RupeeCase
Education . Low Volatility . 2 of 3
Not an American accident. It shows up here too.
India's calmest large caps, versus the plain index
The Nifty 100 Low Volatility 30 simply holds the steadiest thirty of the hundred biggest stocks. Over about fifteen years it returned more a year than the plain Nifty 50, with a smoother ride.
The calm index returned about four pct a year more than the plain one RETURN A YEAR . 2005 TO 2020 . ABOUT 15 YEARS low volatility 17.5 Nifty 50 13.7 0 5 10 15 20 Pct a year . Nifty 100 Low Volatility 30 vs Nifty 50 total return . index data
Source . NSE . index and backtested data . 2005 to 2020
Four extra pct a year turned one rupee into about 12 instead of about 7. But it still fell roughly half in 2008. Smoother, not safe.