DLF.NSE

10-Year Study

DLF.NSE · Unknown · Unknown · Common Stock

Executive Summary: DLF.NSE has compounded at 17.4% annually over the last 10 years, with a maximum drawdown of 47.0% and an annualized volatility of 44.8%.

1Y CAGR
-27.5%
3Y CAGR
+8.5%
5Y CAGR
+16.5%
10Y CAGR
+17.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
47.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +135.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -30.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.5-5.0-16.517.0————————-14.2%
2025-9.7-14.77.1-0.918.35.0-5.7-5.8-3.56.1-4.3-5.0-16.1%
202410.512.3-0.5-0.6-8.51.18.4-5.05.9-8.40.40.214.2%
2023-5.1-1.21.419.511.43.36.6-2.85.36.111.116.195.2%
20220.1-10.38.5-2.3-7.1-9.523.41.8-8.58.14.4-6.9-3.2%
20219.718.4-5.1-13.816.6-2.520.1-4.430.2-4.5-6.04.268.8%
202012.8-22.2-31.96.82.6-1.7-4.712.2-3.13.718.324.41.9%
2019-7.2-0.117.8-11.010.7-1.4-4.5-5.6-7.517.819.95.131.5%
2018-3.6-9.5-10.510.9-5.9-10.14.012.5-26.11.48.1-0.3-30.9%
201721.111.5-1.225.1-3.56.21.4-4.3-10.322.615.811.2135.2%
2016———12.90.315.47.6-4.0-5.63.0-23.6-3.1-2.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 44.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 26.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111285.403951053153
2016-05-0111320.263524157459
2016-06-0113067.540485709334
2016-07-0114056.646321685044
2016-08-0113494.553923103751
2016-09-0112736.384951347365
2016-10-0113115.471591045336
2016-11-0110021.788040872609
2016-12-019708.0612161529
2017-01-0111760.3492117235
2017-02-0113111.109388055289
2017-03-0112954.246693635363
2017-04-0116209.153705338213
2017-05-0115647.059870877069
2017-06-0116618.736997210515
2017-07-0116849.67529730969
2017-08-0116126.363744837832
2017-09-0114467.34672808212
2017-10-0117729.763391410364
2017-11-0120538.701915793976
2017-12-0122836.92382269698
2018-01-0122022.42241259117
2018-02-0119922.321771772353
2018-03-0117823.07404358556
2018-04-0119758.15188478615
2018-05-0118589.133175128092
2018-06-0116720.47913587602
2018-07-0117384.69130952386
2018-08-0119554.456533116918
2018-09-0114453.863816272857
2018-10-0114649.488087294601
2018-11-0115836.564421970053
2018-12-0115787.655482454911
2019-01-0114658.38049121737
2019-02-0114645.044039152997
2019-03-0117254.827463959056
2019-04-0115360.84306823976
2019-05-0117001.409028898663
2019-06-0116765.772529924096
2019-07-0116018.947008997655
2019-08-0115119.764584626522
2019-09-0113991.290814346336
2019-10-0116482.028312391743
2019-11-0119755.05469194562
2019-12-0120762.139179546866
2020-01-0123419.226230193653
2020-02-0118230.072751724456
2020-03-0112423.021404230189
2020-04-0113272.612846156531
2020-05-0113616.06381969025
2020-06-0113381.072030769183
2020-07-0112757.434949976101
2020-08-0114312.007502185052
2020-09-0113868.0837077749
2020-10-0114381.380601349354
2020-11-0117006.914192250813
2020-12-0121154.16740434994
2021-01-0123207.350671008193
2021-02-0127481.792684508047
2021-03-0126078.174181128492
2021-04-0122466.933481860746
2021-05-0126205.367290168775
2021-06-0125537.628595604685
2021-07-0130675.129168161773
2021-08-0129311.33335659459
2021-09-0138149.0819486785
2021-10-0136448.28226411258
2021-11-0134271.990966592675
2021-12-0135703.040518662776
2022-01-0135744.189963458295
2022-02-0132072.843333590354
2022-03-0134788.63489610189
2022-04-0134002.24370585656
2022-05-0131597.351720636365
2022-06-0128593.519788075624
2022-07-0135291.56042950612
2022-08-0135942.5136886016
2022-09-0132873.57322003667
2022-10-0135527.78851097967
2022-11-0137108.33612970934
2022-12-0134560.10600239419
2023-01-0132813.66831261574
2023-02-0132408.164355402663
2023-03-0132873.57322003667
2023-04-0139278.711602239455
2023-05-0143766.91879280986
2023-06-0145209.2256429188
2023-07-0148185.485810563514
2023-08-0146824.67662908826
2023-09-0149314.064400072886
2023-10-0152342.20290676645
2023-11-0158133.749623619995
2023-12-0167473.60816935227
2024-01-0174551.64579830684
2024-02-0183710.37671600207
2024-03-0183320.24241672363
2024-04-0182841.87042878674
2024-05-0175763.83854335158
2024-06-0176609.10655104388
2024-07-0183063.0820787692
2024-08-0178947.99401123231
2024-09-0183623.59213775372
2024-10-0176589.17079518021
2024-11-0176878.77627426799
2024-12-0177060.94347931781
2025-01-0169601.46723946786
2025-02-0159372.13856068265
2025-03-0163571.30600882693
2025-04-0162992.1065376902
2025-05-0174533.96724557034
2025-06-0178266.03723437479
2025-07-0173799.35388278424
2025-08-0169545.95038087432
2025-09-0167094.5990671663
2025-10-0171164.50286752386
2025-11-0168092.07608267854
2025-12-0164685.59472205028
2026-01-0159825.23331970684
2026-02-0156823.3829013417
2026-03-0147436.729031236275
2026-04-0155491.84556652711
Annual Return Matrix
YearAnnual Return
20171.352367101342483
2018-0.30867854160094876
20190.31508691728294824
20200.018881880205738444
20210.6877544663526274
2022-0.03201224600664343
20230.95235535923061
20240.14209015302549477
2025-0.16059171090461555
2026-0.14212977703966534
Total Factor Risk
0.44752291763418145
VTI.US Exposure
0.05059630359471158
VEA.US Exposure
0.03209291085259732
VWO.US Exposure
-0.00979892091118791
QQQ.US Exposure
0.038181932391902304
VTV.US Exposure
-0.009152396381585937
IJR.US Exposure
-0.017865205213877453
QUAL.US Exposure
-0.030253400729672607
SHV.US Exposure
0.48768506046523946
TLT.US Exposure
-0.0050994295683521275
LQD.US Exposure
0.1353423276384497
HYG.US Exposure
0.04032396913062331
GLD.US Exposure
0.0000029512530368991915
USO.US Exposure
-0.0002543174962909298
VNQ.US Exposure
0.024126101119637002
BTC-USD.CC Exposure
-0.0015191344331149516
CPER.US Exposure
-0.000060595395378617384
VIX.INDX Exposure
0.0036110070477275696
UUP.US Exposure
0.00013051284227127912
TIP.US Exposure
-0.00005384895426946289
Idiosyncratic Exposure
0.26196417274753375
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-16.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
32.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is DLF.NSE a high-risk investment?

DLF.NSE (DLF.NSE) has an annualized volatility of 44.8% and experienced a maximum drawdown of 47.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DLF.NSE?

Over the past 10 years, DLF.NSE has generated a Compound Annual Growth Rate (CAGR) of 17.4%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on DLF.NSE

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest