NIFTY BANK Market Sentiment Analyser
20-Year Historical Returns, Drawdowns & Seasonality Report
Market Sentiment & Risk Indicators
| Metric | Value |
|---|---|
| Analysis Period (Years) | 20.00 |
| CAGR (%) | 10.88 |
| Positive Months (%) | 55.90 |
| Positive Weeks (%) | 56.70 |
| Avg Monthly Gain (%) | 6.31 |
| Avg Monthly Loss (%) | -5.31 |
| Monthly Gain/Loss Ratio | 1.19 |
| Max Monthly Return (%) | 44.50 |
| Min Monthly Return (%) | -34.32 |
| Annualized Volatility (%) | 28.97 |
Yearly Performance Breakdown
| Year | Open | High | Low | Close | Return_% | Yearly_Range_% |
|---|---|---|---|---|---|---|
| 2007 | 6897.02 | 10090.58 | 6897.02 | 9863.34 | 43.01 | 46.30 |
| 2008 | 9905.13 | 10698.23 | 4053.15 | 5001.49 | -49.51 | 163.95 |
| 2009 | 5195.04 | 9526.59 | 3339.66 | 9029.40 | 73.81 | 185.26 |
| 2010 | 9112.24 | 13182.75 | 8223.15 | 11791.31 | 29.40 | 60.31 |
| 2011 | 11855.61 | 11894.61 | 7798.46 | 7968.56 | -32.79 | 52.53 |
| 2012 | 7994.96 | 12510.10 | 7994.96 | 12474.11 | 56.02 | 56.47 |
| 2013 | 12654.00 | 13316.95 | 8664.10 | 11385.12 | -10.03 | 53.70 |
| 2014 | 11385.47 | 18782.63 | 10101.98 | 18736.43 | 64.56 | 85.93 |
| 2015 | 18750.23 | 20555.01 | 15789.92 | 16922.00 | -9.75 | 30.18 |
| 2016 | 17039.05 | 20425.96 | 13555.54 | 18176.99 | 6.68 | 50.68 |
| 2017 | 17969.39 | 25891.65 | 17890.79 | 25539.15 | 42.13 | 44.72 |
| 2018 | 25317.80 | 28319.67 | 23670.12 | 27159.88 | 7.28 | 19.64 |
| 2019 | 27392.08 | 32411.97 | 26573.09 | 32161.28 | 17.41 | 21.97 |
| 2020 | 32102.53 | 32443.47 | 16917.45 | 31263.69 | -2.61 | 91.78 |
| 2021 | 31225.49 | 41237.82 | 30284.20 | 35481.29 | 13.63 | 36.17 |
| 2022 | 36421.48 | 44048.59 | 32616.72 | 42985.95 | 18.02 | 35.05 |
| 2023 | 43203.10 | 48508.55 | 39051.50 | 48292.25 | 11.78 | 24.22 |
| 2024 | 48234.30 | 54375.35 | 44866.15 | 50860.20 | 5.44 | 21.19 |
| 2025 | 51060.60 | 59777.20 | 47853.95 | 59581.85 | 16.69 | 24.92 |
| 2026 | 59711.55 | 61550.80 | 50275.35 | 54450.75 | -8.81 | 22.43 |
Top 25 Monthly Drawdowns
| Peak Date | Trough Date | Recovery Date | Peak Value | Trough Value | Drawdown_% | Duration_Days | |
|---|---|---|---|---|---|---|---|
| Rank | |||||||
| 1 | 2007-12-31 | 2009-02-28 | 2010-04-30 | 9863.34 | 3892.35 | -60.54 | 851 |
| 2 | 2019-12-31 | 2020-03-31 | 2021-02-28 | 32161.28 | 19143.78 | -40.48 | 425 |
| 3 | 2010-09-30 | 2011-12-31 | 2012-12-31 | 12366.21 | 7968.56 | -35.56 | 823 |
| 4 | 2015-01-31 | 2016-02-29 | 2017-02-28 | 19843.52 | 13946.24 | -29.72 | 759 |
| 5 | 2013-01-31 | 2013-08-31 | 2014-03-31 | 12708.45 | 9049.09 | -28.79 | 424 |
| 6 | 2026-02-28 | 2026-03-31 | Ongoing | 60529.00 | 50275.35 | -16.94 | 245 |
| 7 | 2021-10-31 | 2022-06-30 | 2022-08-31 | 39115.15 | 33424.71 | -14.55 | 304 |
| 8 | 2019-05-31 | 2019-08-31 | 2019-11-30 | 31375.04 | 27427.53 | -12.58 | 183 |
| 9 | 2018-01-31 | 2018-03-31 | 2018-07-31 | 27379.13 | 24263.07 | -11.38 | 181 |
| 10 | 2018-08-31 | 2018-09-30 | 2019-03-31 | 28061.42 | 25119.56 | -10.48 | 212 |
| 11 | 2024-09-30 | 2025-02-28 | 2025-04-30 | 52978.10 | 48344.70 | -8.75 | 212 |
| 12 | 2022-11-30 | 2023-02-28 | 2023-04-30 | 43230.50 | 40269.05 | -6.85 | 151 |
| 13 | 2025-06-30 | 2025-08-31 | 2025-10-31 | 57312.75 | 53655.65 | -6.38 | 123 |
| 14 | 2023-07-31 | 2023-10-31 | 2023-12-31 | 45651.10 | 42845.95 | -6.14 | 153 |
| 15 | 2021-02-28 | 2021-04-30 | 2021-05-31 | 34803.20 | 32781.42 | -5.81 | 92 |
| 16 | 2010-04-30 | 2010-05-31 | 2010-07-31 | 9870.24 | 9363.59 | -5.13 | 92 |
| 17 | 2023-12-31 | 2024-01-31 | 2024-04-30 | 48292.25 | 45996.80 | -4.75 | 121 |
| 18 | 2017-07-31 | 2017-09-30 | 2017-11-30 | 25103.36 | 24052.72 | -4.19 | 122 |
| 19 | 2021-05-31 | 2021-07-31 | 2021-08-31 | 35526.23 | 34583.95 | -2.65 | 92 |
| 20 | 2022-08-31 | 2022-09-30 | 2022-10-31 | 39536.29 | 38631.50 | -2.29 | 61 |
| 21 | 2014-08-31 | 2014-09-30 | 2014-10-31 | 15740.22 | 15392.07 | -2.21 | 61 |
| 22 | 2019-03-31 | 2019-04-30 | 2019-05-31 | 30420.20 | 29764.46 | -2.16 | 61 |
| 23 | 2024-06-30 | 2024-08-31 | 2024-09-30 | 52342.25 | 51351.00 | -1.89 | 92 |
| 24 | 2017-05-31 | 2017-06-30 | 2017-07-31 | 23424.53 | 23210.93 | -0.91 | 61 |
| 25 | 2024-04-30 | 2024-05-31 | 2024-06-30 | 49396.75 | 48983.95 | -0.84 | 61 |
Top 25 Weekly Drawdowns
| Peak Date | Trough Date | Recovery Date | Peak Value | Trough Value | Drawdown_% | Duration_Days | |
|---|---|---|---|---|---|---|---|
| Rank | |||||||
| 1 | 2008-01-11 | 2009-03-06 | 2010-08-13 | 10561.43 | 3455.31 | -67.28 | 945 |
| 2 | 2019-12-27 | 2020-04-03 | 2021-02-05 | 32411.97 | 17249.10 | -46.78 | 406 |
| 3 | 2010-11-05 | 2011-12-30 | 2013-05-17 | 13182.75 | 7968.56 | -39.55 | 924 |
| 4 | 2013-05-17 | 2013-08-30 | 2014-05-09 | 13316.95 | 9049.09 | -32.05 | 357 |
| 5 | 2015-01-23 | 2016-02-26 | 2016-09-09 | 20072.47 | 13791.29 | -31.29 | 595 |
| 6 | 2021-10-22 | 2022-06-17 | 2022-09-09 | 40323.18 | 32742.67 | -18.80 | 322 |
| 7 | 2026-02-20 | 2026-04-03 | Ongoing | 61172.00 | 51548.75 | -15.73 | 224 |
| 8 | 2019-07-05 | 2019-08-23 | 2019-11-29 | 31475.44 | 26958.34 | -14.35 | 147 |
| 9 | 2018-01-26 | 2018-03-23 | 2018-07-27 | 27445.33 | 23670.12 | -13.76 | 182 |
| 10 | 2018-08-17 | 2018-10-26 | 2019-03-15 | 28128.22 | 24420.77 | -13.18 | 210 |
| 11 | 2021-02-12 | 2021-04-23 | 2021-08-13 | 36108.48 | 31721.93 | -12.15 | 182 |
| 12 | 2016-09-09 | 2016-12-23 | 2017-02-17 | 20245.07 | 17883.79 | -11.66 | 161 |
| 13 | 2024-09-27 | 2025-03-14 | 2025-04-18 | 53834.30 | 48060.40 | -10.73 | 203 |
| 14 | 2022-12-09 | 2023-03-24 | 2023-05-12 | 43632.94 | 39395.35 | -9.71 | 154 |
| 15 | 2007-09-28 | 2007-10-19 | 2007-10-26 | 8042.11 | 7423.71 | -7.69 | 28 |
| 16 | 2023-09-15 | 2023-10-27 | 2023-12-08 | 46231.50 | 42782.00 | -7.46 | 84 |
| 17 | 2007-11-02 | 2007-11-09 | 2007-12-07 | 9560.59 | 8876.15 | -7.16 | 35 |
| 18 | 2014-07-04 | 2014-07-11 | 2014-08-22 | 15555.97 | 14447.03 | -7.13 | 49 |
| 19 | 2023-12-29 | 2024-01-26 | 2024-04-05 | 48292.25 | 44866.15 | -7.09 | 98 |
| 20 | 2025-06-27 | 2025-08-29 | 2025-10-17 | 57443.90 | 53655.65 | -6.59 | 112 |
| 21 | 2014-09-12 | 2014-10-03 | 2014-10-24 | 16253.96 | 15316.02 | -5.77 | 42 |
| 22 | 2007-12-14 | 2007-12-21 | 2007-12-28 | 9803.04 | 9245.34 | -5.69 | 14 |
| 23 | 2022-09-16 | 2022-09-30 | 2022-10-21 | 40776.33 | 38631.50 | -5.26 | 35 |
| 24 | 2023-07-21 | 2023-08-18 | 2023-09-15 | 46075.20 | 43851.05 | -4.83 | 56 |
| 25 | 2019-03-29 | 2019-05-10 | 2019-05-24 | 30420.20 | 29040.16 | -4.54 | 56 |
