NIFTY MNC

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.47
Weighted mean XIRR by duration 15.49
Mean XIRR 19.05
Standard deviation XIRR 7.72
Range XIRR 21.37

Summary

Duration Min Max Median Average XIRR (%)
1 year 16.07 52.21 35.03 34.17
3 year 11.90 22.27 17.14 17.31
5 year 11.18 22.02 16.20 16.51
7 year 9.59 14.57 13.04 12.80
10 year 11.63 16.87 14.63 14.45

Rolling return for 1 year

Average return: 34.17
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.96 21.94 29.18 16.07 4.65 22.54 12-2023 12-2024
27.96 30.21 36.79 21.8 5.36 29.19 11-2023 11-2024
35.41 46.61 52.21 30.43 8.66 41.16 10-2023 10-2024
41.01 44.79 50.32 35.83 5.3 42.99 09-2023 09-2024
38.92 38.99 44.33 33.77 3.73 39 08-2023 08-2024
40.12 39.19 44.03 35.41 3.07 39.69 07-2023 07-2024
34.66 40.44 47.2 28.48 6.93 37.7 06-2023 06-2024
36.95 40.64 47.35 30.71 6.03 38.91 05-2023 05-2024
35.69 36.64 40.66 31.81 3.15 36.2 04-2023 04-2024
30.75 33.73 38.17 26.54 4.25 32.3 03-2023 03-2024
27.42 28.59 33.01 23.19 3.5 28.05 02-2023 02-2024
22.81 21.72 26.6 18.08 3.04 22.3 01-2023 01-2024

Rolling return for 3 year

Average return: 17.31
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.25 15.33 17.16 13.45 1.31 15.3 12-2021 12-2024
14.19 14.42 16.76 11.9 1.72 14.32 11-2021 11-2024
15.7 17.94 20.3 13.43 2.55 16.84 10-2021 10-2024
17.84 18.97 20.38 16.46 1.44 18.41 09-2021 09-2024
18.71 18.56 20.24 17.05 1.13 18.64 08-2021 08-2024
20.33 20.75 21.44 19.65 0.65 20.54 07-2021 07-2024
18.52 20.49 22.09 16.97 1.94 19.52 06-2021 06-2024
19.33 20.04 22.27 17.15 1.83 19.7 05-2021 05-2024
18.24 17.99 19.67 16.58 1.1 18.12 04-2021 04-2024
16.07 16.49 18.23 14.36 1.38 16.29 03-2021 03-2024
15.47 15.58 17.14 13.94 1.13 15.53 02-2021 02-2024
15.03 14.04 16.2 12.89 1.22 14.54 01-2021 01-2024

Rolling return for 5 year

Average return: 16.51
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.82 16.37 16.97 15.23 0.65 16.1 12-2019 12-2024
15.07 15.67 16.62 14.14 0.9 15.38 11-2019 11-2024
17.54 18.21 20.32 15.47 1.73 17.89 10-2019 10-2024
20.47 19.02 22.02 17.51 1.67 19.76 09-2019 09-2024
20.37 20.33 21.3 19.42 0.66 20.36 08-2019 08-2024
20.36 18.95 21.03 18.3 1.09 19.66 07-2019 07-2024
16.89 18.11 18.99 16.03 1.13 17.5 06-2019 06-2024
16.97 17.18 18.69 15.48 1.14 17.08 05-2019 05-2024
14.89 14.82 15.72 14 0.61 14.86 04-2019 04-2024
13.52 13.87 14.79 12.62 0.78 13.7 03-2019 03-2024
13.93 13.42 14.91 12.45 0.89 13.68 02-2019 02-2024
12.43 11.86 13.11 11.18 0.71 12.14 01-2019 01-2024

Rolling return for 7 year

Average return: 12.80
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.94 10.36 11.72 9.59 0.78 10.65 12-2017 12-2024
10.87 11.37 11.93 10.32 0.6 11.12 11-2017 11-2024
12.04 13.11 13.93 11.24 1.02 12.58 10-2017 10-2024
13.04 13.19 14.07 12.16 0.68 13.11 09-2017 09-2024
13.24 13.14 13.86 12.53 0.47 13.19 08-2017 08-2024
13.87 13.47 14.32 13.03 0.48 13.67 07-2017 07-2024
13.05 14.09 14.49 12.65 0.75 13.57 06-2017 06-2024
13.38 13.68 14.57 12.5 0.74 13.53 05-2017 05-2024
13.39 13.38 13.98 12.8 0.42 13.39 04-2017 04-2024
12.79 13.03 13.69 12.14 0.55 12.91 03-2017 03-2024
12.61 12.86 13.31 12.17 0.41 12.74 02-2017 02-2024
13.44 12.74 13.93 12.25 0.64 13.09 01-2017 01-2024

Rolling return for 10 year

Average return: 14.45
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.57 12.18 13.13 11.63 0.55 12.38 12-2014 12-2024
12.35 12.69 13.1 11.94 0.43 12.52 11-2014 11-2024
13.74 14.29 15.08 12.96 0.77 14.02 10-2014 10-2024
14 14.4 14.73 13.67 0.4 14.2 09-2014 09-2024
14.43 14.32 14.87 13.89 0.35 14.38 08-2014 08-2024
14.9 14.71 15.21 14.4 0.29 14.8 07-2014 07-2024
14.49 14.95 15.51 13.93 0.58 14.72 06-2014 06-2024
16.02 15.06 16.87 14.23 0.99 15.55 05-2014 05-2024
15.28 15.2 15.69 14.78 0.32 15.24 04-2014 04-2024
15.5 14.9 16.14 14.26 0.7 15.2 03-2014 03-2024
15.38 15.66 15.87 15.16 0.27 15.52 02-2014 02-2024
15.07 14.55 15.42 14.2 0.47 14.81 01-2014 01-2024