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Nifty 500 (^NIFTY500)

Index · Currency in INR · Last updated Jun 3, 2023

Share Price Chart


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Performance

The chart shows the growth of an initial investment of ₹10,000 in Nifty 500, 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%10.00%2023FebruaryMarchAprilMayJune
-0.98%
8.31%
^NIFTY500 (Nifty 500)
Benchmark (^GSPC)

S&P 500

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Nifty 500

Return

Nifty 500 had a return of 2.35% year-to-date (YTD) and 11.60% in the last 12 months. Over the past 10 years, Nifty 500 had an annualized return of 13.32%, while the S&P 500 benchmark had an annualized return of 12.72%, indicating that Nifty 500 performed slightly bigger than the benchmark.


PeriodReturnBenchmark
1 month3.50%5.48%
Year-To-Date2.35%11.65%
6 months-0.95%6.97%
1 year11.60%12.66%
5 years (annualized)11.53%12.42%
10 years (annualized)13.32%12.72%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.32%-2.79%0.27%4.55%3.59%
20223.39%-3.12%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) 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
^NIFTY500
Nifty 500
1.12
^GSPC
S&P 500
0.21

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 500 Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


0.000.501.002023FebruaryMarchAprilMayJune
1.12
0.65
^NIFTY500 (Nifty 500)
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%2023FebruaryMarchAprilMayJune
-1.20%
0
^NIFTY500 (Nifty 500)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Nifty 500. 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 500 is 68.02%, recorded on Sep 21, 2001. It took 809 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.02%Feb 22, 2000398Sep 21, 2001809Dec 14, 20041207
-64.26%Jan 7, 2008287Mar 9, 20091286May 13, 20141573
-62.51%Apr 3, 1992205Apr 27, 19931590Jan 4, 20001795
-38.3%Jan 20, 202045Mar 23, 2020158Nov 9, 2020203
-32.56%May 11, 200625Jun 14, 2006106Nov 13, 2006131

Volatility Chart

The current Nifty 500 volatility is 1.83%, 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%2023FebruaryMarchAprilMayJune
1.83%
3.42%
^NIFTY500 (Nifty 500)
Benchmark (^GSPC)