NIFTY 50 Market Sentiment Analyser
20-Year Historical Returns, Drawdowns & Seasonality Report
Market Sentiment & Risk Indicators
| Metric | Value |
|---|---|
| Analysis Period (Years) | 20.00 |
| CAGR (%) | 8.37 |
| Positive Months (%) | 55.46 |
| Positive Weeks (%) | 55.69 |
| Avg Monthly Gain (%) | 4.57 |
| Avg Monthly Loss (%) | -3.83 |
| Monthly Gain/Loss Ratio | 1.19 |
| Max Monthly Return (%) | 28.07 |
| Min Monthly Return (%) | -26.41 |
| Annualized Volatility (%) | 20.44 |
Yearly Performance Breakdown
| Year | Open | High | Low | Close | Return_% | Yearly_Range_% |
|---|---|---|---|---|---|---|
| 2007 | 4494.65 | 6159.30 | 4494.65 | 6138.60 | 36.58 | 37.04 |
| 2008 | 6144.35 | 6287.85 | 2524.20 | 2959.15 | -51.84 | 149.10 |
| 2009 | 3046.75 | 5201.05 | 2573.15 | 5201.05 | 70.71 | 102.13 |
| 2010 | 5232.20 | 6301.55 | 4718.65 | 6134.50 | 17.25 | 33.55 |
| 2011 | 6157.60 | 6157.60 | 4544.20 | 4624.30 | -24.90 | 35.50 |
| 2012 | 4765.30 | 5930.90 | 4742.80 | 5905.10 | 23.92 | 25.05 |
| 2013 | 5993.25 | 6363.90 | 5285.00 | 6304.00 | 5.18 | 20.41 |
| 2014 | 6221.15 | 8588.25 | 6000.90 | 8282.70 | 33.14 | 43.12 |
| 2015 | 8395.45 | 8996.25 | 7558.80 | 7946.35 | -5.35 | 19.02 |
| 2016 | 7791.30 | 8952.50 | 6970.60 | 8185.80 | 5.06 | 28.43 |
| 2017 | 8179.50 | 10531.50 | 8179.50 | 10530.70 | 28.75 | 28.75 |
| 2018 | 10442.20 | 11738.50 | 9998.05 | 10862.55 | 4.03 | 17.41 |
| 2019 | 10792.50 | 12271.80 | 10604.35 | 12168.45 | 12.75 | 15.72 |
| 2020 | 12182.50 | 13981.95 | 7610.25 | 13981.75 | 14.77 | 83.73 |
| 2021 | 14018.50 | 18477.05 | 13634.60 | 17354.05 | 23.79 | 35.52 |
| 2022 | 17625.70 | 18812.50 | 15293.50 | 18105.30 | 2.72 | 23.01 |
| 2023 | 18197.45 | 21778.70 | 16945.05 | 21731.40 | 19.42 | 28.53 |
| 2024 | 21741.90 | 26216.05 | 21238.80 | 23644.80 | 8.75 | 23.43 |
| 2025 | 23742.90 | 26215.55 | 22082.65 | 26129.60 | 10.05 | 18.72 |
| 2026 | 26146.55 | 26328.55 | 22331.40 | 22421.95 | -14.25 | 17.90 |
Top 25 Monthly Drawdowns
| Peak Date | Trough Date | Recovery Date | Peak Value | Trough Value | Drawdown_% | Duration_Days | |
|---|---|---|---|---|---|---|---|
| Rank | |||||||
| 1 | 2007-12-31 | 2008-11-30 | 2013-10-31 | 6138.60 | 2755.10 | -55.12 | 2131 |
| 2 | 2019-12-31 | 2020-03-31 | 2020-11-30 | 12168.45 | 8597.75 | -29.34 | 335 |
| 3 | 2015-02-28 | 2016-02-29 | 2017-02-28 | 8844.60 | 6987.05 | -21.00 | 731 |
| 4 | 2025-11-30 | 2026-03-31 | Ongoing | 26202.95 | 22331.40 | -14.78 | 335 |
| 5 | 2024-09-30 | 2025-02-28 | 2025-11-30 | 25810.85 | 22124.70 | -14.28 | 426 |
| 6 | 2018-08-31 | 2018-10-31 | 2019-04-30 | 11680.50 | 10386.60 | -11.08 | 242 |
| 7 | 2021-10-31 | 2022-06-30 | 2022-08-31 | 17671.65 | 15780.25 | -10.70 | 304 |
| 8 | 2018-01-31 | 2018-03-31 | 2018-07-31 | 11027.70 | 10113.70 | -8.29 | 181 |
| 9 | 2022-11-30 | 2023-02-28 | 2023-06-30 | 18758.35 | 17303.95 | -7.75 | 212 |
| 10 | 2019-05-31 | 2019-08-31 | 2019-11-30 | 11922.80 | 11023.25 | -7.54 | 183 |
| 11 | 2022-08-31 | 2022-09-30 | 2022-10-31 | 17759.30 | 17094.35 | -3.74 | 61 |
| 12 | 2014-11-30 | 2014-12-31 | 2015-01-31 | 8588.25 | 8282.70 | -3.56 | 62 |
| 13 | 2023-07-31 | 2023-10-31 | 2023-11-30 | 19753.80 | 19079.60 | -3.41 | 122 |
| 14 | 2013-12-31 | 2014-01-31 | 2014-03-31 | 6304.00 | 6089.50 | -3.40 | 90 |
| 15 | 2017-07-31 | 2017-09-30 | 2017-10-31 | 10077.10 | 9788.60 | -2.86 | 92 |
| 16 | 2020-12-31 | 2021-01-31 | 2021-02-28 | 13981.75 | 13634.60 | -2.48 | 59 |
| 17 | 2007-10-31 | 2007-11-30 | 2007-12-31 | 5900.65 | 5762.75 | -2.34 | 61 |
| 18 | 2013-10-31 | 2013-11-30 | 2013-12-31 | 6299.15 | 6176.10 | -1.95 | 61 |
| 19 | 2017-10-31 | 2017-11-30 | 2017-12-31 | 10335.30 | 10226.55 | -1.05 | 61 |
| 20 | 2017-05-31 | 2017-06-30 | 2017-07-31 | 9621.25 | 9520.90 | -1.04 | 61 |
| 21 | 2021-03-31 | 2021-04-30 | 2021-05-31 | 14690.70 | 14631.10 | -0.41 | 61 |
| 22 | 2024-04-30 | 2024-05-31 | 2024-06-30 | 22604.85 | 22530.70 | -0.33 | 61 |
| 23 | 2014-03-31 | 2014-04-30 | 2014-05-31 | 6704.20 | 6696.40 | -0.12 | 61 |
| 24 | 2023-12-31 | 2024-01-31 | 2024-02-29 | 21731.40 | 21725.70 | -0.03 | 60 |
Top 25 Weekly Drawdowns
| Peak Date | Trough Date | Recovery Date | Peak Value | Trough Value | Drawdown_% | Duration_Days | |
|---|---|---|---|---|---|---|---|
| Rank | |||||||
| 1 | 2008-01-04 | 2008-10-24 | 2010-11-05 | 6274.30 | 2584.00 | -58.82 | 1036 |
| 2 | 2020-01-17 | 2020-04-03 | 2020-11-13 | 12352.35 | 8083.80 | -34.56 | 301 |
| 3 | 2010-11-05 | 2011-12-30 | 2013-11-01 | 6281.80 | 4624.30 | -26.39 | 1092 |
| 4 | 2015-03-06 | 2016-02-12 | 2017-02-24 | 8937.75 | 6980.95 | -21.89 | 721 |
| 5 | 2021-10-15 | 2022-06-17 | 2022-11-11 | 18338.55 | 15293.50 | -16.60 | 392 |
| 6 | 2024-09-27 | 2025-02-28 | 2025-11-28 | 26178.95 | 22124.70 | -15.49 | 427 |
| 7 | 2026-01-02 | 2026-10-02 | Ongoing | 26328.55 | 22421.95 | -14.84 | 273 |
| 8 | 2018-08-31 | 2018-10-26 | 2019-04-19 | 11680.50 | 10030.00 | -14.13 | 231 |
| 9 | 2018-01-26 | 2018-03-23 | 2018-07-27 | 11069.65 | 9998.05 | -9.68 | 182 |
| 10 | 2022-12-02 | 2023-03-24 | 2023-06-16 | 18696.10 | 16945.05 | -9.37 | 196 |
| 11 | 2019-05-31 | 2019-08-23 | 2019-11-29 | 11922.80 | 10829.35 | -9.17 | 182 |
| 12 | 2023-09-15 | 2023-10-27 | 2023-12-01 | 20192.35 | 19047.25 | -5.67 | 77 |
| 13 | 2021-01-15 | 2021-01-29 | 2021-02-05 | 14433.70 | 13634.60 | -5.54 | 21 |
| 14 | 2007-11-02 | 2007-11-23 | 2007-12-07 | 5932.40 | 5608.60 | -5.46 | 35 |
| 15 | 2021-02-12 | 2021-04-23 | 2021-05-21 | 15163.30 | 14341.35 | -5.42 | 98 |
| 16 | 2013-11-01 | 2013-11-22 | 2013-12-27 | 6307.20 | 5995.45 | -4.94 | 56 |
| 17 | 2007-12-14 | 2007-12-21 | 2007-12-28 | 6047.70 | 5766.50 | -4.65 | 14 |
| 18 | 2014-11-28 | 2014-12-26 | 2015-01-23 | 8588.25 | 8200.70 | -4.51 | 56 |
| 19 | 2014-09-19 | 2014-10-17 | 2014-10-31 | 8121.45 | 7779.70 | -4.21 | 42 |
| 20 | 2013-12-27 | 2014-02-14 | 2014-03-07 | 6313.80 | 6048.35 | -4.20 | 70 |
| 21 | 2019-04-26 | 2019-05-10 | 2019-05-24 | 11754.65 | 11278.90 | -4.05 | 28 |
| 22 | 2007-10-12 | 2007-10-19 | 2007-10-26 | 5428.25 | 5215.30 | -3.92 | 14 |
| 23 | 2014-07-04 | 2014-07-11 | 2014-07-25 | 7751.60 | 7459.60 | -3.77 | 21 |
| 24 | 2017-08-04 | 2017-08-11 | 2017-09-15 | 10066.40 | 9710.80 | -3.53 | 42 |
| 25 | 2017-11-03 | 2017-12-01 | 2017-12-22 | 10452.50 | 10121.80 | -3.16 | 49 |
