NIFTY 11-15 YR G-SEC INDEX
Index type: Fixed Income
Rolling returns
Key metrics
| Metric | Value |
|---|---|
| Mean-Variance Ratio (MVR) | -0.5 |
| Weighted mean XIRR by duration | -1.93 |
| Mean XIRR | -3.85 |
| Standard deviation XIRR | 7.67 |
| Range XIRR | 15.34 |
Summary
| Duration | Min | Max | Median | Average XIRR (%) |
|---|---|---|---|---|
| 3 year | -12.27 | -10.77 | -11.52 | -11.52 |
| 5 year | 3.56 | 4.07 | 3.82 | 3.82 |
Rolling return for 3 year
Average return: -11.52| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| -10.77 | -12.27 | -10.77 | -12.27 | 0.75 | -11.52 | 11-2021 | 11-2024 |
Rolling return for 5 year
Average return: 3.82| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| 4.07 | 3.56 | 4.07 | 3.56 | 0.26 | 3.82 | 11-2019 | 11-2024 |