NIFTY MIDCAP SELECT

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.66
Weighted mean XIRR by duration 21.05
Mean XIRR 30.25
Standard deviation XIRR 18.18
Range XIRR 41.4

Summary

Duration Min Max Median Average XIRR (%)
1 year 20.89 102.45 54.45 55.69
3 year 8.13 36.99 20.98 20.78
5 year 12.48 15.89 13.84 14.29

Rolling return for 1 year

Average return: 55.69
Min Max Min-Max Max-Min Standard Deviation Mean From To
44.07 21.04 44.07 21.04 11.52 32.56 05-2014 05-2015
42.07 43.85 50.93 35.4 5.53 43.06 04-2014 04-2015
67.4 56.87 87.84 39.8 17.41 62.98 03-2014 03-2015
82.18 84.55 96.65 70.96 9.12 83.58 02-2014 02-2015
80.28 80.54 102.45 60.77 14.75 81.01 01-2014 01-2015
60.82 55.67 69.41 47.78 7.86 58.42 12-2013 12-2014
62.82 59.2 75.92 47.34 10.19 61.32 11-2013 11-2014
53.59 48.56 72.46 32.31 14.32 51.73 10-2013 10-2014
76.58 45.79 87.6 37.23 20.88 61.8 09-2013 09-2014
68.54 55.96 80.57 45.58 13.15 62.66 08-2013 08-2014
44.24 31.94 55.32 22.54 12.39 38.51 07-2013 07-2014
35.47 25.52 40.67 20.89 7.83 30.64 06-2013 06-2014

Rolling return for 3 year

Average return: 20.78
Min Max Min-Max Max-Min Standard Deviation Mean From To
26.43 21.53 26.43 21.53 2.45 23.98 05-2012 05-2015
20.61 21.33 23.06 18.91 1.49 20.98 04-2012 04-2015
21.56 22.48 26.31 17.87 3 22.06 03-2012 03-2015
22.76 21.16 25.92 18.11 2.82 21.99 02-2012 02-2015
31.8 27.49 36.99 22.66 5.29 29.74 01-2012 01-2015
31.74 26.97 34.04 24.79 3.68 29.38 12-2011 12-2014
26.83 23.4 30.14 20.26 3.7 25.16 11-2011 11-2014
20.38 19.49 25.12 14.97 3.6 19.99 10-2011 10-2014
17.88 17.86 20.28 15.5 1.69 17.88 09-2011 09-2014
18.05 13.08 20.8 10.52 4.04 15.61 08-2011 08-2014
10.09 10.83 12.84 8.13 1.69 10.47 07-2011 07-2014
12.75 11.45 14.18 10.06 1.53 12.11 06-2011 06-2014

Rolling return for 5 year

Average return: 14.29
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.89 13.61 15.89 13.61 1.14 14.75 05-2010 05-2015
13.82 13.85 15.2 12.48 0.96 13.84 04-2010 04-2015