Fact Library
Verified historical numbers on Indian markets — every figure computed from recorded data, with the source, data window and methodology stated on the page. Educational reference only; nothing here is investment advice.
Index Returns
CAGR and calendar-year returns of NSE indices, from month-end closing values.
- Nifty 50 CAGR — 5, 10, 15 & 20-Year Historical Returns (Mar 2002–Jun 2025)Data as of 2025-06-30 · Mar 2002 – Jun 2025
- Nifty Next 50 CAGR — 5, 10, 15 & 20-Year Historical Returns (Dec 2005–Aug 2025)Data as of 2025-08-31 · Dec 2005 – Aug 2025
- Nifty Midcap 50 CAGR — 5, 10, 15 & 20-Year Historical Returns (Dec 2005–Aug 2025)Data as of 2025-08-31 · Dec 2005 – Aug 2025
- Nifty Smallcap 50 CAGR — 5, 10, 15 & 20-Year Historical Returns (Dec 2005–Aug 2025)Data as of 2025-08-31 · Dec 2005 – Aug 2025
- Nifty Bank CAGR — 5, 10, 15 & 20-Year Historical Returns (Jun 2005–Mar 2026)Data as of 2026-03-31 · Jun 2005 – Mar 2026
- Nifty IT CAGR — 5, 10, 15 & 20-Year Historical Returns (Aug 2003–Mar 2026)Data as of 2026-03-31 · Aug 2003 – Mar 2026
- Nifty Midcap 100 CAGR — 5, 10, 15 & 20-Year Historical Returns (Jul 2005–Mar 2026)Data as of 2026-03-31 · Jul 2005 – Mar 2026
- Nifty Smallcap 100 CAGR — 5, 10, 15 & 20-Year Historical Returns (Jan 2004–Mar 2026)Data as of 2026-03-31 · Jan 2004 – Mar 2026
Index Drawdowns
The deepest historical crashes of NSE indices, measured on month-end closes.
- Nifty 50 Maximum Drawdown — Worst Crashes in History (Mar 2002–Jun 2025)Data as of 2025-06-30 · Mar 2002 – Jun 2025
- Nifty Next 50 Maximum Drawdown — Worst Crashes in History (Dec 2005–Aug 2025)Data as of 2025-08-31 · Dec 2005 – Aug 2025
- Nifty Midcap 50 Maximum Drawdown — Worst Crashes in History (Dec 2005–Aug 2025)Data as of 2025-08-31 · Dec 2005 – Aug 2025
- Nifty Smallcap 50 Maximum Drawdown — Worst Crashes in History (Dec 2005–Aug 2025)Data as of 2025-08-31 · Dec 2005 – Aug 2025
- Nifty Bank Maximum Drawdown — Worst Crashes in History (Jun 2005–Mar 2026)Data as of 2026-03-31 · Jun 2005 – Mar 2026
- Nifty IT Maximum Drawdown — Worst Crashes in History (Aug 2003–Mar 2026)Data as of 2026-03-31 · Aug 2003 – Mar 2026
- Nifty Midcap 100 Maximum Drawdown — Worst Crashes in History (Jul 2005–Mar 2026)Data as of 2026-03-31 · Jul 2005 – Mar 2026
- Nifty Smallcap 100 Maximum Drawdown — Worst Crashes in History (Jan 2004–Mar 2026)Data as of 2026-03-31 · Jan 2004 – Mar 2026
- Nifty 50 Crash of 2008 — How Far Indian Indices Fell in the GFC (Month-End Data)Data as of 2025-06-30 · 2008 Global Financial Crisis
- Nifty 50 COVID Crash of 2020 — Drawdown & Recovery Across NSE Indices (Month-End Data)Data as of 2025-06-30 · 2020 COVID crash
Factor Research
19-year NSE 500 backtests of momentum, low volatility and multi-factor strategies — net of costs and Indian capital-gains tax.
- Momentum Factor in India — 19-Year NSE 500 Backtest Results (2006–2025)Data as of 2025-12-31 · 2006-12 → 2025-12
- Low Volatility Factor in India — 19-Year NSE 500 Backtest Results (2006–2025)Data as of 2025-12-31 · 2006-12 → 2025-12
- Quality + Momentum Two-Stage Strategy in India — 19-Year Backtest (2006–2025)Data as of 2025-12-31 · 2006-12 → 2025-12
- How Rebalancing Frequency Changed Factor Strategy Returns in India (2006–2025 Backtests)Data as of 2025-12-31 · 2006-12 – 2025-12
- How Factor Strategies Behaved in Indian Market Crashes — 2008, 2018, COVID, 2022 (Backtests)Data as of 2025-12-31 · Crisis sub-windows within 2006-12 – 2025-12
BacktestIndia is an educational research platform, not a SEBI-registered investment adviser or research analyst. Everything on this page is a historical computation from recorded market data, presented for education. It is not investment advice, a recommendation, or an offer to buy or sell any security. Past performance does not predict future results. Backtested results have inherent limitations and do not represent actual trading. Consult a SEBI-registered investment adviser before making investment decisions.