NIFTY PSE

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.24
Weighted mean XIRR by duration 21.51
Mean XIRR 37.17
Standard deviation XIRR 30
Range XIRR 81.22

Summary

Duration Min Max Median Average XIRR (%)
1 year 21.12 137.24 98.34 93.17
3 year 30.77 50.29 42.58 42.16
5 year 18.49 32.44 24.28 24.81
7 year 9.83 17.39 13.53 13.74
10 year 9.18 14.38 11.89 11.95

Rolling return for 1 year

Average return: 93.17
Min Max Min-Max Max-Min Standard Deviation Mean From To
38.45 31.17 49.94 21.12 10.52 35.17 12-2023 12-2024
63.94 53.27 77.58 41.49 13.31 59.07 11-2023 11-2024
73.91 83.86 95.9 63.22 12.08 79.22 10-2023 10-2024
89.18 90.41 103.29 77.19 9.24 90.02 09-2023 09-2024
103.95 112.42 118.45 98.31 7.73 108.28 08-2023 08-2024
109.91 112.01 128.9 94.42 12.22 111.31 07-2023 07-2024
98.37 122.85 137.24 86.34 19.98 111.2 06-2023 06-2024
103.01 123.99 128.3 99.17 12.69 113.62 05-2023 05-2024
107.15 113.39 122.78 98.42 8.89 110.44 04-2023 04-2024
95.75 109.85 120.84 86.01 13.29 103.11 03-2023 03-2024
103.65 114.11 121.37 96.97 9.39 109.02 02-2023 02-2024
83.27 91.39 100.41 75.02 9.43 87.52 01-2023 01-2024

Rolling return for 3 year

Average return: 42.16
Min Max Min-Max Max-Min Standard Deviation Mean From To
37.08 37.85 40.77 34.23 2.33 37.48 12-2021 12-2024
36.27 35.47 39.95 31.91 2.86 35.9 11-2021 11-2024
35.56 36.06 41.05 30.77 3.64 35.86 10-2021 10-2024
42.92 40.58 46.39 37.24 3.34 41.78 09-2021 09-2024
46.89 47.62 50.29 44.28 2.14 47.27 08-2021 08-2024
44.45 47.66 48.68 43.46 2.17 46.06 07-2021 07-2024
39.08 44.77 47.63 36.39 4.45 41.97 06-2021 06-2024
44.52 45.12 50.29 39.55 3.8 44.87 05-2021 05-2024
46.57 46.54 50.16 43.03 2.52 46.58 04-2021 04-2024
41.48 42.34 47.28 36.73 3.74 41.96 03-2021 03-2024
45.94 41.88 50.06 37.99 4.5 43.97 02-2021 02-2024
42.81 41.65 47.14 37.49 3.44 42.27 01-2021 01-2024

Rolling return for 5 year

Average return: 24.81
Min Max Min-Max Max-Min Standard Deviation Mean From To
25.53 26.26 27.55 24.26 1.19 25.9 12-2019 12-2024
24.3 24.76 26.3 22.78 1.26 24.54 11-2019 11-2024
25.65 26.65 28.68 23.67 1.81 26.16 10-2019 10-2024
29.18 28.35 31.06 26.52 1.63 28.78 09-2019 09-2024
30.63 29.68 32.44 27.91 1.64 30.16 08-2019 08-2024
27.53 26.11 29.76 23.94 2.12 26.84 07-2019 07-2024
21.8 25.14 26.24 20.74 2.28 23.48 06-2019 06-2024
23.65 24.26 26.59 21.37 1.86 23.97 05-2019 05-2024
21.67 22.82 23.45 21.05 0.94 22.25 04-2019 04-2024
21.14 21.79 24.09 18.89 1.85 21.48 03-2019 03-2024
23.7 23.98 25.78 21.93 1.36 23.85 02-2019 02-2024
20.06 20.63 22.23 18.49 1.34 20.35 01-2019 01-2024

Rolling return for 7 year

Average return: 13.74
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.77 13.15 14.06 11.87 0.79 12.96 12-2017 12-2024
12.65 12.95 13.94 11.66 0.81 12.8 11-2017 11-2024
13.66 14.28 15.61 12.36 1.17 13.98 10-2017 10-2024
15.08 15.34 16.27 14.16 0.75 15.21 09-2017 09-2024
15.7 15.91 16.84 14.78 0.73 15.81 08-2017 08-2024
15.95 16.68 17.39 15.24 0.8 16.31 07-2017 07-2024
14.17 15.96 17.13 13.03 1.58 15.07 06-2017 06-2024
13.39 14.27 15.31 12.37 1.09 13.84 05-2017 05-2024
12.77 13.09 13.95 11.92 0.73 12.93 04-2017 04-2024
11.72 13.33 13.66 11.4 0.98 12.53 03-2017 03-2024
11.73 12.57 13.07 11.24 0.71 12.15 02-2017 02-2024
11.43 11.24 12.87 9.83 1.08 11.34 01-2017 01-2024

Rolling return for 10 year

Average return: 11.95
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.01 10.97 11.9 10.09 0.64 10.99 12-2014 12-2024
10.2 10.73 11.08 9.84 0.48 10.46 11-2014 11-2024
11.16 11.49 12.49 10.17 0.83 11.33 10-2014 10-2024
11.88 11.78 12.69 10.98 0.61 11.83 09-2014 09-2024
12.24 12.31 13.02 11.54 0.52 12.28 08-2014 08-2024
11.76 11.77 12.73 10.81 0.68 11.77 07-2014 07-2024
10.18 11.15 12.17 9.18 1.11 10.67 06-2014 06-2024
12.96 11.26 14.29 9.96 1.64 12.12 05-2014 05-2024
12.68 13.17 13.51 12.35 0.45 12.93 04-2014 04-2024
13.01 12.92 14.38 11.57 0.99 12.97 03-2014 03-2024
13.29 13.9 14.24 12.95 0.5 13.6 02-2014 02-2024
12.2 12.62 13.2 11.61 0.58 12.41 01-2014 01-2024