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strategy

Nifty 500 Momentum 50

54033
-0.03% 1dEOD · 25 Sept 2026
Inception
01 Apr 2005
CAGR (lifetime)
20.41%
Sharpe (lifetime)
0.68
Max DD (lifetime)
−70.5%
–
Return
3.46%
CAGR
3.45%
Sharpe
0.01
Max DD
−16.3%
Notes

Source: niftyindices.com. Daily values upserted by the daily-indices GitHub Actions workflow at 17:15 IST on weekdays. This is a price index — it does not include dividends.

Sharpe ratio uses annualized daily log returns and a risk-free rate of 6.50% sourced from fallback (6.5%). CAGR is calendar-day annualized from the first to last point in the selected window. Max drawdown is the largest peak-to-trough fall in the same window.