oh frankly i am not able find out single source… titbits are available on web
- Finance websites like personalfinanceplan e.g. Nifty 50 vs Nifty Next 50 vs Nifty Factor Indices (Alpha, Momentum, Value, Quality, Low Volatility) (2022) | Personal Finance Plan
- Few threads opened in this forum by Bhuvan e.g. Good times become good memories, but bad times become good lessons
- Literature by funhouses like whiteoak, icici etc for multi allocation or hybrid mutual funds eg fund presentation document of WhiteOak_Capital_Multi_Cap_Fund
In any case, if you happen to come across a source where co-relation data is updated regularly do let us know 