NIFTY 5YR BENCHMARK G-SEC INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.84
Weighted mean XIRR by duration 9.16
Mean XIRR 11.66
Standard deviation XIRR 6.34
Range XIRR 16.15

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.74 399.12 8.24 24.34
3 year 4.36 76.00 5.58 8.43
5 year 6.31 44.81 6.87 8.45
7 year 6.78 33.47 7.10 8.19
10 year 7.82 25.64 8.18 8.89

Rolling return for 1 year

Average return: 24.34
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.62 392.69 399.12 8.21 193.51 202.41 12-2023 12-2024
9.5 9.28 10.33 8.46 0.67 9.39 11-2023 11-2024
9.93 9.58 10.42 9.09 0.49 9.75 10-2023 10-2024
9.03 9.44 10.08 8.4 0.61 9.24 09-2023 09-2024
8.65 8.87 9.52 8 0.54 8.76 08-2023 08-2024
7.51 8.27 8.97 6.82 0.81 7.89 07-2023 07-2024
6.67 7.24 7.53 6.38 0.45 6.96 06-2023 06-2024
6.58 6.82 7.67 5.74 0.69 6.7 05-2023 05-2024
7.37 6.42 7.72 6.07 0.67 6.9 04-2023 04-2024
8.61 7.66 9.18 7.09 0.81 8.14 03-2023 03-2024
8.21 8.05 8.73 7.53 0.43 8.13 02-2023 02-2024
7.88 7.8 8.71 6.97 0.62 7.84 01-2023 01-2024

Rolling return for 3 year

Average return: 8.43
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.19 75.78 76 6.06 34.88 41.01 12-2021 12-2024
6.05 6 6.31 5.73 0.21 6.02 11-2021 11-2024
5.99 6.03 6.14 5.88 0.09 6.01 10-2021 10-2024
5.81 5.98 6.15 5.64 0.19 5.9 09-2021 09-2024
5.87 5.85 6.15 5.57 0.21 5.86 08-2021 08-2024
5.67 5.76 6.14 5.29 0.3 5.72 07-2021 07-2024
5.26 5.19 5.54 4.91 0.22 5.22 06-2021 06-2024
4.95 5.11 5.3 4.76 0.2 5.03 05-2021 05-2024
5.16 4.89 5.27 4.78 0.2 5.03 04-2021 04-2024
5.59 5.33 5.78 5.14 0.24 5.46 03-2021 03-2024
5.32 5.19 5.49 5.02 0.17 5.26 02-2021 02-2024
4.65 4.63 4.92 4.36 0.2 4.64 01-2021 01-2024

Rolling return for 5 year

Average return: 8.45
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.94 44.44 44.81 6.66 18.91 25.71 12-2019 12-2024
6.62 6.64 6.79 6.48 0.11 6.63 11-2019 11-2024
6.7 6.63 6.8 6.53 0.1 6.66 10-2019 10-2024
6.72 6.75 6.92 6.55 0.13 6.74 09-2019 09-2024
6.64 6.6 6.81 6.43 0.14 6.62 08-2019 08-2024
6.79 6.6 7.08 6.31 0.28 6.69 07-2019 07-2024
6.82 6.73 6.99 6.56 0.16 6.78 06-2019 06-2024
7.12 6.85 7.34 6.63 0.27 6.98 05-2019 05-2024
7.17 6.96 7.24 6.89 0.14 7.06 04-2019 04-2024
7.09 7.01 7.2 6.89 0.11 7.05 03-2019 03-2024
7.38 7.11 7.48 7.01 0.19 7.24 02-2019 02-2024
7.31 7.27 7.48 7.11 0.13 7.29 01-2019 01-2024

Rolling return for 7 year

Average return: 8.19
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.48 33.26 33.47 7.31 12.99 20.38 12-2017 12-2024
7.24 7.27 7.35 7.15 0.07 7.25 11-2017 11-2024
7.19 7.19 7.26 7.12 0.05 7.19 10-2017 10-2024
7.1 7.16 7.25 7.02 0.08 7.13 09-2017 09-2024
7.02 7.03 7.14 6.91 0.08 7.02 08-2017 08-2024
7 6.99 7.21 6.78 0.15 7 07-2017 07-2024
7.01 6.93 7.13 6.8 0.12 6.97 06-2017 06-2024
7.15 7.08 7.31 6.93 0.14 7.12 05-2017 05-2024
7.1 7.08 7.15 7.03 0.04 7.09 04-2017 04-2024
7.14 7.07 7.22 6.99 0.08 7.1 03-2017 03-2024
7.09 7 7.16 6.92 0.09 7.04 02-2017 02-2024
6.9 6.96 7.02 6.84 0.07 6.93 01-2017 01-2024

Rolling return for 10 year

Average return: 8.89
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.97 25.47 25.64 7.82 8.83 16.73 12-2014 12-2024
8.01 7.97 8.09 7.89 0.07 7.99 11-2014 11-2024
8.18 8.03 8.23 7.98 0.1 8.1 10-2014 10-2024
8.21 8.21 8.31 8.1 0.07 8.21 09-2014 09-2024
8.25 8.19 8.34 8.11 0.08 8.22 08-2014 08-2024
8.14 8.13 8.29 7.99 0.11 8.14 07-2014 07-2024
8.09 8.07 8.18 7.98 0.07 8.08 06-2014 06-2024
8.18 8.11 8.29 8 0.11 8.14 05-2014 05-2024
8.32 8.16 8.35 8.13 0.1 8.24 04-2014 04-2024
8.34 8.26 8.4 8.2 0.08 8.3 03-2014 03-2024
8.34 8.32 8.39 8.27 0.04 8.33 02-2014 02-2024
8.34 8.17 8.42 8.09 0.13 8.25 01-2014 01-2024