HDFCLIFE.NSE

10-Year Study

HDFCLIFE.NSE · Unknown · Unknown · Common Stock

Executive Summary: HDFCLIFE.NSE has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 32.1% and an annualized volatility of 21.9%.

1Y CAGR
-20.0%
3Y CAGR
+2.5%
5Y CAGR
-0.8%
10Y CAGR
+6.8%

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 →
32.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +62.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -15.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.5-2.1-17.46.9————————-15.8%
20253.4-4.612.78.54.55.1-7.22.2-2.0-3.34.4-1.921.9%
2024-10.80.98.8-7.8-5.88.620.23.2-2.80.3-8.7-6.2-4.3%
20232.2-15.62.16.111.810.3-0.7-0.3-1.1-3.011.7-6.414.6%
2022-4.2-15.92.98.23.1-8.21.03.5-7.81.99.3-4.1-12.6%
20210.23.3-0.6-4.50.13.4-3.28.10.6-5.80.1-4.6-3.7%
2020-4.3-9.2-18.913.54.44.914.2-8.3-2.75.49.74.68.1%
2019-4.0-5.26.08.99.25.16.312.97.94.2-8.79.562.4%
201810.68.0-1.514.0-5.2-7.110.2-8.1-15.2-4.96.6-2.40.3%
2017———————————4.34.3%

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 21.9%. The dominant macroeconomic risk driver is LQD.US, accounting for 21.5% of variance. Idiosyncratic stock-specific factors contribute 47.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110427.210511222167
2018-01-0111534.764514721188
2018-02-0112458.626204086484
2018-03-0112276.28497056082
2018-04-0113994.342444537804
2018-05-0113267.678830904148
2018-06-0112322.207418533917
2018-07-0113579.686809930536
2018-08-0112473.48220554535
2018-09-0110578.4852982336
2018-10-0110057.125403232825
2018-11-0110716.256005141337
2018-12-0110458.27611698929
2019-01-0110038.217000696895
2019-02-019515.504343593839
2019-03-0110081.745841643768
2019-04-0110977.17850818337
2019-05-0111983.860514000835
2019-06-0112591.669389986686
2019-07-0113390.77513772909
2019-08-0115117.872324648108
2019-09-0116311.780304708613
2019-10-0116991.495758893234
2019-11-0115507.249215856187
2019-12-0116987.424861379717
2020-01-0116258.868725998245
2020-02-0114763.768137752715
2020-03-0111975.721241215138
2020-04-0113595.638304875585
2020-05-0114196.662351672243
2020-06-0114896.727248941772
2020-07-0117015.91609949166
2020-08-0115596.792146211303
2020-09-0115178.924016891282
2020-10-0116002.449264485002
2020-11-0117550.461431440897
2020-12-0118356.349486131163
2021-01-0118395.69476945159
2021-02-0119011.642918223137
2021-03-0118890.898181068846
2021-04-0118047.020127401775
2021-05-0118068.728217818745
2021-06-0118677.222302700404
2021-07-0118071.70278109896
2021-08-0119533.116314083953
2021-09-0119659.662206307068
2021-10-0118518.016748186907
2021-11-0118527.544094453566
2021-12-0117677.0947613636
2022-01-0116939.586350739686
2022-02-0114238.55846172873
2022-03-0114646.774814209602
2022-04-0115849.650202960556
2022-05-0116345.682591229679
2022-06-0115009.809416922542
2022-07-0115159.909680219314
2022-08-0115697.533828090589
2022-09-0114476.279707483902
2022-10-0114749.186219852176
2022-11-0116117.806494149283
2022-12-0115453.281658773873
2023-01-0115797.143864357897
2023-02-0113339.627446458491
2023-03-0113623.450219321496
2023-04-0114457.176251618122
2023-05-0116165.565974560843
2023-06-0117830.211625296164
2023-07-0117711.106345009153
2023-08-0117653.605968564632
2023-09-0117452.361376985707
2023-10-0116930.760187563952
2023-11-0118913.112401246894
2023-12-0117707.000136116956
2024-01-0115787.623244068129
2024-02-0115935.4787125774
2024-03-0117341.470195977312
2024-04-0115980.655417862663
2024-05-0115055.192945997216
2024-06-0116348.201469575504
2024-07-0119657.405641060002
2024-08-0120294.79452266709
2024-09-0119726.089635580687
2024-10-0119785.158846135124
2024-11-0118070.801500195514
2024-12-0116952.622975449427
2025-01-0117529.56886572201
2025-02-0116717.723277000194
2025-03-0118838.689466943633
2025-04-0120432.162511708455
2025-05-0121342.913590618205
2025-06-0122433.640040682072
2025-07-0120813.723817768736
2025-08-0121269.669383765155
2025-09-0120839.896275347368
2025-10-0120162.17507331105
2025-11-0121056.15997332478
2025-12-0120658.06789755967
2026-01-0120138.758584763662
2026-02-0119706.229507314627
2026-03-0116270.793883026687
2026-04-0117397.573250722642
Annual Return Matrix
YearAnnual Return
20180.002979282496856417
20190.624304490659215
20200.08058458747703678
2021-0.037003802160160415
2022-0.125801956294892
20230.1458407687834704
2024-0.04260332946679246
20250.2185764956535885
2026-0.15783153889344081
Total Factor Risk
0.2186519360970554
VTI.US Exposure
0.07980253664775211
VEA.US Exposure
-0.013219836031332999
VWO.US Exposure
0.07981700975789355
QQQ.US Exposure
-0.030200023363734594
VTV.US Exposure
-0.020526478293882548
IJR.US Exposure
-0.025882038101387523
QUAL.US Exposure
0.021683680624097826
SHV.US Exposure
0.09429571251642563
TLT.US Exposure
-0.020821518392668572
LQD.US Exposure
0.21476168488708147
HYG.US Exposure
0.05827286854861904
GLD.US Exposure
0.028753365959329237
USO.US Exposure
0.002788985425698191
VNQ.US Exposure
0.04343102595241621
BTC-USD.CC Exposure
0.0004113965066539794
CPER.US Exposure
-0.0174846487104448
VIX.INDX Exposure
-0.0027638341073897635
UUP.US Exposure
0.03249734242766278
TIP.US Exposure
-0.0016559058190951208
Idiosyncratic Exposure
0.47603867356630597
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
21.9%

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 →
-5.0%
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 →
-14.4%
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 →
22.4% 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 HDFCLIFE.NSE a high-risk investment?

HDFCLIFE.NSE (HDFCLIFE.NSE) has an annualized volatility of 21.9% and experienced a maximum drawdown of 32.1% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, HDFCLIFE.NSE has generated a Compound Annual Growth Rate (CAGR) of 6.8%. It has had a positive return in 56% 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 HDFCLIFE.NSE

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

Start a Free Backtest