NIFTY INDIA SOVEREIGN GREEN BOND JAN 2033

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 0.98
Weighted mean XIRR by duration 97.99
Mean XIRR 193.57
Standard deviation XIRR 196.77
Range XIRR 430.1

Summary

Duration Min Max Median Average XIRR (%)
1 year 40.44 765.36 526.91 471.41
3 year 1.57 94.93 82.35 67.98
5 year 5.79 55.61 49.59 41.31

Rolling return for 1 year

Average return: 471.41
Min Max Min-Max Max-Min Standard Deviation Mean From To
455.36 462.93 499.83 421.19 27.94 459.83 03-2021 03-2022
446.54 453.47 505.02 399.97 37.24 451.25 02-2021 02-2022
502.55 509.62 553.59 462.01 32.49 506.94 01-2021 01-2022
516.69 508.33 559.42 468.91 32.15 513.34 12-2020 12-2021
626.54 576.47 671.4 537.13 50.68 602.88 11-2020 11-2021
680.1 668.67 733.52 619.4 40.56 675.42 10-2020 10-2021
733 677.44 765.36 648.37 45.8 706.04 09-2020 09-2021
653.49 629.16 698.94 587.69 40.27 642.32 08-2020 08-2021
632.42 611.3 648.19 596.3 19.81 622.05 07-2020 07-2021
53.75 649.29 701.8 43.68 313.98 362.13 06-2020 06-2021
63.56 56.35 73.64 47.27 9.67 60.21 05-2020 05-2021
63.82 44.85 68.96 40.44 12.11 54.52 04-2020 04-2021

Rolling return for 3 year

Average return: 67.98
Min Max Min-Max Max-Min Standard Deviation Mean From To
84.11 86.39 88.9 81.66 2.68 85.26 03-2019 03-2022
85.55 88.18 91.94 81.91 3.67 86.9 02-2019 02-2022
88.72 89.24 93.9 84.18 3.44 89.01 01-2019 01-2022
86.13 86.59 90.33 82.47 2.78 86.38 12-2018 12-2021
89.53 89.51 93.35 85.76 2.68 89.54 11-2018 11-2021
90.67 89.21 94.93 85.08 3.52 89.97 10-2018 10-2021
85.72 82.24 88.09 79.94 3.13 84 09-2018 09-2021
77.53 78.52 81.03 75.07 2.14 78.04 08-2018 08-2021
78.74 77.35 80.01 76.09 1.47 78.05 07-2018 07-2021
4.34 79.06 80.93 3.26 38.11 41.9 06-2018 06-2021
2.91 4.11 4.98 2.06 1.12 3.52 05-2018 05-2021
3.71 2.62 4.79 1.57 1.2 3.17 04-2018 04-2021

Rolling return for 5 year

Average return: 41.31
Min Max Min-Max Max-Min Standard Deviation Mean From To
47.42 48.81 49.71 46.54 1.22 48.12 03-2017 03-2022
48.45 50.6 51.5 47.57 1.58 49.53 02-2017 02-2022
50.59 52.23 53.06 49.77 1.3 51.41 01-2017 01-2022
51.74 52.58 53.78 50.55 1.18 52.16 12-2016 12-2021
53.76 52.56 55.61 50.74 1.77 53.17 11-2016 11-2021
50.71 52.05 52.72 50.05 1.06 51.38 10-2016 10-2021
50.44 50.81 51.59 49.66 0.69 50.62 09-2016 09-2021
48.67 49.36 50.42 47.62 1.02 49.02 08-2016 08-2021
48.36 48.26 49 47.63 0.49 48.31 07-2016 07-2021
7.46 48.7 49.52 6.87 20.98 28.14 06-2016 06-2021
6.97 7.06 8.26 5.79 0.87 7.02 05-2016 05-2021
6.96 6.61 7.63 5.95 0.61 6.79 04-2016 04-2021