NIFTY INDIA SELECT 5 CORPORATE GROUPS (MAATR)

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.23
Weighted mean XIRR by duration 22.84
Mean XIRR 26.76
Standard deviation XIRR 8.28
Range XIRR 23.52

Summary

Duration Min Max Median Average XIRR (%)
1 year 8.74 59.99 44.05 41.87
3 year 11.93 30.57 23.07 22.19
5 year 25.36 34.03 28.13 28.93
7 year 18.76 24.54 22.67 22.48
10 year 16.07 20.89 18.36 18.35

Rolling return for 1 year

Average return: 41.87
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.48 16.57 31.3 8.74 8.25 19.77 12-2023 12-2024
32.33 32.94 44.46 21.77 8.03 32.88 11-2023 11-2024
41.41 47.26 56.59 32.99 8.6 44.56 10-2023 10-2024
42.29 44.58 50.48 36.71 4.94 43.52 09-2023 09-2024
42.06 46.73 51.08 37.97 4.92 44.46 08-2023 08-2024
49.98 49 55.56 43.65 4.23 49.55 07-2023 07-2024
41.86 53.11 57.96 37.51 8.25 47.61 06-2023 06-2024
47.13 50.52 59.99 38.42 7.72 49.02 05-2023 05-2024
51.82 49.56 56.48 45.11 4.1 50.74 04-2023 04-2024
49.53 49.49 58.11 41.39 5.91 49.63 03-2023 03-2024
47.11 43.53 55.32 35.93 6.97 45.47 02-2023 02-2024
28.34 21.8 33.83 16.81 6.45 25.2 01-2023 01-2024

Rolling return for 3 year

Average return: 22.19
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.14 15.6 17.84 12.96 1.73 15.38 12-2021 12-2024
14.62 15.25 18.03 11.93 2.17 14.96 11-2021 11-2024
17.16 18.31 21.21 14.35 2.46 17.76 10-2021 10-2024
20.71 21.28 22.98 19.04 1.41 21 09-2021 09-2024
23.9 22.2 26.47 19.72 2.46 23.07 08-2021 08-2024
26.21 26.82 27.76 25.28 0.9 26.52 07-2021 07-2024
21.41 23.34 25.83 19 2.51 22.4 06-2021 06-2024
23.5 23.5 27 20.1 2.44 23.52 05-2021 05-2024
24.29 23.16 25.55 21.93 1.34 23.73 04-2021 04-2024
23.63 23.33 25.95 21.06 1.73 23.49 03-2021 03-2024
28.23 25.15 30.57 22.9 2.92 26.71 02-2021 02-2024
28.29 27.13 30.09 25.37 1.72 27.72 01-2021 01-2024

Rolling return for 5 year

Average return: 28.93
Min Max Min-Max Max-Min Standard Deviation Mean From To
27.39 28.19 29.18 26.42 1.02 27.8 12-2019 12-2024
27.36 28.71 29.62 26.47 1.21 28.04 11-2019 11-2024
30.33 30.71 33.02 28.07 1.76 30.53 10-2019 10-2024
32.54 32.08 34.03 30.61 1.22 32.32 09-2019 09-2024
32.26 32.77 33.9 31.15 0.99 32.52 08-2019 08-2024
32.18 29.97 33.15 29.02 1.66 31.08 07-2019 07-2024
27.49 29.08 30.26 26.33 1.5 28.29 06-2019 06-2024
27.95 28.04 30.11 25.91 1.49 28 05-2019 05-2024
26.94 26.62 27.71 25.86 0.66 26.78 04-2019 04-2024
27.07 27.18 28.5 25.77 0.97 27.13 03-2019 03-2024
27.99 28.04 29.39 26.66 0.97 28.02 02-2019 02-2024
26.86 26.42 27.92 25.36 0.92 26.64 01-2019 01-2024

Rolling return for 7 year

Average return: 22.48
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.98 19.94 21.18 18.76 0.86 19.96 12-2017 12-2024
19.51 20.52 21.01 19.02 0.79 20.02 11-2017 11-2024
21.97 21.86 23.76 20.1 1.29 21.92 10-2017 10-2024
23.3 23.28 24.29 22.3 0.7 23.29 09-2017 09-2024
23 23.2 24.08 22.12 0.7 23.1 08-2017 08-2024
23.9 23.29 24.54 22.65 0.7 23.6 07-2017 07-2024
22.43 23.98 24.32 22.09 0.96 23.2 06-2017 06-2024
22.57 23.37 24.05 21.9 0.81 22.97 05-2017 05-2024
22.84 22.61 23.37 22.09 0.46 22.73 04-2017 04-2024
22.4 22.7 23.38 21.73 0.59 22.55 03-2017 03-2024
23.09 23.25 24.05 22.29 0.62 23.17 02-2017 02-2024
23.41 23.11 24.15 22.38 0.63 23.26 01-2017 01-2024

Rolling return for 10 year

Average return: 18.35
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.17 17.04 17.99 16.23 0.62 17.11 12-2014 12-2024
16.29 17.1 17.32 16.07 0.53 16.7 11-2014 11-2024
17.76 18.01 18.96 16.81 0.77 17.89 10-2014 10-2024
17.71 17.8 18.37 17.14 0.44 17.76 09-2014 09-2024
18.08 17.91 18.8 17.19 0.57 17.99 08-2014 08-2024
18.69 18.3 19.12 17.87 0.46 18.5 07-2014 07-2024
17.52 18.08 18.79 16.81 0.73 17.8 06-2014 06-2024
18.8 18.34 19.8 17.36 0.88 18.58 05-2014 05-2024
18.93 18.77 19.29 18.41 0.32 18.85 04-2014 04-2024
19.59 19.13 20.26 18.47 0.65 19.36 03-2014 03-2024
20.24 20.18 20.89 19.53 0.48 20.21 02-2014 02-2024
19.71 19.21 20.21 18.71 0.56 19.46 01-2014 01-2024