NIFTY MIDCAP150 MOMENTUM 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.61
Weighted mean XIRR by duration 29.23
Mean XIRR 35.7
Standard deviation XIRR 13.65
Range XIRR 37.83

Summary

Duration Min Max Median Average XIRR (%)
1 year 30.58 84.98 62.42 62.01
3 year 22.06 42.47 32.02 31.84
5 year 28.58 40.36 34.42 34.26
7 year 21.15 27.07 24.23 24.18
10 year 22.91 28.64 26.54 26.20

Rolling return for 1 year

Average return: 62.01
Min Max Min-Max Max-Min Standard Deviation Mean From To
38.34 37.94 46.14 30.58 5.5 38.25 12-2023 12-2024
49.23 41.56 58.6 33.19 9.39 45.64 11-2023 11-2024
54.5 59.33 69.43 45.3 8.7 57.14 10-2023 10-2024
58.61 59.72 68.56 50.29 6.47 59.29 09-2023 09-2024
60.03 65.01 73.97 51.79 8.04 62.7 08-2023 08-2024
73.65 69.93 81.85 62.27 7.05 71.92 07-2023 07-2024
62.56 75.46 83.41 55.52 10.87 69.24 06-2023 06-2024
69.15 75.38 84.98 60.37 8.98 72.47 05-2023 05-2024
72.18 75.03 83.3 64.41 6.76 73.73 04-2023 04-2024
64.97 66.1 76.09 55.61 7.25 65.69 03-2023 03-2024
65.75 68.77 73.78 60.97 4.65 67.32 02-2023 02-2024
59.71 61.53 70.97 50.9 7.13 60.78 01-2023 01-2024

Rolling return for 3 year

Average return: 31.84
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.25 27.8 30.62 25.48 1.82 28.04 12-2021 12-2024
25.88 24.99 28.46 22.48 2.14 25.45 11-2021 11-2024
25.85 25.87 29.78 22.06 2.73 25.89 10-2021 10-2024
29.73 29.81 32.39 27.2 1.84 29.78 09-2021 09-2024
30.69 31.33 34.38 27.72 2.37 31.03 08-2021 08-2024
33.54 33.69 35.61 31.65 1.4 33.62 07-2021 07-2024
30.07 32.38 35.4 27.16 3.03 31.25 06-2021 06-2024
32.53 34.03 36.55 30.09 2.34 33.3 05-2021 05-2024
33.04 33.35 35.85 30.6 1.86 33.21 04-2021 04-2024
32.88 32.83 35.8 29.97 2.06 32.87 03-2021 03-2024
39.92 36.34 42.14 34.2 3.08 38.15 02-2021 02-2024
39.27 39.6 42.47 36.47 2.12 39.45 01-2021 01-2024

Rolling return for 5 year

Average return: 34.26
Min Max Min-Max Max-Min Standard Deviation Mean From To
35.6 36.14 37.1 34.66 0.88 35.88 12-2019 12-2024
34.19 35.11 35.83 33.47 0.9 34.65 11-2019 11-2024
36.49 36.67 39.03 34.17 1.72 36.59 10-2019 10-2024
38.66 37.98 40.36 36.31 1.45 38.33 09-2019 09-2024
37.33 38.6 39.64 36.31 1.26 37.97 08-2019 08-2024
37.76 35.91 39.03 34.66 1.68 36.84 07-2019 07-2024
32.82 34.94 36.07 31.72 1.71 33.89 06-2019 06-2024
33.1 34.14 35.5 31.76 1.37 33.62 05-2019 05-2024
30.86 31.82 32.51 30.18 0.89 31.34 04-2019 04-2024
29.96 30.27 31.67 28.58 1.1 30.12 03-2019 03-2024
31.5 31.58 32.75 30.34 0.85 31.54 02-2019 02-2024
30.05 30.57 31.84 28.8 1.09 30.32 01-2019 01-2024

Rolling return for 7 year

Average return: 24.18
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.59 22.1 23.55 21.15 0.87 22.35 12-2017 12-2024
22.2 22.43 23.27 21.37 0.68 22.32 11-2017 11-2024
23.51 23.87 25.14 22.25 1.03 23.69 10-2017 10-2024
24.68 24.62 25.77 23.54 0.79 24.65 09-2017 09-2024
24.98 25.26 26.48 23.77 0.96 25.12 08-2017 08-2024
25.12 25.22 25.95 24.4 0.55 25.17 07-2017 07-2024
23.77 25.17 25.92 23.03 1.14 24.47 06-2017 06-2024
24.35 24.79 25.95 23.2 0.98 24.57 05-2017 05-2024
23.7 24.1 24.81 22.99 0.66 23.9 04-2017 04-2024
23.72 23.77 24.88 22.62 0.8 23.75 03-2017 03-2024
24.63 24.65 25.47 23.81 0.59 24.64 02-2017 02-2024
25.84 25.27 27.07 24.06 1.08 25.56 01-2017 01-2024

Rolling return for 10 year

Average return: 26.20
Min Max Min-Max Max-Min Standard Deviation Mean From To
24.23 23.9 24.92 23.22 0.61 24.07 12-2014 12-2024
23.61 23.66 24.36 22.91 0.51 23.64 11-2014 11-2024
24.69 24.95 25.85 23.8 0.73 24.82 10-2014 10-2024
25.52 25.22 26.29 24.46 0.66 25.37 09-2014 09-2024
26.03 26.1 27.09 25.05 0.72 26.07 08-2014 08-2024
26.82 26.63 27.41 26.05 0.49 26.73 07-2014 07-2024
26.4 26.64 27.93 25.12 1 26.52 06-2014 06-2024
27.49 27.55 28.64 26.41 0.79 27.52 05-2014 05-2024
27.3 27.63 28.1 26.84 0.46 27.47 04-2014 04-2024
26.89 27.26 27.73 26.44 0.47 27.08 03-2014 03-2024
27.63 27.7 28.23 27.09 0.4 27.66 02-2014 02-2024
27.24 27.59 28.11 26.72 0.51 27.42 01-2014 01-2024