NIFTY IT Market Sentiment Analyser
20-Year Historical Returns, Drawdowns & Seasonality Report
Market Sentiment & Risk Indicators
| Metric | Value |
|---|---|
| Analysis Period (Years) | 20.00 |
| CAGR (%) | 9.54 |
| Positive Months (%) | 55.90 |
| Positive Weeks (%) | 54.08 |
| Avg Monthly Gain (%) | 5.88 |
| Avg Monthly Loss (%) | -5.16 |
| Monthly Gain/Loss Ratio | 1.14 |
| Max Monthly Return (%) | 23.80 |
| Min Monthly Return (%) | -20.88 |
| Annualized Volatility (%) | 24.78 |
Yearly Performance Breakdown
| Year | Open | High | Low | Close | Return_% | Yearly_Range_% |
|---|---|---|---|---|---|---|
| 2007 | 4573.55 | 5171.60 | 4172.75 | 4812.60 | 5.23 | 23.94 |
| 2008 | 4748.20 | 4748.20 | 2126.10 | 2187.00 | -53.94 | 123.33 |
| 2009 | 2262.80 | 5829.70 | 2002.00 | 5818.40 | 157.13 | 191.19 |
| 2010 | 5877.25 | 7503.65 | 5449.75 | 7491.10 | 27.46 | 37.69 |
| 2011 | 7492.45 | 7545.95 | 5087.65 | 6139.00 | -18.06 | 48.32 |
| 2012 | 6217.70 | 6747.20 | 5489.60 | 6024.95 | -3.10 | 22.91 |
| 2013 | 6033.30 | 9579.10 | 5972.70 | 9517.85 | 57.76 | 60.38 |
| 2014 | 9462.80 | 11981.00 | 8675.10 | 11216.30 | 18.53 | 38.11 |
| 2015 | 11215.70 | 12855.90 | 10798.25 | 11212.55 | -0.03 | 19.06 |
| 2016 | 11174.85 | 11597.25 | 9434.60 | 10399.25 | -6.94 | 22.92 |
| 2017 | 10367.05 | 11665.75 | 9750.00 | 11665.75 | 12.53 | 19.65 |
| 2018 | 11565.75 | 16234.90 | 11565.75 | 14440.30 | 24.85 | 40.37 |
| 2019 | 14450.90 | 16705.40 | 14146.15 | 15652.40 | 8.31 | 18.09 |
| 2020 | 15722.15 | 24330.05 | 11179.60 | 24251.35 | 54.25 | 117.63 |
| 2021 | 24456.10 | 38701.05 | 24301.45 | 38701.05 | 58.25 | 59.25 |
| 2022 | 39123.80 | 39370.70 | 26484.75 | 28621.70 | -26.84 | 48.65 |
| 2023 | 28737.30 | 35782.45 | 26637.15 | 35515.00 | 23.59 | 34.33 |
| 2024 | 35695.90 | 45995.80 | 32315.55 | 43337.80 | 21.41 | 42.33 |
| 2025 | 43373.10 | 44609.50 | 32517.35 | 37884.05 | -12.66 | 37.19 |
| 2026 | 38171.50 | 39086.65 | 25769.80 | 28304.70 | -25.85 | 51.68 |
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 | 2009-09-30 | 4812.60 | 2094.10 | -56.49 | 639 |
| 2 | 2024-12-31 | 2026-06-30 | Ongoing | 43337.80 | 26299.05 | -39.32 | 669 |
| 3 | 2021-12-31 | 2022-09-30 | 2024-07-31 | 38701.05 | 26981.15 | -30.28 | 943 |
| 4 | 2010-12-31 | 2011-08-31 | 2013-07-31 | 7491.10 | 5451.25 | -27.23 | 943 |
| 5 | 2019-04-30 | 2020-03-31 | 2020-07-31 | 16705.40 | 12763.65 | -23.60 | 458 |
| 6 | 2015-02-28 | 2017-01-31 | 2018-01-31 | 12554.95 | 9848.50 | -21.56 | 1068 |
| 7 | 2014-02-28 | 2014-05-31 | 2014-08-31 | 10338.55 | 8970.30 | -13.23 | 184 |
| 8 | 2018-09-30 | 2018-12-31 | 2019-04-30 | 15838.05 | 14440.30 | -8.83 | 212 |
| 9 | 2007-09-30 | 2007-11-30 | 2007-12-31 | 4804.20 | 4431.15 | -7.77 | 92 |
| 10 | 2014-11-30 | 2014-12-31 | 2015-02-28 | 11898.05 | 11216.30 | -5.73 | 90 |
| 11 | 2024-08-31 | 2024-10-31 | 2024-11-30 | 42787.80 | 40407.55 | -5.56 | 91 |
| 12 | 2009-12-31 | 2010-01-31 | 2010-03-31 | 5818.40 | 5594.15 | -3.85 | 90 |
| 13 | 2010-04-30 | 2010-05-31 | 2010-07-31 | 5985.80 | 5761.95 | -3.74 | 92 |
| 14 | 2018-01-31 | 2018-03-31 | 2018-04-30 | 12986.40 | 12511.55 | -3.66 | 89 |
| 15 | 2013-08-31 | 2013-09-30 | 2013-10-31 | 8382.40 | 8167.80 | -2.56 | 61 |
| 16 | 2018-04-30 | 2018-05-31 | 2018-06-30 | 13986.25 | 13666.00 | -2.29 | 61 |
| 17 | 2010-07-31 | 2010-08-31 | 2010-09-30 | 6086.85 | 5974.90 | -1.84 | 61 |
| 18 | 2021-09-30 | 2021-10-31 | 2021-11-30 | 35028.00 | 34408.75 | -1.77 | 61 |
| 19 | 2009-09-30 | 2009-10-31 | 2009-11-30 | 5122.10 | 5048.80 | -1.43 | 61 |
| 20 | 2021-01-31 | 2021-02-28 | 2021-03-31 | 24645.75 | 24301.45 | -1.40 | 59 |
| 21 | 2020-07-31 | 2020-08-31 | 2020-09-30 | 18071.85 | 17928.85 | -0.79 | 61 |
| 22 | 2021-03-31 | 2021-04-30 | 2021-05-31 | 25855.00 | 25664.45 | -0.74 | 61 |
| 23 | 2013-10-31 | 2013-11-30 | 2013-12-31 | 8852.80 | 8820.75 | -0.36 | 61 |
| 24 | 2010-09-30 | 2010-10-31 | 2010-11-30 | 6613.40 | 6613.25 | -0.00 | 61 |
Top 25 Weekly Drawdowns
| Peak Date | Trough Date | Recovery Date | Peak Value | Trough Value | Drawdown_% | Duration_Days | |
|---|---|---|---|---|---|---|---|
| Rank | |||||||
| 1 | 2007-10-19 | 2009-02-20 | 2009-09-18 | 4894.05 | 2062.90 | -57.85 | 700 |
| 2 | 2024-12-13 | 2026-06-26 | Ongoing | 45995.80 | 27330.85 | -40.58 | 658 |
| 3 | 2010-12-31 | 2011-08-26 | 2013-07-19 | 7491.10 | 5088.70 | -32.07 | 931 |
| 4 | 2022-01-14 | 2022-07-15 | 2024-07-12 | 38826.85 | 26484.75 | -31.79 | 910 |
| 5 | 2020-02-21 | 2020-04-03 | 2020-07-17 | 16649.40 | 11680.05 | -29.85 | 147 |
| 6 | 2015-03-06 | 2016-11-11 | 2018-01-26 | 12665.50 | 9434.60 | -25.51 | 1057 |
| 7 | 2018-09-07 | 2018-10-26 | 2019-04-26 | 16104.80 | 13798.60 | -14.32 | 231 |
| 8 | 2014-02-28 | 2014-05-23 | 2014-07-25 | 10338.55 | 8941.30 | -13.51 | 147 |
| 9 | 2010-01-15 | 2010-02-05 | 2010-03-19 | 6118.40 | 5449.75 | -10.93 | 63 |
| 10 | 2019-04-26 | 2019-10-25 | 2020-02-14 | 16504.45 | 14898.85 | -9.73 | 294 |
| 11 | 2010-03-26 | 2010-05-21 | 2010-08-06 | 6151.90 | 5606.45 | -8.87 | 133 |
| 12 | 2021-01-22 | 2021-02-26 | 2021-04-09 | 26489.75 | 24301.45 | -8.26 | 77 |
| 13 | 2014-11-28 | 2014-12-12 | 2015-02-06 | 11898.05 | 10929.90 | -8.14 | 70 |
| 14 | 2009-10-02 | 2009-10-09 | 2009-11-13 | 5174.05 | 4774.80 | -7.72 | 42 |
| 15 | 2021-09-24 | 2021-10-29 | 2021-12-24 | 37103.25 | 34408.75 | -7.26 | 91 |
| 16 | 2024-09-13 | 2024-11-01 | 2024-12-06 | 43394.35 | 40433.65 | -6.82 | 84 |
| 17 | 2014-10-03 | 2014-10-17 | 2014-11-14 | 11519.45 | 10746.20 | -6.71 | 42 |
| 18 | 2021-04-09 | 2021-05-14 | 2021-06-11 | 27367.05 | 25588.20 | -6.50 | 63 |
| 19 | 2018-01-26 | 2018-02-16 | 2018-04-13 | 13117.85 | 12437.95 | -5.18 | 77 |
| 20 | 2024-07-26 | 2024-08-09 | 2024-08-23 | 40977.35 | 39043.30 | -4.72 | 28 |
| 21 | 2010-11-05 | 2010-11-19 | 2010-12-03 | 6818.65 | 6503.50 | -4.62 | 28 |
| 22 | 2020-10-09 | 2020-10-30 | 2020-12-04 | 21837.65 | 20916.85 | -4.22 | 56 |
| 23 | 2010-08-06 | 2010-08-27 | 2010-09-10 | 6259.90 | 6005.90 | -4.06 | 35 |
| 24 | 2009-12-25 | 2010-01-08 | 2010-01-15 | 5829.70 | 5607.90 | -3.80 | 21 |
| 25 | 2009-11-20 | 2009-11-27 | 2009-12-11 | 5463.55 | 5262.50 | -3.68 | 21 |
