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NIFTY 200 (^NIFTY200)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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NIFTY 200

Popular comparisons: ^NIFTY200 vs. TCS.NS, ^NIFTY200 vs. ADANIGREEN.NS, ^NIFTY200 vs. QQQ, ^NIFTY200 vs. INDIGO.NS, ^NIFTY200 vs. ^GSPC, ^NIFTY200 vs. VV, ^NIFTY200 vs. SHREECEM.NS, ^NIFTY200 vs. ^SP500TR, ^NIFTY200 vs. AUROPHARMA.NS, ^NIFTY200 vs. INDA

Performance

Performance Chart

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.


700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%FebruaryMarchAprilMayJuneJuly
1,248.66%
821.90%
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)

S&P 500

Returns By Period

NIFTY 200 had a return of 17.76% year-to-date (YTD) and 35.96% in the last 12 months. Over the past 10 years, NIFTY 200 had an annualized return of 14.14%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date17.76%17.08%
1 month5.55%3.89%
6 months17.19%16.83%
1 year35.96%24.87%
5 years (annualized)18.70%13.16%
10 years (annualized)14.14%10.96%

Monthly Returns

The table below presents the monthly returns of ^NIFTY200, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.31%1.73%1.39%2.79%0.55%6.56%17.76%
2023-3.48%-2.79%0.48%4.40%3.41%3.90%3.38%-1.54%2.19%-2.97%6.76%8.37%23.49%
2022-0.43%-3.53%3.97%-0.91%-4.14%-5.20%9.61%4.38%-3.56%4.34%3.48%-3.26%3.65%
2021-2.14%7.27%1.06%0.16%6.78%1.47%0.85%7.49%3.25%0.21%-3.32%2.11%27.47%
2020-0.75%-6.42%-23.67%14.69%-2.39%7.80%6.83%3.01%-0.66%2.89%11.80%7.49%15.62%
2019-1.54%-0.42%7.75%0.21%1.40%-1.27%-6.03%-0.70%3.92%3.79%1.33%0.55%8.68%
20182.84%-4.68%-3.51%6.60%-1.53%-1.03%5.59%3.45%-8.10%-4.13%4.26%0.39%-1.01%
20175.43%4.33%3.39%2.36%2.01%-0.50%5.74%-1.22%-1.21%6.14%-0.36%3.47%33.43%
2016-5.54%-7.79%10.69%1.86%3.43%2.12%5.03%2.14%-1.45%0.96%-5.21%-1.19%3.70%
20156.04%0.98%-3.87%-3.38%3.28%-0.97%2.60%-6.23%-0.42%1.43%-1.23%0.48%-1.90%
2014-4.21%2.99%7.57%0.24%9.62%5.96%0.57%2.77%0.50%4.42%3.61%-2.39%35.53%
20131.39%-6.40%-0.67%4.73%0.97%-3.40%-2.66%-4.94%5.34%9.53%-1.13%2.75%4.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^NIFTY200 is 94, placing it in the top 6% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^NIFTY200 is 9494
^NIFTY200 (NIFTY 200)
The Sharpe Ratio Rank of ^NIFTY200 is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY200 is 8888Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY200 is 9797Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY200 is 9797Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY200 is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NIFTY 200 (^NIFTY200) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^NIFTY200
Sharpe ratio
The chart of Sharpe ratio for ^NIFTY200, currently valued at 2.71, compared to the broader market-1.000.001.002.002.71
Sortino ratio
The chart of Sortino ratio for ^NIFTY200, currently valued at 3.27, compared to the broader market-2.00-1.000.001.002.003.003.27
Omega ratio
The chart of Omega ratio for ^NIFTY200, currently valued at 1.57, compared to the broader market0.801.001.201.401.601.57
Calmar ratio
The chart of Calmar ratio for ^NIFTY200, currently valued at 5.37, compared to the broader market0.001.002.003.004.005.005.37
Martin ratio
The chart of Martin ratio for ^NIFTY200, currently valued at 20.56, compared to the broader market0.005.0010.0015.0020.0020.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.00-1.000.001.002.003.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.001.002.003.004.005.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.005.0010.0015.0020.008.58

Sharpe Ratio

The current NIFTY 200 Sharpe ratio is 2.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of NIFTY 200 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
2.71
2.53
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-0.88%
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NIFTY 200. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NIFTY 200 was 64.04%, occurring on Oct 27, 2008. Recovery took 1372 trading sessions.


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

Volatility Chart

The current NIFTY 200 volatility is 1.60%, 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%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
1.60%
2.09%
^NIFTY200 (NIFTY 200)
Benchmark (^GSPC)