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Thematic Indices
NIFTY Commodities 4.86 16.44 3.90 -3.99 8.70 31.81 0.93 0.91 0.84 18.25 1.53 2.92
NIFTY CPSE 6.51 7.08 -17.06 -12.12 -2.81 31.61 0.74 0.73 0.54 8.68 1.09 6.57
NIFTY Energy 2.30 20.42 11.03 8.34 17.85 31.12 0.87 0.87 0.75 15.52 1.38 3.78
NIFTY India Consumption 2.37 10.06 9.15 5.01 9.31 26.29 0.77 0.91 0.83 - 5.82 1.37
NIFTY Infrastructure 0.62 11.80 7.01 0.20 3.12 29.56 0.89 0.94 0.88 61.03 2.06 2.13
NIFTY MNC 2.40 11.66 13.55 3.32 9.08 26.99 0.77 0.89 0.79 - 5.46 1.17
NIFTY PSE 3.39 8.72 -13.27 -11.55 -0.38 30.55 0.77 0.79 0.62 10.00 1.03 6.02
NIFTY Services Sector 3.55 19.73 -4.25 5.90 9.07 34.30 1.07 0.98 0.95 30.16 3.19 1.33
NIFTY100 Liquid 15 6.58 23.46 -14.36 -12.11 -0.94 38.84 1.16 0.93 0.87 - 1.75 1.35
NIFTY Midcap Liquid 15 12.24 28.88 9.03 2.57 7.94 33.49 0.97 0.90 0.81 21.37 2.07 1.60
NIFTY Aditya Birla Group 4.06 14.64 -0.79 -13.72 -2.48 39.68 1.05 0.83 0.68 - 1.28 0.39
NIFTY Mahindra Group 5.02 40.64 5.05 1.54 2.87 36.18 0.95 0.82 0.68 39.88 2.40 2.56
NIFTY Tata Group 3.25 20.94 6.69 14.67 12.07 30.86 0.76 0.77 0.59 39.36 5.35 2.95
NIFTY Tata Group 25% Cap 12.32 33.68 13.62 4.68 9.80 31.73 0.91 0.90 0.81 78.86 2.60 1.58
NIFTY Shariah 25 1.63 9.90 12.41 5.72 7.69 26.14 0.74 0.88 0.78 31.16 3.82 1.85
NIFTY50 Shariah -0.35 16.93 12.53 6.25 10.19 27.66 0.77 0.86 0.74 28.77 4.87 2.21
NIFTY500 Shariah 2.12 17.42 14.20 5.53 9.84 24.79 0.74 0.93 0.86 30.55 4.63 1.81
NIFTY SME EMERGE 8.52 17.76 -2.46 3.13 - 10.72 0.18 0.54 0.29 18.45 1.17 0.37
NIFTY100 ESG 2.11 19.28 8.66 7.86 10.15 30.08 0.96 1.00 0.99 37.13 3.56 1.40
NIFTY100 Enhanced ESG 2.12 19.42 7.85 7.50 10.12 30.23 0.97 1.00 0.99 37.33 3.55 1.43
Strategy Indices
NIFTY Alpha 50 4.49 32.59 31.56 8.71 12.10 28.18 0.83 0.92 0.84 42.66 7.46 0.61
NIFTY Alpha Low-Volatility 30 -0.05 10.20 2.55 5.76 10.67 26.22 0.79 0.94 0.89 29.74 4.92 1.45
NIFTY Alpha Quality Low-Volatility 30 0.14 11.94 7.90 6.13 9.36 25.59 0.77 0.94 0.88 28.74 7.00 1.67
NIFTY Alpha Quality Value Low-Volatility 1.35 11.43 8.01 6.81 9.65 24.49 0.72 0.92 0.85 20.78 4.48 2.41
NIFTY Dividend Opportunities 50 1.39 14.53 0.05 2.07 8.03 25.92 0.76 0.92 0.84 16.93 2.36 3.93
NIFTY Growth Sectors 15 4.51 15.30 -1.04 -2.21 2.23 32.69 1.01 0.96 0.93 27.50 4.03 1.15
NIFTY High Beta 50 8.80 39.95 -5.68 -15.86 -2.53 38.58 1.08 0.87 0.76 - 1.24 1.63
NIFTY Low Volatility 50 1.38 12.19 13.92 7.18 10.16 23.19 0.69 0.93 0.87 26.50 4.06 1.70
NIFTY100 Quality 30 1.45 14.74 4.75 6.31 6.37 26.83 0.81 0.94 0.88 28.54 6.55 2.01
NIFTY Quality Low-Volatility 30 0.85 10.71 7.22 6.09 6.92 25.50 0.75 0.92 0.85 28.81 6.84 1.94
NIFTY200 Quality 30 1.86 12.54 9.69 10.14 9.22 25.53 0.74 0.91 0.83 27.55 6.44 2.37
NIFTY50 Equal Weight 5.15 17.97 5.61 0.53 5.57 29.68 0.92 0.97 0.94 29.45 2.36 2.12
NIFTY100 Equal Weight 3.13 16.66 5.59 -0.09 6.13 28.09 0.86 0.95 0.90 29.96 2.46 1.70
NIFTY100 Low Volatility 30 0.32 12.25 7.09 7.34 9.86 25.45 0.77 0.95 0.90 24.13 4.03 2.07
NIFTY50 Value 20 0.72 15.82 8.23 11.13 11.35 26.69 0.75 0.88 0.77 19.30 2.93 3.19
NIFTY100 Alpha 30 -0.81 10.16 11.84 6.49 12.46 27.58 0.83 0.94 0.88 - 6.51 0.57
NIFTY500 Value 50 9.39 24.47 -4.52 -14.92 1.57 33.21 0.90 0.84 0.71 10.87 0.81 5.83
NIFTY Midcap150 Quality 50 6.93 19.01 19.08 7.67 11.96 25.66 0.75 0.91 0.83 25.90 4.07 1.79
- Index Returns, Volatility Beta, Correlation and R2are calculated based on total returns index values
- Returns for the period upto one year are absolute returns. Returns for period greater than one year are CAGR returns.
- P/E, P/B & Dividend Yield as on the last trading day of month
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August 31, 2020
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