NIFTY CPSE BOND PLUS SDL SEP 2024 50:50 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.81
Weighted mean XIRR by duration 9.38
Mean XIRR 11.41
Standard deviation XIRR 4.06
Range XIRR 8.12

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.65 104.46 7.38 15.47
3 year 4.47 30.74 5.30 7.35

Rolling return for 1 year

Average return: 15.47
Min Max Min-Max Max-Min Standard Deviation Mean From To
104.3 103.61 104.46 103.45 0.43 103.96 10-2023 10-2024
7.46 7.37 7.96 6.87 0.39 7.42 09-2023 09-2024
7.36 7.42 7.95 6.84 0.39 7.39 08-2023 08-2024
7.32 7.37 7.96 6.74 0.43 7.35 07-2023 07-2024
7.33 7.36 7.89 6.81 0.38 7.35 06-2023 06-2024
7.32 7.28 7.96 6.65 0.46 7.3 05-2023 05-2024
7.56 7.32 8.21 6.68 0.55 7.44 04-2023 04-2024
7.75 7.59 8.35 7 0.48 7.67 03-2023 03-2024
7.4 7.74 8.01 7.13 0.33 7.57 02-2023 02-2024
7.34 7.44 7.97 6.82 0.41 7.39 01-2023 01-2024
7.29 7.36 7.85 6.8 0.37 7.32 12-2022 12-2023
7.49 7.36 8.17 6.68 0.53 7.43 11-2022 11-2023

Rolling return for 3 year

Average return: 7.35
Min Max Min-Max Max-Min Standard Deviation Mean From To
30.71 30.67 30.74 30.63 0.04 30.69 10-2021 10-2024
5.28 5.3 5.44 5.13 0.11 5.29 09-2021 09-2024
5.44 5.31 5.63 5.12 0.19 5.38 08-2021 08-2024
5.58 5.43 5.79 5.23 0.2 5.51 07-2021 07-2024
5.28 5.3 5.46 5.12 0.12 5.29 06-2021 06-2024
5.38 5.24 5.59 5.04 0.2 5.31 05-2021 05-2024
5.43 5.39 5.64 5.18 0.16 5.41 04-2021 04-2024
5.6 5.42 5.79 5.22 0.21 5.51 03-2021 03-2024
5.44 5.45 5.64 5.25 0.14 5.44 02-2021 02-2024
5 4.82 5.2 4.62 0.21 4.91 01-2021 01-2024
4.74 4.7 4.92 4.51 0.15 4.72 12-2020 12-2023
4.76 4.69 4.98 4.47 0.18 4.72 11-2020 11-2023