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Nifty50 PR 2X Leverage

The Nifty50 PR 2x Leverage Index aims to provide double the daily return of the Nifty 50 index by allowing investors to borrow funds for increased exposure. The index value is calculated based on the previous day's value and the current index return, which is adjusted for the TREPS rate. Since its launch in 2014, the index has shown varying returns, with a reported 1-year return of 1.95% and a 5-year return of 38.68%.

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109 views1 page

Nifty50 PR 2X Leverage

The Nifty50 PR 2x Leverage Index aims to provide double the daily return of the Nifty 50 index by allowing investors to borrow funds for increased exposure. The index value is calculated based on the previous day's value and the current index return, which is adjusted for the TREPS rate. Since its launch in 2014, the index has shown varying returns, with a reported 1-year return of 1.95% and a 5-year return of 38.68%.

Uploaded by

bctbct2904
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

March 28, 2025

Nifty50 PR 2x Leverage Index is designed to generate multiple time return of the underlying index in situations where the investor
borrows funds to generate index exposure beyond his/her cash position.

Nifty50 PR 2x Leverage Index seeks twice the index return on a daily basis.

Index is designed to provide magnified exposure to Nifty 50 index.

Index value calculation:


Nifty50 PR 2x Leverage Index Value = Previous day’s Nifty50 PR 2x Leverage Index Value * (1+ Nifty50 PR 2x Leverage Index
Return)

Index return calculation:


Nifty50 PR 2x Leverage Index Return = 2*((Current Nifty 50 PR Index Value/previous day Nifty 50 PR Index Value)-1)-(previous
days TREPS rate /360)*(diff. in no. of days between today and previous trading day))

Portfolio Characteristics Statistics


Launch Date October 10, 2014 Since
QTD YTD 1 Year 5 Years
Inception
Base Date April 02, 2009
Returns (%) # -2.92 -2.92 1.95 38.68 17.13
Base Value 1000
Since
Calculation Frequency Real-Time 1 Year 5 Years
Inception
Std. Deviation * 28.05 32.12 35.58

# QTD,YTD and 1 year returns are absolute returns.Returns for greater than one year are CAGR returns. * Average daily standard deviation annualised

Disclaimer: All information contained herewith is provided for reference purpose only. NSE Indices Limited (formerly known as India Index Services & Products Limited-IISL) ensures accuracy
and reliability of the above information to the best of its endeavors. However, NSE Indices Limited makes no warranty or representation as to the accuracy, completeness or reliability of any of
the information contained herein and disclaim any and all liability whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the information
provided herein. The information contained in this document is not intended to provide any professional advice.

Contact Us:
Email: [email protected] | Tel: +91 22 26598386 | Fax: +91 22 26598120
Learn more at: www.niftyindices.com
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