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NIFTY 200 (^NIFTY200)

Index · Currency in INR · Last updated May 27, 2023

Share Price Chart


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Performance

The chart shows the growth of an initial investment of ₹10,000 in NIFTY 200, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%December2023FebruaryMarchAprilMay
-0.77%
7.85%
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)

S&P 500

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NIFTY 200

Popular comparisons: ^NIFTY200 vs. QQQ

Return

NIFTY 200 had a return of 1.43% year-to-date (YTD) and 12.60% in the last 12 months. Over the past 10 years, NIFTY 200 had an annualized return of 12.43%, while the S&P 500 benchmark had an annualized return of 12.10%, indicating that NIFTY 200 performed slightly bigger than the benchmark.


PeriodReturnBenchmark
1 month4.05%2.74%
Year-To-Date1.43%9.87%
6 months-0.47%6.10%
1 year12.60%11.03%
5 years (annualized)11.16%11.87%
10 years (annualized)12.43%12.10%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.48%-2.79%0.48%4.40%
20224.34%3.48%-3.26%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^NIFTY200
NIFTY 200
0.99
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current NIFTY 200 Sharpe ratio is 0.99. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00December2023FebruaryMarchAprilMay
0.99
0.89
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2023FebruaryMarchAprilMay
-2.22%
-0.08%
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the NIFTY 200. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the NIFTY 200 is 64.04%, recorded on Oct 27, 2008. It took 1372 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.04%Jan 7, 2008200Oct 27, 20081372May 12, 20141572
-38.22%Jan 20, 202045Mar 23, 2020158Nov 9, 2020203
-32%May 11, 200625Jun 14, 2006106Nov 13, 2006131
-29.27%Jan 9, 200487May 17, 2004138Nov 30, 2004225
-21.52%Mar 4, 2015244Feb 25, 2016125Aug 30, 2016369

Volatility Chart

The current NIFTY 200 volatility is 2.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2023FebruaryMarchAprilMay
2.46%
4.01%
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)