INDIGO.NSE

10-Year Study

INDIGO.NSE · Unknown · Unknown · Common Stock

Executive Summary: INDIGO.NSE has compounded at 16.6% annually over the last 10 years, with a maximum drawdown of 48.9% and an annualized volatility of 29.8%.

1Y CAGR
-14.5%
3Y CAGR
+25.6%
5Y CAGR
+21.7%
10Y CAGR
+16.6%

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 →
48.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +53.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -8.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.25.0-18.316.9————————-8.9%
2025-5.03.514.32.61.512.1-1.1-4.3-0.90.54.9-14.311.3%
2024-0.26.612.512.25.20.95.88.0-0.9-15.48.14.053.5%
20235.8-12.62.95.817.410.7-1.3-6.1-2.23.110.29.747.8%
2022-8.01.07.4-7.7-1.1-12.616.38.0-8.0-4.08.73.6-0.5%
2021-10.24.70.70.77.0-2.4-4.115.66.27.6-12.45.917.1%
20203.4-5.7-18.0-6.7-3.02.4-0.922.44.24.815.613.829.2%
20192.0-5.327.85.510.5-7.1-0.08.911.8-22.9-0.9-7.714.8%
20180.89.9-3.48.7-13.1-10.7-14.60.6-11.17.616.812.2-2.7%
20179.9-5.122.75.20.15.410.6-2.3-10.713.8-10.17.550.7%
2016———23.2-1.1-4.6-2.7-10.65.61.6-7.6-4.5-4.3%

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 29.8%. The dominant macroeconomic risk driver is HYG.US, accounting for 19.0% of variance. Idiosyncratic stock-specific factors contribute 43.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112321.917865383
2016-05-0112188.502825757985
2016-06-0111627.919326435665
2016-07-0111312.41334185848
2016-08-0110107.64904867982
2016-09-0110672.113769191643
2016-10-0110846.932686773338
2016-11-0110020.621064816542
2016-12-019573.667609263024
2017-01-0110524.09928156417
2017-02-019986.823789529832
2017-03-0112253.64160840465
2017-04-0112888.234936559575
2017-05-0112900.473154468245
2017-06-0113595.667449287286
2017-07-0115043.170184421891
2017-08-0114696.067144905006
2017-09-0113122.727168319369
2017-10-0114929.972946669659
2017-11-0113418.850681407283
2017-12-0114423.273796409674
2018-01-0114536.339567487938
2018-02-0115981.059345164496
2018-03-0115439.66333305095
2018-04-0116783.883485666032
2018-05-0114587.78735162084
2018-06-0113023.422560552775
2018-07-0111123.449939595495
2018-08-0111185.859680891976
2018-09-019948.472449570529
2018-10-0110704.754433178112
2018-11-0112503.33153539116
2018-12-0114030.346496667948
2019-01-0114304.31861376812
2019-02-0113552.249472342255
2019-03-0117323.42123850027
2019-04-0118268.772979432924
2019-05-0120187.17456920476
2019-06-0118761.92072219814
2019-07-0118752.8879276886
2019-08-0120421.35807585376
2019-09-0122827.780208105836
2019-10-0117599.371264324607
2019-11-0117446.553811636175
2019-12-0116109.855325356752
2020-01-0116649.849518665793
2020-02-0115705.161019717563
2020-03-0112879.547796001834
2020-04-0112023.04610794758
2020-05-0111663.653150144617
2020-06-0111945.731147845132
2020-07-0111837.006731315281
2020-08-0114486.244856089414
2020-09-0115089.662118092083
2020-10-0115819.31988448954
2020-11-0118291.580231636894
2020-12-0120818.201309895536
2021-01-0118697.48284895373
2021-02-0119569.688895933272
2021-03-0119714.653799870644
2021-04-0119852.97594388825
2021-05-0121248.26425215072
2021-06-0120741.489767055085
2021-07-0119900.692437926125
2021-08-0123002.946995369788
2021-09-0124422.99978440943
2021-10-0126277.346083729648
2021-11-0123013.820323314954
2021-12-0124372.8681441699
2022-01-0122431.542607056526
2022-02-0122649.59411880141
2022-03-0124331.794410051796
2022-04-0122446.642071566173
2022-05-0122210.47179327117
2022-06-0119403.582969098017
2022-07-0122565.634183048733
2022-08-0124363.8072837412
2022-09-0122412.81820751394
2022-10-0121523.697274201004
2022-11-0123405.224677653685
2022-12-0124253.874555533705
2023-01-0125661.84865925781
2023-02-0122425.50252582194
2023-03-0123081.469528573063
2023-04-0124413.940401134365
2023-05-0128660.81620272102
2023-06-0131734.075711362108
2023-07-0131323.341324488334
2023-08-0129415.842605734473
2023-09-0128765.915684217936
2023-10-0129643.56061090052
2023-11-0132681.787943811734
2023-12-0135843.83915776244
2024-01-0135774.37748498787
2024-02-0138117.97922723151
2024-03-0142869.20845909758
2024-04-0148107.889529292435
2024-05-0150605.51703590215
2024-06-0151079.06885847709
2024-07-0154026.090817030665
2024-08-0158348.46689547284
2024-09-0157834.44697177225
2024-10-0148955.935251333634
2024-11-0152898.987137906246
2024-12-0155017.290452646404
2025-01-0152239.99935596101
2025-02-0154087.69994105419
2025-03-0161795.61762489501
2025-04-0163416.20879212186
2025-05-0164388.67811958046
2025-06-0172198.678937185
2025-07-0171401.37048837579
2025-08-0168321.35743329192
2025-09-0167698.16403835488
2025-10-0168067.23973826905
2025-11-0171413.12272273685
2025-12-0161224.213236581745
2026-01-0155621.523103458436
2026-02-0158413.189859369806
2026-03-0147719.67287250915
2026-04-0155769.155746869925
Annual Return Matrix
YearAnnual Return
20170.5065567747990753
2018-0.027242587590588285
20190.1482150728909415
20200.2922649452430457
20210.170748028677421
2022-0.0048822152539590435
20230.47786033426087826
20240.534916229550475
20250.11281767482311134
2026-0.0890996748072932
Total Factor Risk
0.2980923263114187
VTI.US Exposure
0.0584626320808529
VEA.US Exposure
0.07200199779854845
VWO.US Exposure
0.037958436364851474
QQQ.US Exposure
0.07100517060875214
VTV.US Exposure
-0.05026090885597055
IJR.US Exposure
0.019744643452254573
QUAL.US Exposure
-0.07896676017184112
SHV.US Exposure
0.11878969864728885
TLT.US Exposure
-0.03810822819658476
LQD.US Exposure
0.02151447492615171
HYG.US Exposure
0.18952768382874566
GLD.US Exposure
0.007515363951452728
USO.US Exposure
0.021505680913889387
VNQ.US Exposure
0.038465387220553114
BTC-USD.CC Exposure
-0.007358154556206098
CPER.US Exposure
0.009327873954026126
VIX.INDX Exposure
0.004868058471299863
UUP.US Exposure
0.07258768672323052
TIP.US Exposure
-0.0002906522750341033
Idiosyncratic Exposure
0.4317099151137392
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
29.8%

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 →
+1.1%
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 →
-13.4%
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 →
25.1% 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 INDIGO.NSE a high-risk investment?

INDIGO.NSE (INDIGO.NSE) has an annualized volatility of 29.8% and experienced a maximum drawdown of 48.9% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, INDIGO.NSE has generated a Compound Annual Growth Rate (CAGR) of 16.6%. It has had a positive return in 70% 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.

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