Metric Nifty Low Vol Nifty 100
Rolling 6 month returns
% times index delivered losses32.0%37.0%
Average loss-6.9%-8.2%
Rolling 1 year returns
% times index delivered losses14.0%22.0%
Average loss-14.4%-16.2%
Calculated using daily rolling return for each timeframe from April 2005-June 2020