NIFTY 15 YR AND ABOVE G-SEC INDEX
Index type: Fixed Income
Rolling returns
Key metrics
| Metric | Value |
|---|---|
| Mean-Variance Ratio (MVR) | -1.81 |
| Weighted mean XIRR by duration | -11.11 |
| Mean XIRR | -13.12 |
| Standard deviation XIRR | 7.26 |
| Range XIRR | 17.77 |
Summary
| Duration | Min | Max | Median | Average XIRR (%) |
|---|---|---|---|---|
| 5 year | -22.46 | -21.71 | -22.09 | -22.08 |
| 7 year | -13.32 | -12.65 | -12.98 | -12.98 |
| 10 year | -4.55 | -4.07 | -4.31 | -4.31 |
Rolling return for 5 year
Average return: -22.08| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| -21.79 | -22.38 | -21.71 | -22.46 | 0.34 | -22.08 | 09-2017 | 09-2022 |
Rolling return for 7 year
Average return: -12.98| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| -12.71 | -13.26 | -12.65 | -13.32 | 0.31 | -12.98 | 09-2015 | 09-2022 |
Rolling return for 10 year
Average return: -4.31| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| -4.12 | -4.51 | -4.07 | -4.55 | 0.22 | -4.31 | 09-2012 | 09-2022 |