NIFTY G-SEC JUN 2036 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.79
Weighted mean XIRR by duration -21.12
Mean XIRR -14.95
Standard deviation XIRR 18.85
Range XIRR 45.83

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.60 12.79 9.61 9.58
3 year -39.30 -33.01 -36.11 -36.25
5 year -19.74 -16.39 -18.04 -18.18

Rolling return for 1 year

Average return: 9.58
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.87 10.64 12.24 10.28 0.82 11.26 12-2023 12-2024
11.77 11.1 12.52 10.35 0.8 11.44 11-2023 11-2024
12.11 11.47 12.79 10.79 0.74 11.79 10-2023 10-2024
10.22 11.06 11.88 9.4 0.93 10.64 09-2023 09-2024
9.65 9.78 10.84 8.6 0.79 9.72 08-2023 08-2024
8.76 8.86 10.05 7.58 0.87 8.81 07-2023 07-2024
7.47 8.06 8.81 6.73 0.76 7.77 06-2023 06-2024
7.33 7.32 9.08 5.6 1.23 7.33 05-2023 05-2024
8.7 7.78 9.55 6.94 0.98 8.24 04-2023 04-2024
10.5 9.41 11.25 8.68 0.99 9.96 03-2023 03-2024
9.56 9.92 10.46 9.03 0.52 9.74 02-2023 02-2024
7.96 8.64 9.71 6.92 1.02 8.31 01-2023 01-2024

Rolling return for 3 year

Average return: -36.25
Min Max Min-Max Max-Min Standard Deviation Mean From To
-36.73 -38.06 -36.66 -38.12 0.7 -37.39 12-2021 12-2024
-37.8 -39.16 -37.66 -39.3 0.75 -38.48 11-2021 11-2024
-38.16 -39.12 -38.03 -39.24 0.55 -38.64 10-2021 10-2024
-37.09 -38.13 -36.78 -38.44 0.69 -37.61 09-2021 09-2024
-36.1 -37 -35.87 -37.23 0.58 -36.55 08-2021 08-2024
-35.69 -36.2 -35.43 -36.45 0.4 -35.94 07-2021 07-2024
-35.93 -36.5 -35.66 -36.76 0.44 -36.21 06-2021 06-2024
-34.71 -35.82 -34.36 -36.16 0.75 -35.26 05-2021 05-2024
-34.2 -35.35 -34.03 -35.51 0.66 -34.77 04-2021 04-2024
-34.53 -35.89 -34.38 -36.04 0.76 -35.21 03-2021 03-2024
-33.94 -35.95 -33.76 -36.12 1.1 -34.94 02-2021 02-2024
-33.36 -34.57 -33.01 -34.92 0.8 -33.97 01-2021 01-2024

Rolling return for 5 year

Average return: -18.18
Min Max Min-Max Max-Min Standard Deviation Mean From To
-17.83 -18.37 -17.77 -18.42 0.3 -18.1 12-2019 12-2024
-18 -18.52 -17.89 -18.63 0.32 -18.26 11-2019 11-2024
-17.42 -18.49 -17.32 -18.59 0.59 -17.95 10-2019 10-2024
-16.64 -17.95 -16.39 -18.2 0.79 -17.3 09-2019 09-2024
-16.83 -17.45 -16.66 -17.63 0.41 -17.14 08-2019 08-2024
-17.85 -19.46 -17.65 -19.65 0.91 -18.65 07-2019 07-2024
-18.97 -19.32 -18.76 -19.53 0.3 -19.14 06-2019 06-2024
-17.72 -19.48 -17.45 -19.74 1.02 -18.6 05-2019 05-2024
-18.46 -19.06 -18.33 -19.18 0.37 -18.76 04-2019 04-2024
-17.56 -18.86 -17.45 -18.97 0.71 -18.21 03-2019 03-2024
-16.93 -17.88 -16.8 -18.01 0.54 -17.4 02-2019 02-2024
-18.06 -19.12 -17.8 -19.38 0.67 -18.59 01-2019 01-2024