NIFTY CAPITAL MARKETS

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 0.75
Weighted mean XIRR by duration 9.67
Mean XIRR 29.84
Standard deviation XIRR 39.92
Range XIRR 112.93

Summary

Duration Min Max Median Average XIRR (%)
1 year 53.92 151.91 106.06 103.93
3 year 17.49 36.99 27.51 27.44
5 year 19.44 37.84 28.39 27.97
7 year -12.21 2.31 -9.59 -9.00
10 year -4.36 1.12 -1.02 -1.16

Rolling return for 1 year

Average return: 103.93
Min Max Min-Max Max-Min Standard Deviation Mean From To
66.27 79.1 84.4 61.5 9.28 72.82 12-2023 12-2024
87.26 65.29 101.1 53.92 18.41 76.89 11-2023 11-2024
100.26 103.28 132.34 75.21 20.25 102.77 10-2023 10-2024
106.27 109.72 129.12 88.8 14.32 108.48 09-2023 09-2024
92.9 111.25 126.29 80.08 17.59 102.63 08-2023 08-2024
98.55 104.22 117.55 86.38 11.2 101.68 07-2023 07-2024
102.11 109.33 130.12 83.86 16.57 106.36 06-2023 06-2024
121.66 123.39 136.91 109.01 9.89 122.74 05-2023 05-2024
127.08 138 151.91 114.54 13.77 132.88 04-2023 04-2024
109.35 115.99 136.95 90.83 16.49 113.28 03-2023 03-2024
117.43 115.57 127.66 105.88 7.73 116.64 02-2023 02-2024
89.99 89.35 106.25 74.42 11.26 90 01-2023 01-2024

Rolling return for 3 year

Average return: 27.44
Min Max Min-Max Max-Min Standard Deviation Mean From To
32.34 32.01 36.99 27.54 3.34 32.22 12-2021 12-2024
28.79 28.05 31.89 25.04 2.44 28.44 11-2021 11-2024
26.1 27.77 32.5 21.6 3.9 26.99 10-2021 10-2024
25.18 27.48 29.64 23.09 2.45 26.35 09-2021 09-2024
23.54 25.89 30.29 19.37 3.95 24.77 08-2021 08-2024
25.49 21.12 29.37 17.49 4.48 23.37 07-2021 07-2024
23.08 25.95 28.52 20.62 2.97 24.54 06-2021 06-2024
29.86 27.31 32.78 24.51 3.06 28.62 05-2021 05-2024
31.06 32.55 35.67 28.04 2.75 31.83 04-2021 04-2024
25.69 27.18 30.99 22.04 3.21 26.48 03-2021 03-2024
28.82 28.87 30.81 26.91 1.38 28.85 02-2021 02-2024
26.61 26.88 30.12 23.45 2.36 26.76 01-2021 01-2024

Rolling return for 5 year

Average return: 27.97
Min Max Min-Max Max-Min Standard Deviation Mean From To
32.74 32.99 35.51 30.27 1.85 32.88 12-2019 12-2024
31.64 30.19 33.53 28.34 1.91 30.92 11-2019 11-2024
33.81 34.02 37.84 30.1 2.74 33.94 10-2019 10-2024
31.69 31.17 34.49 28.44 2.15 31.45 09-2019 09-2024
28.82 30.38 33 26.28 2.44 29.62 08-2019 08-2024
25.28 24.69 27.59 22.43 1.84 25 07-2019 07-2024
21.77 22.58 24.98 19.44 1.98 22.19 06-2019 06-2024
23.84 22.5 25.5 20.88 1.7 23.18 05-2019 05-2024
21.97 23.1 24.53 20.57 1.46 22.54 04-2019 04-2024

Rolling return for 7 year

Average return: -9.00
Min Max Min-Max Max-Min Standard Deviation Mean From To
-7.8 -7.41 -6.43 -8.77 0.84 -7.6 12-2017 12-2024
-8.35 -8.13 -7.41 -9.06 0.59 -8.24 11-2017 11-2024
-8.28 -7.52 -6.31 -9.46 1.15 -7.89 10-2017 10-2024
-8.36 -7.94 -6.97 -9.31 0.84 -8.14 09-2017 09-2024
-9.9 -8.82 -7.83 -10.88 1.14 -9.36 08-2017 08-2024
-10.75 -10.03 -9.57 -11.2 0.63 -10.39 07-2017 07-2024
0.43 -10.43 2.31 -12.08 6.37 -4.94 06-2017 06-2024
-10.49 -10.71 -9.64 -11.56 0.68 -10.6 05-2017 05-2024
-10.8 -10.23 -9.47 -11.55 0.76 -10.51 04-2017 04-2024
-11.43 -10.64 -9.85 -12.21 0.88 -11.03 03-2017 03-2024
-9.68 -9.66 -9.08 -10.25 0.41 -9.67 02-2017 02-2024
-9.71 -9.61 -8.64 -10.66 0.72 -9.66 01-2017 01-2024

Rolling return for 10 year

Average return: -1.16
Min Max Min-Max Max-Min Standard Deviation Mean From To
-0.17 0.02 0.87 -1.01 0.67 -0.07 12-2014 12-2024
-1.35 -1.03 -0.64 -1.73 0.4 -1.19 11-2014 11-2024
-1.3 -0.45 0.18 -1.92 0.8 -0.87 10-2014 10-2024
-1.71 -1.44 -0.67 -2.47 0.64 -1.57 09-2014 09-2024
-2.69 -1.65 -1.13 -3.21 0.82 -2.17 08-2014 08-2024
-2.88 -2.84 -1.99 -3.72 0.61 -2.86 07-2014 07-2024
-3.4 -3.11 -2.13 -4.36 0.8 -3.25 06-2014 06-2024
-0.83 -2.29 -0.17 -2.93 1.1 -1.56 05-2014 05-2024
-0.53 -0.19 0.5 -1.22 0.62 -0.36 04-2014 04-2024
-0.81 -0.52 0.42 -1.75 0.77 -0.66 03-2014 03-2024
0.66 0.63 1.12 0.17 0.34 0.64 02-2014 02-2024
-0.08 -0.03 0.74 -0.85 0.56 -0.05 01-2014 01-2024