Risk Analysis
IRCTC Risk & Volatility Profile
Based on 736 days of price history. Factual statistics, no recommendations.
Annualised Volatility
27.8%
Moderate volatility
Max Drawdown
-54.9%
461 days peak-to-trough
Beta vs Nifty
—
—
Return/Vol Ratio
-0.07
Simple Sharpe proxy
Volatility Regime
Moderate — 27.8% annualised
IRCTC has moderate volatility consistent with a typical Indian equity.
Drawdown History
Worst Drawdown
-54.9%
From May 24 to Mar 26
461 days of decline
Recovery
Not recovered
Still below the previous peak
Currently 49.6% below the 3-year high
Historical Returns
1 Month
+2.9%
3 Months
-12.9%
1 Year
-19.7%
3 Years
—
52-Week Range
₹495Range: 61%₹798
Risk statistics computed from historical price data. Past volatility does not predict future risk. YieldIQ is not registered with SEBI as an investment adviser.