NIFTY G-SEC SEP 2027 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.81
Weighted mean XIRR by duration -19.43
Mean XIRR -12.04
Standard deviation XIRR 14.87
Range XIRR 35.65

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.79 9.65 7.89 7.95
7 year -28.23 -27.17 -27.70 -27.70
10 year -18.73 -14.57 -16.42 -16.38

Rolling return for 1 year

Average return: 7.95
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.91 7.9 9.08 7.73 0.6 8.41 12-2023 12-2024
8.92 8.66 9.63 7.96 0.6 8.79 11-2023 11-2024
9.23 8.89 9.65 8.48 0.43 9.06 10-2023 10-2024
8.43 8.68 9.23 7.88 0.49 8.56 09-2023 09-2024
8.19 8.31 8.95 7.56 0.49 8.25 08-2023 08-2024
7.56 7.88 8.55 6.9 0.59 7.72 07-2023 07-2024
6.71 7.23 7.51 6.43 0.42 6.97 06-2023 06-2024
6.64 6.7 7.55 5.79 0.62 6.67 05-2023 05-2024
7.54 6.53 7.85 6.22 0.68 7.04 04-2023 04-2024
8.52 7.6 9.11 7.02 0.81 8.06 03-2023 03-2024
8.17 7.98 8.65 7.5 0.41 8.07 02-2023 02-2024
7.84 7.68 8.6 6.92 0.6 7.76 01-2023 01-2024

Rolling return for 7 year

Average return: -27.70
Min Max Min-Max Max-Min Standard Deviation Mean From To
-27.25 -28.16 -27.17 -28.23 0.49 -27.7 01-2017 01-2024

Rolling return for 10 year

Average return: -16.38
Min Max Min-Max Max-Min Standard Deviation Mean From To
-17.95 -18.65 -17.94 -18.66 0.36 -18.3 12-2014 12-2024
-18.28 -18.68 -18.23 -18.73 0.23 -18.48 11-2014 11-2024
-17.49 -18.18 -17.45 -18.21 0.36 -17.83 10-2014 10-2024
-17.35 -18.03 -17.29 -18.09 0.37 -17.69 09-2014 09-2024
-16.62 -17.26 -16.56 -17.32 0.35 -16.94 08-2014 08-2024
-16.31 -16.71 -16.23 -16.79 0.24 -16.51 07-2014 07-2024
-15.62 -16.53 -15.56 -16.59 0.49 -16.08 06-2014 06-2024
-15.06 -15.56 -14.98 -15.64 0.29 -15.31 05-2014 05-2024
-14.86 -15.12 -14.83 -15.14 0.14 -14.99 04-2014 04-2024
-14.76 -14.9 -14.71 -14.94 0.1 -14.83 03-2014 03-2024
-14.64 -14.95 -14.6 -14.99 0.18 -14.8 02-2014 02-2024
-14.63 -14.88 -14.57 -14.94 0.16 -14.76 01-2014 01-2024