NIFTY MICROCAP 250

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.97
Weighted mean XIRR by duration 17.52
Mean XIRR 13.74
Standard deviation XIRR 6.98
Range XIRR 17

Summary

Duration Min Max Median Average XIRR (%)
1 year -23.43 31.71 8.49 5.75
3 year 6.12 19.69 12.66 12.72
5 year 16.61 30.73 21.86 22.75

Rolling return for 1 year

Average return: 5.75
Min Max Min-Max Max-Min Standard Deviation Mean From To
-10.35 -12.94 -4.88 -17.94 4.71 -11.53 02-2018 02-2019
-16.93 -19.07 -12.19 -23.43 4.05 -17.9 01-2018 01-2019
-8.64 -12.27 -3.45 -16.99 4.96 -10.34 12-2017 12-2018
-6.64 -8.73 -4.11 -11.14 2.59 -7.66 11-2017 11-2018
-7.63 -6.29 2.1 -15.22 6.15 -6.76 10-2017 10-2018
4.62 13.97 24.74 -4.41 10.83 9.73 09-2017 09-2018
23.13 19.98 29.14 14.39 5.33 21.66 08-2017 08-2018
11.84 16.33 22.13 6.54 5.74 14.21 07-2017 07-2018
10.44 14.92 20.42 5.4 5.54 12.8 06-2017 06-2018
20.78 22.18 31.71 12.05 6.97 21.68 05-2017 05-2018
16.64 24.42 29.68 11.92 6.86 20.67 04-2017 04-2018
22.57 22.21 28.98 16.13 4.55 22.47 03-2017 03-2018

Rolling return for 3 year

Average return: 12.72
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.72 10.5 15.99 8.34 2.93 12.14 02-2016 02-2019
11.76 8.39 13.84 6.41 2.88 10.1 01-2016 01-2019
9.72 9.59 11.76 7.59 1.48 9.66 12-2015 12-2018
10.45 10.13 11.44 9.15 0.82 10.29 11-2015 11-2018
7.42 9.72 11.06 6.12 1.93 8.58 10-2015 10-2018
12.67 17.38 19.48 10.7 3.52 15.06 09-2015 09-2018
17.47 14.46 19.35 12.66 2.59 15.98 08-2015 08-2018
12.46 13.58 15.81 10.3 1.99 13.04 07-2015 07-2018
13.65 14.14 16.97 10.9 2.15 13.92 06-2015 06-2018
16.29 16.22 19.69 12.91 2.4 16.28 05-2015 05-2018
15.09 14.43 19.22 10.46 3.11 14.8 04-2015 04-2018
12.75 12.86 14.69 10.96 1.32 12.82 03-2015 03-2018

Rolling return for 5 year

Average return: 22.75
Min Max Min-Max Max-Min Standard Deviation Mean From To
18.31 18 19.72 16.61 1.11 18.16 02-2014 02-2019
19.05 19.38 20.38 18.06 0.83 19.22 01-2014 01-2019
20.1 20.47 21.44 19.14 0.82 20.29 12-2013 12-2018
21.32 21.23 21.97 20.58 0.49 21.28 11-2013 11-2018
20.82 21.75 23.26 19.34 1.42 21.29 10-2013 10-2018
25.16 27.09 29.64 22.7 2.55 26.15 09-2013 09-2018
29.49 28.24 30.73 27.02 1.38 28.87 08-2013 08-2018
25.27 25.38 27.49 23.2 1.52 25.34 07-2013 07-2018
23.89 24.35 26.05 22.22 1.36 24.13 06-2013 06-2018