NIFTYBEES.NSE

10-Year Study

NIFTYBEES.NSE · Unknown · Unknown · Common Stock

Executive Summary: NIFTYBEES.NSE has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 28.8% and an annualized volatility of 18.0%.

1Y CAGR
-1.6%
3Y CAGR
+10.7%
5Y CAGR
+10.6%
10Y CAGR
+12.8%

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 →
28.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +29.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -7.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.9-0.5-11.28.0————————-7.3%
2025-0.6-5.55.93.32.23.1-2.5-1.10.54.91.9-0.411.7%
20240.31.21.51.30.46.53.81.22.6-6.2-0.3-2.010.4%
2023-2.3-1.90.13.93.23.43.3-2.21.9-2.75.37.921.0%
2022-0.1-3.13.9-1.8-3.0-4.68.74.0-3.75.14.3-3.35.5%
2021-2.06.90.6-0.16.21.40.38.83.00.6-3.92.226.0%
2020-1.5-6.2-22.913.3-2.78.07.82.6-0.93.911.17.715.4%
2019-0.2-0.16.72.01.5-0.8-5.4-0.84.23.21.61.313.6%
20184.7-4.3-3.45.90.1-0.16.43.1-6.4-5.04.60.14.8%
20174.53.93.51.23.4-0.66.0-1.2-1.15.5-0.72.629.9%
2016———0.54.02.04.51.7-2.00.4-4.8-0.55.5%

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 18.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.3% of variance. Idiosyncratic stock-specific factors contribute 17.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110049.287777252182
2016-05-0110447.50848830054
2016-06-0110652.24299979154
2016-07-0111135.390105072307
2016-08-0111325.716633945065
2016-09-0111103.41639754346
2016-10-0111143.983985088129
2016-11-0110605.482380569367
2016-12-0110551.26563275274
2017-01-0111023.796938754456
2017-02-0111458.162469745936
2017-03-0111857.773551599052
2017-04-0112004.499131934233
2017-05-0112413.209332569948
2017-06-0112334.348696127228
2017-07-0113071.012851384403
2017-08-0112910.00559812267
2017-09-0112764.037875937656
2017-10-0113461.5238502588
2017-11-0113364.086047175802
2017-12-0113705.561888181406
2018-01-0114349.589937032208
2018-02-0113733.618066875486
2018-03-0113260.328902723604
2018-04-0114049.313232029748
2018-05-0114059.676411925408
2018-06-0114051.841354255874
2018-07-0114944.330208630827
2018-08-0115405.61416689502
2018-09-0114424.911973715241
2018-10-0113709.100487941088
2018-11-0114345.040859738969
2018-12-0114366.146148605376
2019-01-0114340.111889174526
2019-02-0114326.336419210875
2019-03-0115288.96572032103
2019-04-0115596.06700545947
2019-05-0115828.857695644552
2019-06-0115707.912791160712
2019-07-0114859.277504706723
2019-08-0114737.573777876598
2019-09-0115363.529898853898
2019-10-0115860.326164406624
2019-11-0116114.980001608279
2019-12-0116321.861777858085
2020-01-0116071.631672454094
2020-02-0115075.764602702024
2020-03-0111619.296032699362
2020-04-0113166.176115820781
2020-05-0112812.314211460165
2020-06-0113841.040120779062
2020-07-0114915.262588207072
2020-08-0115295.663990765315
2020-09-0115156.647158407974
2020-10-0115743.046169374162
2020-11-0117488.3423868135
2020-12-0118839.335422039247
2021-01-0118463.98929973714
2021-02-0119734.0978508647
2021-03-0119861.741989988943
2021-04-0119841.5208689644
2021-05-0121078.771544721247
2021-06-0121374.50013662659
2021-07-0121445.272131820264
2021-08-0123323.265840247743
2021-09-0124025.933404516716
2021-10-0124158.631859700978
2021-11-0123215.84282214805
2021-12-0123732.732934837502
2022-01-0123712.5137422052
2022-02-0122980.777593316347
2022-03-0123869.222609164837
2022-04-0123434.478149098275
2022-05-0122731.8105848293
2022-06-0121686.656702021166
2022-07-0123574.75904256868
2022-08-0124507.437519609342
2022-09-0123611.4100654747
2022-10-0124804.429208431626
2022-11-0125869.804212264306
2022-12-0125028.118851441868
2023-01-0124446.776084927933
2023-02-0123974.117505038408
2023-03-0123994.338626062956
2023-04-0124933.334516080573
2023-05-0125738.370782389225
2023-06-0126616.705237725444
2023-07-0127497.56781528779
2023-08-0126889.68458638011
2023-09-0127392.672919414224
2023-10-0126663.4648927515
2023-11-0128072.593168824766
2023-12-0130286.753854422197
2024-01-0130363.845190985074
2024-02-0130741.71943551331
2024-03-0131210.58679625977
2024-04-0131602.36089205111
2024-05-0131740.11366329539
2024-06-0133803.88675169463
2024-07-0135101.79886213288
2024-08-0135522.63961415185
2024-09-0136445.209459072474
2024-10-0134203.24521416435
2024-11-0134107.19585349387
2024-12-0133423.48438494026
2025-01-0133237.70693336074
2025-02-0131398.890441673175
2025-03-0133264.24546736225
2025-04-0134373.853932387094
2025-05-0135129.60242144357
2025-06-0136208.88113332383
2025-07-0135292.632558164645
2025-08-0134888.21785124267
2025-09-0135072.730277513
2025-10-0136786.430752302454
2025-11-0137470.14222085606
2025-12-0137321.01579218257
2026-01-0136236.684692634524
2026-02-0136054.69846019808
2026-03-0132029.52291383153
2026-04-0134598.80860070653
Annual Return Matrix
YearAnnual Return
20170.29894956351371227
20180.0481982618307395
20190.13613363034334447
20200.15423936793756687
20210.2597436376165214
20220.05458224807741607
20230.2101090790799638
20240.10356773609992098
20250.11661056526465674
2026-0.07294032956215113
Total Factor Risk
0.1797771097819323
VTI.US Exposure
0.2589155082197818
VEA.US Exposure
0.05206754597845358
VWO.US Exposure
-0.01098130245904376
QQQ.US Exposure
-0.018051469101881684
VTV.US Exposure
-0.052536789199105656
IJR.US Exposure
0.0007752603516164314
QUAL.US Exposure
-0.06487472505502112
SHV.US Exposure
0.5230428418226536
TLT.US Exposure
-0.018586165820522065
LQD.US Exposure
0.054741599764619134
HYG.US Exposure
0.05448130543183266
GLD.US Exposure
0.002402763288776055
USO.US Exposure
0.001845232042817195
VNQ.US Exposure
0.02752041383366724
BTC-USD.CC Exposure
-0.005354123032678991
CPER.US Exposure
0.004589332057771454
VIX.INDX Exposure
0.001302361524144242
UUP.US Exposure
0.01790121855439845
TIP.US Exposure
-0.0008366308049821472
Idiosyncratic Exposure
0.17163582260270363
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
18.0%

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 →
-1.2%
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 →
-3.7%
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 →
8.0% 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 NIFTYBEES.NSE a high-risk investment?

NIFTYBEES.NSE (NIFTYBEES.NSE) has an annualized volatility of 18.0% and experienced a maximum drawdown of 28.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NIFTYBEES.NSE has generated a Compound Annual Growth Rate (CAGR) of 12.8%. It has had a positive return in 90% 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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