NIFTY 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.71
Weighted mean XIRR by duration 13.91
Mean XIRR 15.88
Standard deviation XIRR 4.27
Range XIRR 11.86

Summary

Duration Min Max Median Average XIRR (%)
1 year 8.31 36.80 24.73 24.20
3 year 8.84 17.46 13.82 13.77
5 year 12.60 19.62 15.09 15.44
7 year 12.17 15.25 13.69 13.65
10 year 10.52 13.99 12.38 12.34

Rolling return for 1 year

Average return: 24.20
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.38 13.73 22.2 8.31 5 15.16 12-2023 12-2024
22.96 21.61 28.94 15.98 4.61 22.37 11-2023 11-2024
28.23 30.21 36.8 22.05 5.26 29.32 10-2023 10-2024
27.87 29.83 34.89 23.08 4.23 28.92 09-2023 09-2024
24.61 27.88 31.07 21.58 3.55 26.28 08-2023 08-2024
24.85 24.89 29.13 20.75 2.96 24.9 07-2023 07-2024
18.37 25.3 30.06 14.05 6.17 21.94 06-2023 06-2024
21.52 23.26 27.11 17.84 3.33 22.43 05-2023 05-2024
26.43 25.96 30.78 21.76 3.19 26.23 04-2023 04-2024
28.75 26.69 32.74 22.88 3.56 27.76 03-2023 03-2024
24.92 23.18 28.4 19.85 3.09 24.09 02-2023 02-2024
20.65 21.2 25.52 16.49 3.2 20.96 01-2023 01-2024

Rolling return for 3 year

Average return: 13.77
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.39 12.24 14.24 10.43 1.35 12.32 12-2021 12-2024
11.2 10.58 12.97 8.84 1.48 10.9 11-2021 11-2024
11.31 11.77 13.74 9.38 1.55 11.55 10-2021 10-2024
13.32 13.66 15.36 11.65 1.32 13.5 09-2021 09-2024
14.73 13.78 16.68 11.88 1.73 14.27 08-2021 08-2024
15.56 16.15 16.87 14.85 0.74 15.86 07-2021 07-2024
12.01 14.86 15.58 11.31 1.82 13.44 06-2021 06-2024
14.84 13.8 16.58 12.11 1.62 14.33 05-2021 05-2024
15.44 15.17 16.76 13.88 1.02 15.31 04-2021 04-2024
15.05 13.84 16.23 12.69 1.32 14.45 03-2021 03-2024
14.82 13.2 15.87 12.17 1.43 14.02 02-2021 02-2024
15.92 14.7 17.46 13.19 1.57 15.32 01-2021 01-2024

Rolling return for 5 year

Average return: 15.44
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.75 15.08 15.87 13.96 0.69 14.92 12-2019 12-2024
14.55 15.04 15.64 13.96 0.62 14.8 11-2019 11-2024
16.79 16.78 18.32 15.28 1.07 16.79 10-2019 10-2024
18.35 17.71 19.62 16.46 1.14 18.04 09-2019 09-2024
17.44 17.83 18.63 16.65 0.71 17.64 08-2019 08-2024
16.83 15.87 17.62 15.09 0.96 16.35 07-2019 07-2024
13.4 14.74 15.55 12.6 1.15 14.07 06-2019 06-2024
14.52 13.97 15.55 12.95 0.94 14.25 05-2019 05-2024
13.7 14.06 14.47 13.29 0.44 13.88 04-2019 04-2024
14.97 14.11 15.67 13.42 0.85 14.54 03-2019 03-2024
15.31 14.95 15.94 14.32 0.59 15.13 02-2019 02-2024
14.8 15.05 15.71 14.14 0.56 14.92 01-2019 01-2024

Rolling return for 7 year

Average return: 13.65
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.97 12.99 13.76 12.21 0.55 12.98 12-2017 12-2024
12.69 12.93 13.46 12.17 0.46 12.81 11-2017 11-2024
13.67 13.91 14.73 12.87 0.66 13.8 10-2017 10-2024
14.33 14.51 15.2 13.64 0.56 14.42 09-2017 09-2024
13.79 13.95 14.62 13.13 0.53 13.87 08-2017 08-2024
14.05 13.83 14.6 13.28 0.47 13.94 07-2017 07-2024
12.68 13.89 14.2 12.37 0.78 13.28 06-2017 06-2024
13.08 13.23 13.81 12.5 0.47 13.16 05-2017 05-2024
13.43 13.54 13.98 13 0.35 13.49 04-2017 04-2024
13.67 13.67 14.17 13.18 0.35 13.67 03-2017 03-2024
13.85 13.89 14.3 13.44 0.3 13.87 02-2017 02-2024
14.6 14.35 15.25 13.71 0.55 14.48 01-2017 01-2024

Rolling return for 10 year

Average return: 12.34
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.38 11.2 11.92 10.66 0.45 11.29 12-2014 12-2024
10.87 11.04 11.39 10.52 0.31 10.95 11-2014 11-2024
12.05 11.98 12.78 11.26 0.54 12.02 10-2014 10-2024
12.13 12.36 12.73 11.76 0.35 12.24 09-2014 09-2024
12.23 12.24 12.8 11.67 0.4 12.24 08-2014 08-2024
12.46 12.29 12.84 11.91 0.33 12.38 07-2014 07-2024
11.51 12.12 12.56 11.07 0.57 11.82 06-2014 06-2024
12.68 12.04 13.19 11.54 0.63 12.36 05-2014 05-2024
12.66 12.77 13.05 12.39 0.24 12.72 04-2014 04-2024
13.37 12.87 13.71 12.52 0.46 13.12 03-2014 03-2024
13.67 13.47 13.99 13.16 0.3 13.57 02-2014 02-2024
13.34 13.29 13.79 12.84 0.34 13.32 01-2014 01-2024