NIFTY INDIA CORPORATE GROUP INDEX - TATA GROUP

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.13
Weighted mean XIRR by duration 19.09
Mean XIRR 22.22
Standard deviation XIRR 7.09
Range XIRR 20.2

Summary

Duration Min Max Median Average XIRR (%)
1 year 10.79 57.59 35.36 35.51
3 year 9.86 24.28 17.60 17.32
5 year 18.79 25.96 22.43 22.43
7 year 18.15 22.74 20.55 20.51
10 year 13.52 17.43 15.35 15.31

Rolling return for 1 year

Average return: 35.51
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.1 17.78 27.67 10.79 6.03 19.08 12-2023 12-2024
26.63 24.24 33.98 17.43 5.91 25.57 11-2023 11-2024
30.58 34.33 43.46 22.26 7.61 32.66 10-2023 10-2024
38.96 35.88 43.2 31.87 4.15 37.48 09-2023 09-2024
34.33 44.21 47.48 31.36 6.68 39.34 08-2023 08-2024
34.83 40.39 47.03 28.74 6.76 37.75 07-2023 07-2024
29.81 34.54 39.64 25.07 5.42 32.26 06-2023 06-2024
36.73 38.02 44.44 30.65 4.9 37.46 05-2023 05-2024
45.78 46.01 51.19 40.79 3.68 45.94 04-2023 04-2024
48.08 47.48 57.59 38.58 6.73 47.93 03-2023 03-2024
36.94 37.14 46.08 28.57 6.19 37.18 02-2023 02-2024
33.65 33.14 40.33 26.8 4.79 33.48 01-2023 01-2024

Rolling return for 3 year

Average return: 17.32
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.77 12.81 15.09 10.53 1.61 12.8 12-2021 12-2024
12.16 12.24 14.29 10.15 1.46 12.21 11-2021 11-2024
12.79 13.36 16.38 9.86 2.31 13.1 10-2021 10-2024
16.22 15.13 17.39 13.98 1.27 15.68 09-2021 09-2024
17.92 17.16 21.65 13.57 2.87 17.58 08-2021 08-2024
17.98 20.15 21.44 16.73 1.83 19.08 07-2021 07-2024
16.82 16.72 19.7 13.92 2.04 16.79 06-2021 06-2024
18.91 19.16 21.1 17 1.45 19.04 05-2021 05-2024
20.14 19.25 21.61 17.81 1.38 19.7 04-2021 04-2024
21.73 21.89 24.28 19.39 1.73 21.82 03-2021 03-2024
20.8 20.5 23.42 17.93 1.94 20.66 02-2021 02-2024
20.59 18.08 22.57 16.17 2.43 19.35 01-2021 01-2024

Rolling return for 5 year

Average return: 22.43
Min Max Min-Max Max-Min Standard Deviation Mean From To
23.11 22.48 24.63 21 1.3 22.8 12-2019 12-2024
22.06 21.86 23.44 20.49 1.05 21.96 11-2019 11-2024
23.62 22.8 25.96 20.51 1.95 23.22 10-2019 10-2024
24.97 24.75 25.72 24.01 0.61 24.86 09-2019 09-2024
23.13 24.58 25.45 22.27 1.24 23.86 08-2019 08-2024
22.71 22.58 24.86 20.48 1.55 22.66 07-2019 07-2024
19.74 20.54 21.5 18.79 1 20.14 06-2019 06-2024
21.02 20.8 22.36 19.48 1.02 20.92 05-2019 05-2024
21.91 20.67 22.8 19.8 1.15 21.3 04-2019 04-2024
22.51 23.31 24.04 21.78 0.85 22.91 03-2019 03-2024
22.68 22.37 24.28 20.8 1.24 22.53 02-2019 02-2024
22.24 21.64 23.44 20.46 1.07 21.94 01-2019 01-2024

Rolling return for 7 year

Average return: 20.51
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.31 19.42 20.36 18.38 0.7 19.37 12-2017 12-2024
18.88 19.11 19.84 18.15 0.6 18.99 11-2017 11-2024
20.33 20.89 21.96 19.28 0.97 20.62 10-2017 10-2024
22 21.78 22.53 21.26 0.46 21.89 09-2017 09-2024
21.12 22.14 22.74 20.52 0.86 21.63 08-2017 08-2024
21.09 21.47 22.6 19.98 0.94 21.28 07-2017 07-2024
20.03 19.7 21.29 18.46 1.01 19.87 06-2017 06-2024
20.61 19.93 21.56 19 0.94 20.27 05-2017 05-2024
21.04 20.84 21.68 20.21 0.52 20.94 04-2017 04-2024
20.42 20.85 21.49 19.78 0.62 20.64 03-2017 03-2024
20.57 20.63 21.68 19.52 0.76 20.6 02-2017 02-2024
20.02 19.92 20.86 19.09 0.63 19.97 01-2017 01-2024

Rolling return for 10 year

Average return: 15.31
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.94 14.39 15.64 13.69 0.72 14.66 12-2014 12-2024
13.79 14.16 14.43 13.52 0.35 13.97 11-2014 11-2024
14.74 14.74 15.82 13.66 0.76 14.74 10-2014 10-2024
15.14 14.79 15.49 14.45 0.39 14.97 09-2014 09-2024
15.02 15.44 16.09 14.37 0.63 15.23 08-2014 08-2024
14.98 15.09 15.98 14.09 0.67 15.04 07-2014 07-2024
15.19 14.81 16.04 13.97 0.74 15 06-2014 06-2024
15.67 15.79 16.31 15.15 0.41 15.73 05-2014 05-2024
16.14 16.11 16.56 15.69 0.31 16.12 04-2014 04-2024
16.7 16.59 17.43 15.87 0.55 16.65 03-2014 03-2024
16.27 16.12 17.02 15.38 0.58 16.2 02-2014 02-2024
15.54 15.31 16.11 14.75 0.49 15.43 01-2014 01-2024