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 |
