supertrend_nifty200_bm200
Strategy vs NIFTY 200 (DB)
| Strategy | Benchmark | |
|---|---|---|
| Total return | 933.2% | 229.7% |
| CAGR | 24.91% | 12.03% |
| Volatility | 17.5% | 16.1% |
| Sharpe | 1.36 | 0.79 |
| Calmar | 1.22 | 0.31 |
| Max drawdown | -20.46% | -38.22% |
| Best day | 9.75% | — |
| Worst day | -15.02% | — |
Deepest drawdown bottomed on 2025-04-07 at -20.46%. That exact day is forced into the chart above, so its low point equals this number rather than landing between two samples.
Legs
The book is a long portfolio with a short index hedge. Each leg's CAGR is over the whole period, not only the days it was active, so the short leg looks small by construction — it was on for 693 of 2,646 days.
Time in each regime
Measured in trading days, matching the ribbon under the chart. The run's own regime_counts instead counts rebalance periods — 32 long, 32 short nifty, 0 cash — an even split of periods that is a lopsided split of days, because the long periods run much longer than the short ones.
Yearly returns
strategy vs NIFTY 200 (DB)* 2026 is a partial year, ending 2026-09-04. It is not a full-year return and should not be read as one.
Monthly returns
shaded against this run's largest month, ±18.2%| Yr | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | -5.6 | -9.2 | -0.6 | 4.5 | 3.9 | 6.7 | 9.3 | 4.2 | -3.2 | 5.1 | 2.7 | -1.2 | 16.1% |
| 2017 | 6.3 | 5.8 | 3.7 | 10.7 | -1.5 | 1.3 | 7.1 | -1.2 | -0.2 | 9.9 | 3.0 | 4.0 | 60.1% |
| 2018 | -0.7 | -5.2 | 2.3 | 3.3 | -1.6 | -0.9 | 3.5 | 6.0 | -10.9 | 3.8 | 1.5 | -0.7 | -0.8% |
| 2019 | -3.6 | -3.1 | 0.9 | 1.5 | -4.8 | 1.5 | 3.9 | 0.5 | 4.8 | 3.3 | -1.8 | 1.3 | 4.0% |
| 2020 | 6.5 | 3.9 | 18.2 | -3.1 | -1.2 | 3.4 | 6.9 | 7.1 | 4.2 | -2.2 | 6.8 | 12.7 | 81.9% |
| 2021 | -1.7 | 16.2 | 1.9 | 0.5 | 0.2 | 4.4 | 10.3 | 0.7 | 7.3 | 6.0 | 1.8 | -1.1 | 55.5% |
| 2022 | -1.7 | 3.7 | -0.1 | -1.6 | 1.6 | -8.2 | 5.6 | 11.3 | 1.7 | -0.9 | -2.2 | -8.0 | -0.3% |
| 2023 | -4.0 | 0.3 | 0.2 | 1.9 | 3.4 | 5.3 | 9.3 | 0.8 | 4.8 | -1.0 | 2.2 | 9.8 | 37.4% |
| 2024 | 7.4 | 4.4 | 1.3 | 8.7 | 1.3 | 1.6 | 8.8 | 4.4 | 0.5 | -0.6 | 0.2 | -4.8 | 37.6% |
| 2025 | 0.8 | -6.1 | -3.2 | 1.1 | 4.4 | 7.3 | -3.4 | 0.7 | 1.4 | 4.0 | 1.7 | -1.0 | 7.3% |
| 2026 | -1.6 | 1.2 | 3.1 | -8.9 | 1.1 | -1.2 | 1.3 | 2.9 | -3.4 | -5.9% |
total_return is measured from the first row's closing equity, so day one — -0.134% here — is excluded from it. The equity curve and the monthly and yearly tables above all include that day, and so compound to 10.32× instead. That is the research runner's convention, not a rounding error, and both numbers are shown rather than quietly reconciled. The published headline figures are used everywhere they exist; only drawdown and the periodic tables are derived here, and those are checked against the runner's own values in the backend tests.