NIFTY FMCG

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 8.22
Weighted mean XIRR by duration 13.33
Mean XIRR 14.28
Standard deviation XIRR 1.74
Range XIRR 4.56

Summary

Duration Min Max Median Average XIRR (%)
1 year -2.43 31.97 16.00 15.89
3 year 12.00 20.70 16.73 16.66
5 year 11.35 18.33 13.23 13.86
7 year 10.64 15.76 12.87 12.90
10 year 10.03 13.62 12.20 12.10

Rolling return for 1 year

Average return: 15.89
Min Max Min-Max Max-Min Standard Deviation Mean From To
3.66 1.63 7.98 -2.43 3.75 2.71 12-2023 12-2024
9.02 12.11 16.34 5.06 4.14 10.63 11-2023 11-2024
14.64 24.32 28.52 10.88 7.11 19.59 10-2023 10-2024
23.46 26.71 29.57 20.73 3.33 25.12 09-2023 09-2024
19.99 21.25 24.59 16.77 2.8 20.65 08-2023 08-2024
8.32 15.65 19.9 4.48 6.04 12.09 07-2023 07-2024
7.85 10.59 14.44 4.22 3.74 9.27 06-2023 06-2024
13.31 9.73 17.3 6 4.19 11.58 05-2023 05-2024
15.49 13.63 18.79 10.48 3.01 14.6 04-2023 04-2024
18.61 18.65 22.49 14.89 2.69 18.66 03-2023 03-2024
18.59 19.27 22.86 15.12 2.75 18.96 02-2023 02-2024
24.82 28.81 31.97 21.83 3.85 26.86 01-2023 01-2024

Rolling return for 3 year

Average return: 16.66
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.5 14.88 17.08 13.33 1.34 15.2 12-2021 12-2024
14.27 14.8 16.77 12.34 1.58 14.55 11-2021 11-2024
15.19 16.35 19.66 12 2.74 15.8 10-2021 10-2024
16.8 16.79 18.7 14.93 1.33 16.8 09-2021 09-2024
19.2 17.21 20.7 15.75 1.89 18.22 08-2021 08-2024
16.34 19.72 20.35 15.73 2.02 18.04 07-2021 07-2024
15.95 16.82 18.27 14.53 1.36 16.39 06-2021 06-2024
16.95 16.7 18.31 15.36 1.05 16.83 05-2021 05-2024
16.25 15.51 17.35 14.43 1.07 15.88 04-2021 04-2024
17.16 15.96 18.42 14.72 1.38 16.57 03-2021 03-2024
17.99 16.81 19.39 15.44 1.46 17.41 02-2021 02-2024
18.11 18.26 20.33 16.09 1.5 18.2 01-2021 01-2024

Rolling return for 5 year

Average return: 13.86
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.1 13.4 14.03 12.47 0.56 13.25 12-2019 12-2024
12.57 12.81 14.04 11.35 0.95 12.69 11-2019 11-2024
14.14 15.16 16.78 12.56 1.53 14.66 10-2019 10-2024
17.2 16.19 18.33 15.07 1.21 16.7 09-2019 09-2024
16.75 16.79 17.64 15.91 0.61 16.77 08-2019 08-2024
14.56 15.92 16.92 13.59 1.27 15.25 07-2019 07-2024
13.18 13.8 14.53 12.46 0.76 13.49 06-2019 06-2024
13.24 12.89 14.02 12.11 0.69 13.07 05-2019 05-2024
12.13 12.06 12.76 11.43 0.47 12.1 04-2019 04-2024
12.35 12.31 13.07 11.59 0.52 12.33 03-2019 03-2024
12.97 12.78 13.77 11.98 0.64 12.88 02-2019 02-2024
13.12 13.22 14.39 11.97 0.86 13.18 01-2019 01-2024

Rolling return for 7 year

Average return: 12.90
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.7 11.61 12.36 10.96 0.5 11.66 12-2017 12-2024
11.95 12.48 12.99 11.45 0.58 12.22 11-2017 11-2024
13.05 14.22 14.91 12.37 0.99 13.64 10-2017 10-2024
14.5 14.36 15.3 13.58 0.61 14.43 09-2017 09-2024
13.83 13.75 14.44 13.14 0.46 13.79 08-2017 08-2024
12.05 12.26 13.69 10.64 1.08 12.16 07-2017 07-2024
11.35 11.69 12.3 10.74 0.56 11.52 06-2017 06-2024
12.69 11.62 13.25 11.07 0.86 12.16 05-2017 05-2024
12.45 12.18 12.91 11.73 0.43 12.32 04-2017 04-2024
13.1 12.56 13.62 12.04 0.59 12.83 03-2017 03-2024
13.23 13.39 13.8 12.82 0.35 13.31 02-2017 02-2024
14.85 14.62 15.76 13.71 0.73 14.74 01-2017 01-2024

Rolling return for 10 year

Average return: 12.10
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.79 10.48 11.24 10.03 0.44 10.64 12-2014 12-2024
11.11 11.34 11.84 10.62 0.44 11.23 11-2014 11-2024
11.96 12.8 13.25 11.52 0.68 12.38 10-2014 10-2024
12.67 12.63 13.22 12.08 0.4 12.65 09-2014 09-2024
12.73 12.67 13.15 12.25 0.32 12.7 08-2014 08-2024
12.47 12.76 13.62 11.62 0.71 12.62 07-2014 07-2024
12.31 12.38 12.98 11.72 0.45 12.35 06-2014 06-2024
11.99 11.71 12.38 11.32 0.39 11.85 05-2014 05-2024
11.64 11.53 11.96 11.22 0.26 11.59 04-2014 04-2024
12.1 11.58 12.46 11.22 0.48 11.84 03-2014 03-2024
12.55 12.55 12.95 12.15 0.28 12.55 02-2014 02-2024
12.56 12.92 13.19 12.29 0.34 12.74 01-2014 01-2024