SBILIFE.NSE

10-Year Study

SBILIFE.NSE · Unknown · Unknown · Common Stock

Executive Summary: SBILIFE.NSE has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 35.5% and an annualized volatility of 28.1%.

1Y CAGR
+9.8%
3Y CAGR
+17.6%
5Y CAGR
+15.6%
10Y CAGR
+13.9%

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 →
35.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +61.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.8%
% 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.
2026-1.81.9-12.811.1————————-3.0%
20256.7-3.68.414.12.61.40.1-1.9-0.89.20.53.546.6%
2024-2.210.8-3.2-4.2-3.57.617.55.5-0.3-12.0-11.4-3.3-2.8%
2023-1.0-8.1-1.53.58.35.8-1.90.81.04.84.9-0.216.6%
20223.1-14.06.0-1.46.2-7.919.72.7-5.91.21.3-4.03.1%
2021-4.40.31.65.75.13.39.08.51.9-5.71.33.132.6%
20203.4-10.4-28.013.45.84.913.2-9.3-2.0-5.210.06.9-6.0%
2019-0.5-2.86.54.28.54.210.25.20.917.1-3.20.261.4%
2018-5.05.1-2.39.9-7.2-2.21.7-2.0-23.99.52.04.6-13.8%
2017——————————-1.16.25.0%

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 28.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.9% of variance. Idiosyncratic stock-specific factors contribute 22.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-019891.254978884279
2017-12-0110502.19127166893
2018-01-019978.100410312572
2018-02-0110489.353063842234
2018-03-0110243.922198135217
2018-04-0111256.299085610555
2018-05-0110448.922835732448
2018-06-0110214.88995821863
2018-07-0110391.361870185203
2018-08-0110185.353266373122
2018-09-017749.593062942098
2018-10-018488.802667406779
2018-11-018655.429327972515
2018-12-019056.085115480111
2019-01-019012.91509455192
2019-02-018763.734594525666
2019-03-019334.048442387464
2019-04-019724.645195892374
2019-05-0110551.434406246954
2019-06-0110999.026726575803
2019-07-0112121.420079062058
2019-08-0112746.833579620894
2019-09-0112863.859863629203
2019-10-0115069.13616826566
2019-11-0114591.148275111953
2019-12-0114614.704679963696
2020-01-0115108.651256816665
2020-02-0113532.586844493786
2020-03-019742.12379887933
2020-04-0111046.898089458644
2020-05-0111682.190596565975
2020-06-0112256.686332165656
2020-07-0113873.78575232723
2020-08-0112580.410387584107
2020-09-0112332.679483621252
2020-10-0111689.789255361442
2020-11-0112858.539677300789
2020-12-0113743.083007658668
2021-01-0113138.188886305163
2021-02-0113175.425502389115
2021-03-0113387.440647198699
2021-04-0114154.736409802495
2021-05-0114870.322099120116
2021-06-0115365.670452243967
2021-07-0116744.259749611818
2021-08-0118168.57320741413
2021-09-0118519.889283115677
2021-10-0117459.846376572426
2021-11-0117688.46811638775
2021-12-0118228.775513265773
2022-01-0118796.520219333448
2022-02-0116158.225379370355
2022-03-0117124.32583468979
2022-04-0116880.771192606873
2022-05-0117929.04480433266
2022-06-0116515.823663108626
2022-07-0119765.238573882518
2022-08-0120295.100627845746
2022-09-0119094.129979821922
2022-10-0119330.811698784066
2022-11-0119589.63679461118
2022-12-0118801.71476150113
2023-01-0118622.294899972247
2023-02-0117117.452911569013
2023-03-0116853.069468093883
2023-04-0117449.991748741682
2023-05-0118902.498255984035
2023-06-0120002.976078852025
2023-07-0119624.16080952345
2023-08-0119783.33883417221
2023-09-0119980.018827871252
2023-10-0120935.85584301606
2023-11-0121967.458162369763
2023-12-0121926.897601884288
2024-01-0121445.53419396458
2024-02-0123762.813829108938
2024-03-0123003.572419794018
2024-04-0122026.850344677565
2024-05-0121257.893078694502
2024-06-0122876.306136685846
2024-07-0126888.99619692003
2024-08-0128370.94656935183
2024-09-0128274.34683789278
2024-10-0124872.68495945632
2024-11-0122045.250650724236
2024-12-0121319.22618199275
2025-01-0122748.27473689738
2025-02-0121934.08557304989
2025-03-0123778.60186178392
2025-04-0127126.825590902612
2025-05-0127839.63679461118
2025-06-0128240.595440804722
2025-07-0128277.46356319339
2025-08-0127736.70984825186
2025-09-0127507.81056611133
2025-10-0130044.132980279493
2025-11-0130202.365860793772
2025-12-0131260.831651826906
2026-01-0130701.64200040506
2026-02-0131296.163914997036
2026-03-0127303.49253261122
2026-04-0130336.017492667634
Annual Return Matrix
YearAnnual Return
2018-0.1376956597705361
20190.6137993949484752
2020-0.05964004688373847
20210.32639637722535353
20220.031430484610357246
20230.16621796894729846
2024-0.02771351565208724
20250.46632112183468033
2026-0.029583798967972252
Total Factor Risk
0.2810279536901324
VTI.US Exposure
0.08225039277215579
VEA.US Exposure
0.015620338867970544
VWO.US Exposure
0.013208290774291358
QQQ.US Exposure
-0.023124380422096427
VTV.US Exposure
-0.024047670559821654
IJR.US Exposure
-0.01952111326733157
QUAL.US Exposure
0.004870792150089697
SHV.US Exposure
0.5894281693441384
TLT.US Exposure
-0.015904262606262168
LQD.US Exposure
0.008775758640550328
HYG.US Exposure
0.0942818322131243
GLD.US Exposure
0.0028884674827568423
USO.US Exposure
0.004443331720136214
VNQ.US Exposure
0.03145559733532809
BTC-USD.CC Exposure
-0.0018061130312353295
CPER.US Exposure
-0.0042096366669647075
VIX.INDX Exposure
-0.0034034512622345267
UUP.US Exposure
0.011671092795474708
TIP.US Exposure
0.010407002755529816
Idiosyncratic Exposure
0.22271556096440015
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
28.1%

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 →
+0.8%
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 →
+2.8%
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 →
6.4% 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 SBILIFE.NSE a high-risk investment?

SBILIFE.NSE (SBILIFE.NSE) has an annualized volatility of 28.1% and experienced a maximum drawdown of 35.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SBILIFE.NSE has generated a Compound Annual Growth Rate (CAGR) of 13.9%. 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 SBILIFE.NSE

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

Start a Free Backtest