NIFTY PSU BANK

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.41
Weighted mean XIRR by duration 16.89
Mean XIRR 28.01
Standard deviation XIRR 19.8
Range XIRR 50.97

Summary

Duration Min Max Median Average XIRR (%)
1 year 14.05 105.89 62.52 58.95
3 year 27.61 57.50 42.80 42.95
5 year 12.14 25.75 20.09 19.82
7 year 6.49 13.60 10.37 10.34
10 year 3.99 13.12 7.40 7.98

Rolling return for 1 year

Average return: 58.95
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.07 24.1 39.35 14.05 9.06 26.39 12-2023 12-2024
27.65 34.25 41.06 21.49 7.3 31.11 11-2023 11-2024
32.96 25.62 43.08 16.73 9.68 29.6 10-2023 10-2024
43.7 33.53 54.7 24.03 11.43 38.99 09-2023 09-2024
54.22 58.16 66.72 46.3 7.35 56.35 08-2023 08-2024
67.94 60.9 74.58 54.78 7.43 64.55 07-2023 07-2024
70.56 94.79 100.98 65.3 15.25 82.91 06-2023 06-2024
76.48 80.87 91.61 66.59 8.98 78.89 05-2023 05-2024
86.65 82.49 104.75 66.36 13.66 85.06 04-2023 04-2024
87.24 84.05 105.89 67.39 13.67 86.14 03-2023 03-2024
78.75 82.7 97.95 64.98 11.75 81.1 02-2023 02-2024
48.32 43.18 64.13 29.39 12.43 46.26 01-2023 01-2024

Rolling return for 3 year

Average return: 42.95
Min Max Min-Max Max-Min Standard Deviation Mean From To
38.71 36.77 42.67 32.98 3.49 37.78 12-2021 12-2024
35.14 31.93 39.72 27.61 4.43 33.6 11-2021 11-2024
36.1 32.03 39.47 28.84 4.02 34.11 10-2021 10-2024
40.99 40.31 44.5 36.9 2.7 40.68 09-2021 09-2024
44.68 43.13 48.49 39.46 3.24 43.94 08-2021 08-2024
44.46 42.94 46.34 41.11 1.93 43.71 07-2021 07-2024
41.87 46.1 49.85 38.32 4.34 44.04 06-2021 06-2024
50.67 45.89 54.85 41.94 4.87 48.34 05-2021 05-2024
52.71 50.87 57.5 46.29 4.02 51.84 04-2021 04-2024
47.1 44.07 51.82 39.58 4.46 45.64 03-2021 03-2024
48.97 40.39 54.12 35.69 7.19 44.79 02-2021 02-2024
47.01 46.84 52.06 41.96 3.57 46.97 01-2021 01-2024

Rolling return for 5 year

Average return: 19.82
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.16 22.01 24.24 19.96 1.51 22.09 12-2019 12-2024
21.57 20.78 24.03 18.39 2.01 21.19 11-2019 11-2024
23.92 21.96 25.75 20.18 2.09 22.95 10-2019 10-2024
23.24 22.14 25.07 20.35 1.71 22.7 09-2019 09-2024
23.53 22.23 25.47 20.34 1.87 22.89 08-2019 08-2024
21.42 17.61 22.37 16.71 2.41 19.53 07-2019 07-2024
17.88 19.58 21.81 15.72 2.24 18.75 06-2019 06-2024
19.47 17.45 21.45 15.53 2.21 18.48 05-2019 05-2024
17.8 17.3 20 15.15 1.72 17.56 04-2019 04-2024
18.71 17.02 20.99 14.81 2.27 17.88 03-2019 03-2024
19.43 19.39 21.9 16.98 1.74 19.42 02-2019 02-2024
14.31 14.44 16.65 12.14 1.6 14.38 01-2019 01-2024

Rolling return for 7 year

Average return: 10.34
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.59 9.33 9.9 8.02 0.71 8.96 12-2017 12-2024
7.63 8.02 9.17 6.49 0.96 7.83 11-2017 11-2024
11.45 7.75 12.62 6.63 2.49 9.61 10-2017 10-2024
11.59 11.41 12.77 10.24 0.9 11.5 09-2017 09-2024
11.15 10.36 12.39 9.14 1.18 10.76 08-2017 08-2024
11.74 10.39 12.36 9.78 1.03 11.07 07-2017 07-2024
10.96 12.33 13.6 9.72 1.45 11.65 06-2017 06-2024
10.56 10.21 11.87 8.92 1.05 10.39 05-2017 05-2024
10.38 11.02 11.85 9.56 0.84 10.7 04-2017 04-2024
10.96 11.04 12.47 9.55 1.03 11 03-2017 03-2024
10.28 10.99 11.9 9.39 0.92 10.64 02-2017 02-2024
9.96 9.92 11.56 8.34 1.14 9.94 01-2017 01-2024

Rolling return for 10 year

Average return: 7.98
Min Max Min-Max Max-Min Standard Deviation Mean From To
5.09 5.2 5.98 4.32 0.59 5.15 12-2014 12-2024
5.29 5.03 6.35 3.99 0.84 5.17 11-2014 11-2024
6.72 6.12 7.51 5.35 0.79 6.43 10-2014 10-2024
7.03 6.52 7.83 5.74 0.76 6.78 09-2014 09-2024
7.2 7.29 8.04 6.46 0.56 7.25 08-2014 08-2024
7.7 6.73 8.12 6.32 0.72 7.22 07-2014 07-2024
6.35 7.23 8.11 5.48 0.98 6.79 06-2014 06-2024
9.03 6.7 9.93 5.82 1.67 7.87 05-2014 05-2024
9.83 9.69 10.85 8.68 0.77 9.76 04-2014 04-2024
12.05 10.36 13.12 9.32 1.47 11.21 03-2014 03-2024
11.98 12.66 13.12 11.52 0.61 12.32 02-2014 02-2024
10.29 9.32 11.42 8.22 1.18 9.81 01-2014 01-2024