2015 43 days 8% Nifty 50: 6% 178481 164782 179341
Feb. 2, 2015 March 1, 2015 27 days 5% Nifty 50: 3% 185659 176369 187966
April 13, 2015 July 7, 2015 85 days 10% Nifty 50: 10% 193252 174647 193463
Aug. 6, 2015 July 12, 2016 341 days 21% Nifty 50: 19% 204507 161619 205769
Oct. 21, 2016 Feb. 1, 2017 103 days 14% Nifty 50: 9% 228190 196599 228819
May 15, 2017 July 8, 2017 54 days 7% Nifty 50: 1% 262751 245379 264839
Aug. 7, 2017 Sept. 7, 2017 31 days 6% Nifty 50: 3% 278844 263010 280026
Sept. 19, 2017 Oct. 25, 2017 36 days 6% Nifty 50: 4% 284060 266083 284791
Jan. 8, 2018 Dec. 2, 2020 1059 days 40% Nifty 50: 26% 313513 186988 314631
Jan. 11, 2021 Feb. 11, 2021 31 days 8% Nifty 50: 6% 349819 322301 350776
March 4, 2021 May 7, 2021 64 days 6% Nifty 50: 5% 363384 340942 364159
Oct. 18, 2021 Sept. 10, 2022 327 days 20% Nifty 50: 16% 455904 364400 460945
Sept. 15, 2022 July 29, 2023 317 days 18% Nifty 50: 6% 468977 382921 469978
Sept. 11, 2023 Nov. 16, 2023 66 days 8% Nifty 50: 6% 483817 446595 484488
March 7, 2024 March 28, 2024 21 days 5% Nifty 50: 3% 628199 595142 631704
July 31, 2024 Aug. 24, 2024 24 days 6% Nifty 50: 4% 781024 734224 781682
Sept. 27, 2024 Oct. 30, 2026 763 days 26% Nifty 50: 15% 813709 598589 721659

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