strategy · Total Return Index
Nifty Alpha Low Volatility 30 (TRI)
26535
-0.40% 1dEOD · 07 Sept 2026
Inception
01 Apr 2005
CAGR (lifetime)
16.53%
Sharpe (lifetime)
0.62
Max DD (lifetime)
−57.3%
–
- Return
- -23.23%
- CAGR
- -23.13%
- Sharpe
- -1.40
- Max DD
- −27.0%
Notes
Source: niftyindices.com. Daily values upserted by the daily-indices GitHub Actions workflow at 17:15 IST on weekdays. This is a Total Return Index — dividends are reinvested into the index.
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.