NIFTY 4-8 YR G-SEC INDEX
Index type: Fixed Income
Rolling returns
Key metrics
| Metric | Value |
|---|---|
| Mean-Variance Ratio (MVR) | -2.12 |
| Weighted mean XIRR by duration | -6.73 |
| Mean XIRR | -7.54 |
| Standard deviation XIRR | 3.56 |
| Range XIRR | 7.64 |
Summary
| Duration | Min | Max | Median | Average XIRR (%) |
|---|---|---|---|---|
| 5 year | -13.03 | -12.10 | -12.57 | -12.57 |
| 7 year | -5.48 | -4.75 | -5.12 | -5.12 |
| 10 year | -5.49 | -4.36 | -4.93 | -4.93 |
Rolling return for 5 year
Average return: -12.57| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| -12.16 | -12.97 | -12.1 | -13.03 | 0.44 | -12.57 | 09-2017 | 09-2022 |
Rolling return for 7 year
Average return: -5.12| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| -4.8 | -5.43 | -4.75 | -5.48 | 0.34 | -5.12 | 09-2015 | 09-2022 |
Rolling return for 10 year
Average return: -4.93| Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
|---|---|---|---|---|---|---|---|
| -4.4 | -5.46 | -4.36 | -5.49 | 0.55 | -4.93 | 09-2012 | 09-2022 |