NIFTY ALPHA 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.08
Weighted mean XIRR by duration 27.76
Mean XIRR 35.1
Standard deviation XIRR 16.9
Range XIRR 44.26

Summary

Duration Min Max Median Average XIRR (%)
1 year 32.71 94.36 69.71 68.05
3 year 15.83 34.67 25.70 25.39
5 year 28.28 39.60 34.13 34.11
7 year 21.26 27.29 24.03 24.16
10 year 20.61 26.11 24.05 23.79

Rolling return for 1 year

Average return: 68.05
Min Max Min-Max Max-Min Standard Deviation Mean From To
42.32 39.51 49.6 32.71 6.05 41.04 12-2023 12-2024
49.62 46.65 62.95 34.65 10.07 48.47 11-2023 11-2024
57.68 64.21 76.25 46.91 10.63 61.26 10-2023 10-2024
66.49 67.45 75.64 58.72 5.99 67.07 09-2023 09-2024
65.92 73.58 80.77 59.32 8.05 69.9 08-2023 08-2024
77.93 76.76 90.01 65.52 8.67 77.55 07-2023 07-2024
69.73 80.69 92.57 59.27 12.4 75.56 06-2023 06-2024
74.8 83.46 93.11 66.07 10.04 79.36 05-2023 05-2024
83.77 82.56 94.36 72.61 7.7 83.32 04-2023 04-2024
72.56 76.3 87.52 62.24 9.04 74.66 03-2023 03-2024
80.2 79.03 90.13 69.68 7.24 79.76 02-2023 02-2024
57.8 58.66 75.49 42.67 11.62 58.66 01-2023 01-2024

Rolling return for 3 year

Average return: 25.39
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.93 19.68 22.96 17.7 1.91 20.32 12-2021 12-2024
18.08 19.17 21.49 15.83 2.04 18.64 11-2021 11-2024
20.08 21.14 24.62 16.73 2.81 20.64 10-2021 10-2024
24.46 24.68 26.71 22.47 1.5 24.58 09-2021 09-2024
25.64 25.89 29.29 22.34 2.46 25.79 08-2021 08-2024
27.77 28.2 30.6 25.42 1.84 28 07-2021 07-2024
23.73 26.63 29.05 21.41 2.89 25.2 06-2021 06-2024
25.63 26.93 29.87 22.78 2.55 26.3 05-2021 05-2024
27.04 26.92 29.43 24.57 1.72 26.99 04-2021 04-2024
25.77 27.41 29.3 23.93 1.99 26.6 03-2021 03-2024
32.03 29.77 34.41 27.47 2.58 30.92 02-2021 02-2024
29.98 31.47 34.67 26.89 2.8 30.75 01-2021 01-2024

Rolling return for 5 year

Average return: 34.11
Min Max Min-Max Max-Min Standard Deviation Mean From To
35.28 35.32 36.63 33.98 0.94 35.3 12-2019 12-2024
33.11 34.8 35.4 32.52 1.18 33.96 11-2019 11-2024
35.32 36.59 38.36 33.58 1.75 35.96 10-2019 10-2024
38.11 37.28 39.6 35.82 1.37 37.7 09-2019 09-2024
37.03 38.2 39.4 35.85 1.32 37.62 08-2019 08-2024
36.61 36.36 38.42 34.58 1.36 36.49 07-2019 07-2024
32.68 35.22 36.07 31.85 1.74 33.96 06-2019 06-2024
33.32 34.28 36.01 31.63 1.59 33.81 05-2019 05-2024
31.52 32.63 33 31.15 0.76 32.08 04-2019 04-2024
29.88 31.1 32.05 28.94 1.18 30.49 03-2019 03-2024
31.66 31.51 33.08 30.11 1.05 31.59 02-2019 02-2024
29.71 31.04 32.5 28.28 1.56 30.38 01-2019 01-2024

Rolling return for 7 year

Average return: 24.16
Min Max Min-Max Max-Min Standard Deviation Mean From To
23.39 22.59 24.28 21.72 0.95 23 12-2017 12-2024
22.12 22.74 23.61 21.26 0.86 22.43 11-2017 11-2024
23.54 23.99 25.52 22.04 1.24 23.77 10-2017 10-2024
25.57 24.91 26.53 23.96 0.94 25.24 09-2017 09-2024
25.13 25.34 26.67 23.82 1.01 25.24 08-2017 08-2024
25.33 25.63 26.51 24.46 0.73 25.48 07-2017 07-2024
23.66 25.07 25.91 22.83 1.2 24.37 06-2017 06-2024
23.92 24.35 25.69 22.59 1.11 24.14 05-2017 05-2024
23.51 23.77 24.5 22.78 0.62 23.64 04-2017 04-2024
22.93 23.45 24.4 21.99 0.87 23.19 03-2017 03-2024
24.07 24.31 25.03 23.37 0.59 24.2 02-2017 02-2024
25.37 25.13 27.29 23.24 1.43 25.26 01-2017 01-2024

Rolling return for 10 year

Average return: 23.79
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.2 21.76 22.81 21.15 0.61 21.98 12-2014 12-2024
21.17 21.65 22.21 20.61 0.59 21.41 11-2014 11-2024
22.7 23.07 24.07 21.7 0.85 22.88 10-2014 10-2024
23.5 23.05 24.16 22.39 0.65 23.28 09-2014 09-2024
23.81 24.08 24.87 23.02 0.66 23.94 08-2014 08-2024
24.56 24.58 25.38 23.77 0.57 24.57 07-2014 07-2024
24.03 24.2 25.61 22.64 1.05 24.12 06-2014 06-2024
24.86 25.14 26.11 23.9 0.79 25 05-2014 05-2024
24.75 25.06 25.45 24.36 0.4 24.9 04-2014 04-2024
23.76 24.33 24.8 23.3 0.57 24.05 03-2014 03-2024
24.8 24.57 25.48 23.91 0.56 24.69 02-2014 02-2024
24.27 25.07 25.6 23.75 0.71 24.67 01-2014 01-2024