MON100.NSE

10-Year Study

MON100.NSE · Unknown · Unknown · Common Stock

Executive Summary: MON100.NSE has compounded at 25.0% annually over the last 10 years, with a maximum drawdown of 31.6% and an annualized volatility of 24.9%.

1Y CAGR
+56.5%
3Y CAGR
+34.0%
5Y CAGR
+22.8%
10Y CAGR
+25.0%

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 →
31.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +56.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.5-2.32.816.6————————16.5%
2025-3.7-10.9-1.3-6.65.67.87.9-1.98.810.0-5.2-0.18.1%
20242.82.43.8-3.13.98.2-4.02.32.02.05.821.856.8%
20236.63.06.8-0.410.44.05.5-1.8-2.6-3.411.55.253.6%
2022-10.9-3.211.7-6.8-6.9-10.810.4-0.3-8.11.60.2-4.0-26.2%
20211.3-0.2-0.39.3-3.89.22.23.7-4.56.74.00.230.1%
20205.3-7.5-1.913.34.06.57.89.5-6.10.58.14.150.4%
20199.34.4-1.09.7-8.56.03.70.5-1.75.24.93.540.6%
20183.43.0-3.90.710.12.75.34.43.0-8.2-19.4-7.6-9.8%
20175.613.6-10.0-11.819.41.49.7-15.0-1.32.212.112.736.9%
2016———2.2-1.7-0.71.70.71.34.514.9-2.720.9%

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 24.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 54.6% of variance. Idiosyncratic stock-specific factors contribute 19.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110220.072189968128
2016-05-0110048.03459400453
2016-06-019981.603578958997
2016-07-0110149.21296040598
2016-08-0110223.478958671081
2016-09-0110357.36178480112
2016-10-0110822.715473409595
2016-11-0112434.080682523334
2016-12-0112094.092573400172
2017-01-0112775.090237460161
2017-02-0114512.50198993499
2017-03-0113054.43877335534
2017-04-0111512.570216277507
2017-05-0113742.24997482123
2017-06-0113936.431242466673
2017-07-0115290.930769755587
2017-08-0112990.393081199094
2017-09-0112815.28919847043
2017-10-0113102.814499072447
2017-11-0114683.518789859616
2017-12-0116552.429345124576
2018-01-0117122.027037124877
2018-02-0117642.911120568944
2018-03-0116960.209747270135
2018-04-0117070.586973966776
2018-05-0118792.669241940355
2018-06-0119292.43044974155
2018-07-0120305.579940155752
2018-08-0121193.36320130995
2018-09-0121820.195647159348
2018-10-0120029.9793046761
2018-11-0116147.032316544239
2018-12-0114927.778192911606
2019-01-0116316.68588916793
2019-02-0117039.24444198974
2019-03-0116861.0749222707
2019-04-0118496.286212755727
2019-05-0116914.90095809278
2019-06-0117928.390930444868
2019-07-0118595.761519693046
2019-08-0118695.919090055522
2019-09-0118384.206576369645
2019-10-0119337.739238918904
2019-11-0120277.30434471847
2019-12-0120995.094850860463
2020-01-0122097.498692328434
2020-02-0120445.25420810334
2020-03-0120061.661019041647
2020-04-0122731.48385797225
2020-05-0123642.093704008133
2020-06-0125173.74000565304
2020-07-0127131.22524764538
2020-08-0129712.816480885253
2020-09-0127907.60983628927
2020-10-0128052.735713891212
2020-11-0130317.50460527812
2020-12-0131569.121407152074
2021-01-0131970.43005337899
2021-02-0131915.24079025598
2021-03-0131827.690148441026
2021-04-0134774.478149701594
2021-05-0133448.93258262697
2021-06-0136519.72358584661
2021-07-0137306.67091186131
2021-08-0138679.566860191226
2021-09-0136942.1551077164
2021-10-0139425.632961770505
2021-11-0140999.52241560239
2021-12-0141074.47002751796
2022-01-0136608.298272573986
2022-02-0135432.99101036716
2022-03-0139589.15266131469
2022-04-0136901.27388328097
2022-05-0134342.848417311296
2022-06-0130629.557600901888
2022-07-0133828.43998843401
2022-08-0133739.86530170663
2022-09-0131021.324955571657
2022-10-0131518.701490258252
2022-11-0131573.20978950549
2022-12-0130305.92042209364
2023-01-0132319.275891084766
2023-02-0133303.809304123795
2023-03-0135562.4443224312
2023-04-0135419.363935555346
2023-05-0139119.03027625171
2023-06-0140696.32714856124
2023-07-0142937.93027267795
2023-08-0142185.051933242146
2023-09-0141074.47002751796
2023-10-0139684.53958589859
2023-11-0144235.881208191066
2023-12-0146545.61710726806
2024-01-0147853.78510001657
2024-02-0149005.248230176185
2024-03-0150889.147788004506
2024-04-0149301.62866026205
2024-05-0151246.84615609538
2024-06-0155464.33094324543
2024-07-0153246.57714937345
2024-08-0154486.61236716169
2024-09-0155556.31304845045
2024-10-0156643.048223028665
2024-11-0159916.878222476356
2024-12-0172974.72441430934
2025-01-0170303.87493136755
2025-02-0162659.26010155978
2025-03-0161814.402256017725
2025-04-0157760.44236660938
2025-05-0160993.38854252288
2025-06-0165738.9114324608
2025-07-0170957.95892774181
2025-08-0169639.57127865912
2025-09-0175757.99011692696
2025-10-0183310.62284152971
2025-11-0178950.05766750379
2025-12-0178909.17904216713
2026-01-0178544.66063892345
2026-02-0176715.26938034238
2026-03-0178878.5148749671
2026-04-0191967.02003580258
Annual Return Matrix
YearAnnual Return
20170.3686375595908782
2018-0.09815182522990207
20190.406444722016964
20200.5036427142341888
20210.30109639409262834
2022-0.26217135846694795
20230.5358588836435847
20240.5678108691981314
20250.08132205603361098
20260.1654793669397785
Total Factor Risk
0.24929633863731182
VTI.US Exposure
0.545638389588191
VEA.US Exposure
0.10418212081771427
VWO.US Exposure
-0.02899012094029078
QQQ.US Exposure
0.09518397681664542
VTV.US Exposure
-0.055612120941748014
IJR.US Exposure
-0.019557194055162465
QUAL.US Exposure
-0.06496028924425243
SHV.US Exposure
0.250938770609995
TLT.US Exposure
0.013173408278463913
LQD.US Exposure
0.01428361545429429
HYG.US Exposure
-0.020225304973215633
GLD.US Exposure
0.0013504084559870819
USO.US Exposure
-0.0032290335776987973
VNQ.US Exposure
-0.010069795482744443
BTC-USD.CC Exposure
0.004092983728484863
CPER.US Exposure
0.00952696173419371
VIX.INDX Exposure
-0.040157296015738274
UUP.US Exposure
0.007984886251382307
TIP.US Exposure
0.005408381561513483
Idiosyncratic Exposure
0.19103725193398546
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
24.9%

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 →
+16.8%
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 →
+21.1%
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 →
0.0% 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 MON100.NSE a high-risk investment?

MON100.NSE (MON100.NSE) has an annualized volatility of 24.9% and experienced a maximum drawdown of 31.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of MON100.NSE?

Over the past 10 years, MON100.NSE has generated a Compound Annual Growth Rate (CAGR) of 25.0%. It has had a positive return in 80% 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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