NIFTY G-SEC SEP 2032 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.8
Weighted mean XIRR by duration -19.49
Mean XIRR -15.12
Standard deviation XIRR 19.01
Range XIRR 46.45

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.70 11.80 9.11 9.02
3 year -41.13 -32.60 -37.79 -37.43
10 year -18.01 -15.55 -17.16 -16.96

Rolling return for 1 year

Average return: 9.02
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.86 9.69 11.2 9.36 0.77 10.28 12-2023 12-2024
11.03 10.37 11.67 9.74 0.72 10.7 11-2023 11-2024
11.21 10.8 11.8 10.22 0.58 11.01 10-2023 10-2024
9.38 10.25 10.97 8.67 0.87 9.82 09-2023 09-2024
9.06 9.21 10.06 8.22 0.65 9.14 08-2023 08-2024
8 8.5 9.43 7.09 0.85 8.25 07-2023 07-2024
6.96 7.58 7.97 6.58 0.54 7.27 06-2023 06-2024
7.14 7.04 8.5 5.7 0.99 7.1 05-2023 05-2024
8.27 7.19 8.91 6.56 0.91 7.73 04-2023 04-2024
9.75 8.78 10.41 8.12 0.88 9.26 03-2023 03-2024
9.16 9.23 9.8 8.58 0.43 9.19 02-2023 02-2024
8.31 8.58 9.4 7.49 0.68 8.44 01-2023 01-2024

Rolling return for 3 year

Average return: -37.43
Min Max Min-Max Max-Min Standard Deviation Mean From To
-37.78 -39.5 -37.71 -39.56 0.89 -38.64 12-2021 12-2024
-38.27 -39.94 -38.16 -40.06 0.89 -39.11 11-2021 11-2024
-39.31 -41.03 -39.2 -41.13 0.91 -40.17 10-2021 10-2024
-39.06 -39.86 -38.76 -40.15 0.57 -39.46 09-2021 09-2024
-37.96 -39.87 -37.77 -40.05 1.05 -38.91 08-2021 08-2024
-38.66 -39.99 -38.4 -40.25 0.81 -39.33 07-2021 07-2024
-37.47 -38.59 -37.28 -38.78 0.66 -38.03 06-2021 06-2024
-36.08 -37.54 -35.81 -37.8 0.87 -36.81 05-2021 05-2024
-34.89 -36.27 -34.76 -36.39 0.76 -35.58 04-2021 04-2024
-34.5 -36.06 -34.37 -36.19 0.85 -35.28 03-2021 03-2024
-33.43 -35.59 -33.3 -35.72 1.15 -34.51 02-2021 02-2024
-32.82 -33.81 -32.6 -34.03 0.61 -33.32 01-2021 01-2024

Rolling return for 10 year

Average return: -16.96
Min Max Min-Max Max-Min Standard Deviation Mean From To
-17.39 -17.89 -17.36 -17.92 0.27 -17.64 12-2014 12-2024
-17.76 -17.97 -17.71 -18.01 0.13 -17.86 11-2014 11-2024
-17.2 -17.75 -17.16 -17.79 0.3 -17.48 10-2014 10-2024
-17.46 -17.61 -17.34 -17.73 0.15 -17.54 09-2014 09-2024
-17.16 -17.5 -17.09 -17.57 0.21 -17.33 08-2014 08-2024
-17.15 -17.45 -17.04 -17.55 0.21 -17.3 07-2014 07-2024
-17.12 -17.36 -17.04 -17.44 0.16 -17.24 06-2014 06-2024
-16.35 -17.1 -16.25 -17.2 0.43 -16.73 05-2014 05-2024
-16.43 -16.59 -16.38 -16.64 0.11 -16.51 04-2014 04-2024
-15.85 -16.42 -15.8 -16.47 0.31 -16.14 03-2014 03-2024
-15.6 -15.92 -15.55 -15.97 0.19 -15.76 02-2014 02-2024
-15.82 -16.1 -15.73 -16.19 0.19 -15.96 01-2014 01-2024