NIFTY PSU BOND PLUS SDL SEP 2027 40:60 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 0.18
Weighted mean XIRR by duration -15.25
Mean XIRR 9.09
Standard deviation XIRR 51.04
Range XIRR 109.54

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.01 1776.48 7.89 81.26
3 year -68.24 173.24 -49.92 -25.70
5 year -31.35 23.86 -30.57 -28.28

Rolling return for 1 year

Average return: 81.26
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.3 1759.43 1776.48 8.31 879.6 888.38 12-2023 12-2024
9.3 8.89 9.73 8.46 0.47 9.1 11-2023 11-2024
8.95 9.27 9.59 8.64 0.35 9.11 10-2023 10-2024
8.41 8.73 9.27 7.87 0.51 8.57 09-2023 09-2024
8.04 8.35 8.85 7.55 0.47 8.2 08-2023 08-2024
7.48 7.81 8.4 6.89 0.55 7.64 07-2023 07-2024
6.81 7.34 7.6 6.55 0.42 7.08 06-2023 06-2024
6.96 6.88 7.84 6.01 0.65 6.92 05-2023 05-2024
7.59 6.8 7.91 6.48 0.58 7.2 04-2023 04-2024
8.37 7.56 8.96 6.98 0.76 7.97 03-2023 03-2024
7.59 8.1 8.31 7.38 0.38 7.84 02-2023 02-2024
7 7.31 7.83 6.48 0.49 7.16 01-2023 01-2024

Rolling return for 3 year

Average return: -25.70
Min Max Min-Max Max-Min Standard Deviation Mean From To
5.92 172.91 173.24 5.79 83.61 89.46 12-2021 12-2024
5.94 5.81 6.08 5.67 0.15 5.88 11-2021 11-2024
5.85 5.87 6.06 5.67 0.14 5.86 10-2021 10-2024
5.69 -52.64 5.97 -52.76 29.27 -23.44 09-2021 09-2024
-51.55 -52.38 -51.43 -52.5 0.48 -51.96 08-2021 08-2024
4.42 -68.15 4.72 -68.24 36.38 -31.81 07-2021 07-2024
-50.97 -51.37 -50.85 -51.49 0.27 -51.17 06-2021 06-2024
-50.01 -50.97 -49.87 -51.1 0.55 -50.49 05-2021 05-2024
-49.95 -50.46 -49.9 -50.51 0.28 -50.2 04-2021 04-2024
-49.63 -50.33 -49.54 -50.42 0.4 -49.98 03-2021 03-2024
-49.83 -50.62 -49.72 -50.73 0.45 -50.22 02-2021 02-2024
-49.87 -50.92 -49.74 -51.04 0.59 -50.39 01-2021 01-2024

Rolling return for 5 year

Average return: -28.28
Min Max Min-Max Max-Min Standard Deviation Mean From To
-29.86 23.11 23.86 -30.28 26.78 -3.29 12-2019 12-2024
-30.2 -30.68 -30.14 -30.74 0.27 -30.44 11-2019 11-2024
-29.98 -30.71 -29.9 -30.8 0.41 -30.35 10-2019 10-2024
-29.76 -30.43 -29.65 -30.54 0.39 -30.1 09-2019 09-2024
-29.64 -30.05 -29.53 -30.16 0.27 -29.84 08-2019 08-2024
-29.78 -30.48 -29.66 -30.6 0.41 -30.13 07-2019 07-2024
-30.6 -31.07 -30.5 -31.17 0.29 -30.84 06-2019 06-2024
-30.44 -30.98 -30.33 -31.1 0.33 -30.71 05-2019 05-2024
-31.07 -31.31 -31.03 -31.35 0.14 -31.19 04-2019 04-2024
-30.79 -31.07 -30.71 -31.14 0.18 -30.93 03-2019 03-2024
-30.45 -31.1 -30.35 -31.19 0.38 -30.77 02-2019 02-2024
-30.71 -30.92 -30.61 -31.03 0.17 -30.82 01-2019 01-2024