NIFTY 3 YEAR SDL

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.8
Weighted mean XIRR by duration -5.02
Mean XIRR -13.36
Standard deviation XIRR 16.7
Range XIRR 33.39

Summary

Duration Min Max Median Average XIRR (%)
1 year -50.83 -16.76 -27.91 -30.06
3 year -2.04 6.63 3.90 3.33

Rolling return for 1 year

Average return: -30.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
-43.85 -50.7 -43.7 -50.83 3.5 -47.27 12-2023 12-2024
-37.8 -43.25 -37.44 -43.57 2.9 -40.52 11-2023 11-2024
-37.5 -40.07 -36.99 -40.55 1.55 -38.78 10-2023 10-2024
-34.46 -39.18 -34.2 -39.41 2.49 -36.81 09-2023 09-2024
-31.19 -32.84 -30.9 -33.12 0.98 -32.01 08-2023 08-2024
-27.87 -32.91 -27.55 -33.22 2.68 -30.39 07-2023 07-2024
-23.94 -27.96 -23.44 -28.43 2.27 -25.94 06-2023 06-2024
-25.21 -26.59 -24.7 -27.09 0.98 -25.9 05-2023 05-2024
-21.7 -24.16 -21.26 -24.59 1.46 -22.93 04-2023 04-2024
-19.25 -23.17 -18.84 -23.57 2.17 -21.21 03-2023 03-2024
-17.27 -21.02 -16.76 -21.5 2.14 -19.14 02-2023 02-2024
-18.44 -21.18 -17.78 -21.81 1.72 -19.8 01-2023 01-2024

Rolling return for 3 year

Average return: 3.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
3.19 1.41 3.28 1.32 0.94 2.3 12-2021 12-2024
2.29 0.49 2.49 0.29 1 1.39 11-2021 11-2024
1.21 -1.78 1.48 -2.04 1.63 -0.28 10-2021 10-2024
5.2 0.09 5.33 -0.04 2.62 2.65 09-2021 09-2024
6.48 4.66 6.63 4.51 0.99 5.57 08-2021 08-2024
5.1 4.31 5.26 4.16 0.48 4.71 07-2021 07-2024
5.8 3.63 6.03 3.4 1.21 4.72 06-2021 06-2024
5.99 5.16 6.23 4.92 0.55 5.58 05-2021 05-2024