Motilal Oswal Nifty India Defence ETF sentiment analysis

MODEFENCE Market Sentiment Report

📊 MODEFENCE Market Sentiment & Return Report

Comprehensive quantitative performance, drawdown recovery, and seasonality analysis report.

CAGR

14.08%

Annual Volatility

27.64%

Sharpe Ratio

0.29

CAGR & Volatility Metrics

Metric Value
Analysis Duration (Years) 2.09
Total Return (%) 31.77
CAGR (%) 14.08
Annualized Volatility (%) 27.64
Sharpe Ratio (Rf=6%) 0.29
Sortino Ratio 0.45
Max Monthly Drawdown (%) -23.22
Monthly Win Rate (%) 53.85
Win/Loss Monthly Ratio 1.37
Best Month Return (%) 23.17
Worst Month Return (%) -14.23

Sentiment Streaks

Streak Metric Months
Max Consecutive Winning Months 4
Max Consecutive Losing Months 3

Top Weekly Drawdowns (Peak-to-Trough)

Frequency Peak Date Trough Date Recovery Date Peak Price Trough Price Drawdown (%) Duration (Days)
Weekly 2024-09-08 2025-03-02 2025-05-04 76.64 57.76 -24.63 238
Weekly 2025-06-08 2025-12-21 2026-05-10 99.50 80.88 -18.71 336
Weekly 2026-05-10 2026-06-14 2026-06-21 103.57 96.77 -6.57 42
Weekly 2026-09-13 2026-10-04 2026-10-04 107.62 101.86 -5.35 21
Weekly 2026-07-05 2026-08-02 2026-08-09 105.30 100.73 -4.34 35
Weekly 2025-05-04 2025-05-11 2025-05-18 78.11 75.62 -3.19 14
Weekly 2026-08-16 2026-09-06 2026-09-13 107.46 106.05 -1.31 28
Weekly 2026-06-21 2026-06-28 2026-07-05 104.40 104.03 -0.35 14

Top Monthly Drawdowns (Peak-to-Trough)

Frequency Peak Date Trough Date Recovery Date Peak Price Trough Price Drawdown (%) Duration (Days)
Monthly 2024-08-31 2025-02-28 2025-04-30 75.23 57.76 -23.22 242
Monthly 2025-06-30 2026-03-31 2026-04-30 96.36 80.27 -16.70 304
Monthly 2026-08-31 2026-09-30 2026-10-31 106.85 101.29 -5.20 61
Monthly 2026-06-30 2026-07-31 2026-08-31 103.09 100.73 -2.29 62
Generated automatically via Indian Market Sentiment Analyzer | Data source: NSE India
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Reliance 10-Year Historical Returns, Drawdowns & Seasonality Report

RELIANCE - Market Sentiment Analysis

RELIANCE Sentiment Analyser

10-Year Historical Returns, Drawdowns & Seasonality Report

Market Sentiment & Risk Indicators

Metric Value
Analysis Period (Years) 10.00
CAGR (%) 18.03
Positive Months (%) 52.07
Positive Weeks (%) 55.62
Avg Monthly Gain (%) 7.32
Avg Monthly Loss (%) -4.58
Monthly Gain/Loss Ratio 1.60
Max Monthly Return (%) 31.63
Min Monthly Return (%) -16.17
Annualized Volatility (%) 27.13

Yearly Performance Breakdown

Year Open High Low Close Return_% Yearly_Range_%
2016 222.46 242.28 213.26 236.09 6.13 13.61
2017 236.68 418.83 221.58 404.98 71.11 89.02
2018 400.02 583.84 388.12 496.31 24.07 50.43
2019 496.20 716.90 483.69 674.20 35.87 48.21
2020 672.22 1049.17 393.66 896.05 33.30 166.52
2021 897.05 1237.30 831.35 1072.58 19.57 48.83
2022 1088.75 1277.16 1012.50 1157.44 6.31 26.14
2023 1170.48 1291.32 1000.24 1277.07 9.11 29.10
2024 1279.69 1581.82 1194.98 1205.04 -5.83 32.37
2025 1210.79 1568.15 1151.95 1563.17 29.10 36.13
2026 1568.35 1584.97 1167.70 1167.70 -25.55 35.73

Top 25 Monthly Drawdowns

Peak Date Trough Date Recovery Date Peak Value Trough Value Drawdown_% Duration_Days
Rank
1 2019-11-30 2020-03-31 2020-06-30 690.72 495.95 -28.20 213
2 2025-12-31 2026-10-31 Ongoing 1563.17 1167.70 -25.30 304
3 2024-06-30 2025-02-28 2025-11-30 1546.75 1189.82 -23.08 518
4 2020-09-30 2021-01-31 2021-08-31 1008.46 831.35 -17.56 335
5 2022-04-30 2023-02-28 2023-12-31 1263.75 1055.36 -16.49 610
6 2019-04-30 2019-07-31 2019-10-31 616.51 516.23 -16.27 184
7 2018-09-30 2018-10-31 2019-03-31 556.82 469.75 -15.64 182
8 2016-09-30 2016-11-30 2017-02-28 236.37 215.94 -8.64 151
9 2018-01-31 2018-03-31 2018-04-30 422.68 388.12 -8.18 89
10 2021-10-31 2022-02-28 2022-03-31 1148.71 1068.68 -6.97 151
11 2018-04-30 2018-05-31 2018-06-30 423.56 405.12 -4.35 61
12 2017-04-30 2017-05-31 2017-07-31 304.31 292.43 -3.90 92
13 2024-03-31 2024-05-31 2024-06-30 1468.15 1413.36 -3.73 91
14 2017-07-31 2017-09-30 2017-10-31 355.10 343.36 -3.31 92
15 2017-10-31 2017-12-31 2018-01-31 413.69 404.98 -2.11 92

Top 25 Weekly Drawdowns

Peak Date Trough Date Recovery Date Peak Value Trough Value Drawdown_% Duration_Days
Rank
1 2019-12-20 2020-03-20 2020-06-12 712.07 453.29 -36.34 175
2 2026-01-02 2026-10-02 Ongoing 1584.97 1167.70 -26.33 273
3 2024-07-12 2025-02-28 2026-01-02 1577.70 1189.82 -24.59 539
4 2022-04-29 2023-03-24 2023-12-22 1263.75 1001.17 -20.78 602
5 2020-09-11 2021-01-29 2021-09-03 1047.01 831.35 -20.60 357
6 2018-09-07 2018-10-26 2019-03-15 565.96 462.51 -18.28 189
7 2019-05-03 2019-08-09 2019-10-18 623.61 517.48 -17.02 168
8 2021-10-15 2022-02-25 2022-04-22 1223.06 1034.44 -15.42 189
9 2016-10-07 2016-11-18 2017-02-24 241.89 215.39 -10.96 140
10 2018-01-26 2018-03-30 2018-04-27 424.70 388.12 -8.61 91
11 2018-04-27 2018-05-25 2018-06-15 438.07 404.87 -7.58 49
12 2017-09-15 2017-09-29 2017-10-13 370.14 343.36 -7.24 28
13 2017-11-03 2017-11-10 2017-11-24 415.65 388.63 -6.50 21
14 2017-04-07 2017-05-19 2017-06-23 306.80 287.66 -6.24 77
15 2024-02-23 2024-05-10 2024-06-28 1475.83 1390.65 -5.77 126
16 2017-08-04 2017-08-11 2017-09-08 356.63 339.94 -4.68 35
17 2017-11-24 2017-12-01 2018-01-26 418.20 400.17 -4.31 63
18 2017-06-23 2017-06-30 2017-07-07 313.18 301.00 -3.89 14
19 2020-07-24 2020-07-31 2020-08-07 968.65 932.97 -3.68 14
20 2018-06-15 2018-06-29 2018-07-13 445.94 430.44 -3.48 28
21 2020-08-07 2020-09-04 2020-09-11 968.79 937.56 -3.22 35
22 2018-08-24 2018-08-31 2018-09-07 565.47 549.60 -2.81 14
23 2016-09-23 2016-09-30 2016-10-07 240.54 236.37 -1.73 14
24 2021-09-10 2021-09-17 2021-09-24 1098.60 1082.72 -1.45 14
25 2024-01-12 2024-01-26 2024-02-02 1354.39 1336.95 -1.29 21
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