NIFTY QUALITY LOW-VOLATILITY 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.8
Weighted mean XIRR by duration 14.31
Mean XIRR 17
Standard deviation XIRR 6.07
Range XIRR 15.92

Summary

Duration Min Max Median Average XIRR (%)
1 year 8.01 42.96 29.98 28.98
3 year 9.66 17.14 14.38 14.20
5 year 12.88 20.02 15.23 15.68
7 year 11.32 15.09 12.95 13.06
10 year 10.45 14.84 13.34 13.06

Rolling return for 1 year

Average return: 28.98
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.31 12.07 19.64 8.01 4.27 13.76 12-2023 12-2024
23.08 21.23 30.13 14.66 5.51 22.28 11-2023 11-2024
29.16 37.58 42.96 24.3 7.24 33.5 10-2023 10-2024
36.5 36.46 42.18 31.01 3.95 36.54 09-2023 09-2024
31.57 34.54 37.79 28.47 3.46 33.09 08-2023 08-2024
28.52 32.33 36.77 24.35 4.59 30.49 07-2023 07-2024
24.57 27.9 32.31 20.42 4.37 26.3 06-2023 06-2024
27.97 28.01 32.88 23.27 3.4 28.03 05-2023 05-2024
30.78 30.48 35.21 26.21 3.18 30.67 04-2023 04-2024
34.99 34.74 38.51 31.31 2.55 34.89 03-2023 03-2024
31.21 32.05 36.48 26.96 3.38 31.67 02-2023 02-2024
25.73 27.36 29.82 23.34 2.36 26.56 01-2023 01-2024

Rolling return for 3 year

Average return: 14.20
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.5 11.83 13.89 10.47 1.23 12.17 12-2021 12-2024
11.56 11.72 13.65 9.66 1.41 11.65 11-2021 11-2024
12.31 13.71 16.17 9.93 2.26 13.03 10-2021 10-2024
14.52 14.37 16.08 12.83 1.15 14.45 09-2021 09-2024
15.35 14.66 17.14 12.91 1.52 15.02 08-2021 08-2024
14.63 16.43 17.03 14.04 1.23 15.53 07-2021 07-2024
13.12 14.36 15.42 12.08 1.26 13.74 06-2021 06-2024
15.6 14.15 17.06 12.72 1.62 14.88 05-2021 05-2024
15.17 14.89 16.46 13.62 1.01 15.04 04-2021 04-2024
16.13 15.54 17.13 14.55 0.94 15.84 03-2021 03-2024
15.62 14.78 17.14 13.28 1.4 15.2 02-2021 02-2024
14.38 13.27 15.61 12.07 1.31 13.83 01-2021 01-2024

Rolling return for 5 year

Average return: 15.68
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.36 15.45 16.21 14.6 0.57 15.4 12-2019 12-2024
14.84 15.27 16.13 14 0.77 15.06 11-2019 11-2024
16.54 17.32 18.93 14.96 1.43 16.94 10-2019 10-2024
19.04 18.11 20.02 17.15 1.07 18.58 09-2019 09-2024
18.26 18.43 19.36 17.34 0.72 18.35 08-2019 08-2024
17.5 17.53 18.98 16.07 1.03 17.52 07-2019 07-2024
14.86 15.26 16.26 13.87 0.86 15.06 06-2019 06-2024
15.21 14.93 16.08 14.06 0.72 15.07 05-2019 05-2024
13.62 13.9 14.37 13.14 0.45 13.76 04-2019 04-2024
14.22 14.33 14.81 13.74 0.38 14.28 03-2019 03-2024
14.57 14.24 15.48 13.35 0.76 14.41 02-2019 02-2024
13.81 13.61 14.54 12.88 0.59 13.71 01-2019 01-2024

Rolling return for 7 year

Average return: 13.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.18 11.9 12.77 11.32 0.52 12.04 12-2017 12-2024
12.05 12.61 12.94 11.72 0.47 12.33 11-2017 11-2024
13.23 14.41 14.88 12.76 0.86 13.82 10-2017 10-2024
14.43 14.42 15.09 13.75 0.47 14.42 09-2017 09-2024
13.76 13.99 14.51 13.24 0.46 13.88 08-2017 08-2024
13.18 13.81 14.19 12.81 0.54 13.5 07-2017 07-2024
12.36 12.96 13.33 12 0.52 12.66 06-2017 06-2024
12.47 12.6 13.07 12 0.38 12.54 05-2017 05-2024
12.29 12.51 12.82 11.98 0.31 12.4 04-2017 04-2024
12.86 12.68 13.28 12.26 0.37 12.77 03-2017 03-2024
13.04 13.19 13.68 12.56 0.4 13.12 02-2017 02-2024
13.33 13.18 13.85 12.66 0.42 13.26 01-2017 01-2024

Rolling return for 10 year

Average return: 13.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.15 10.86 11.56 10.45 0.41 11 12-2014 12-2024
11.12 11.22 11.74 10.6 0.4 11.17 11-2014 11-2024
12.19 12.75 13.34 11.61 0.64 12.47 10-2014 10-2024
13.04 12.86 13.5 12.4 0.39 12.95 09-2014 09-2024
13.34 13.14 13.86 12.62 0.44 13.24 08-2014 08-2024
13.1 13.4 13.8 12.7 0.4 13.25 07-2014 07-2024
13.15 12.93 13.83 12.25 0.56 13.04 06-2014 06-2024
13.78 13.44 14.21 13.01 0.44 13.61 05-2014 05-2024
13.47 13.68 13.85 13.31 0.2 13.58 04-2014 04-2024
14.12 13.73 14.41 13.43 0.37 13.92 03-2014 03-2024
14.39 14.32 14.84 13.87 0.34 14.35 02-2014 02-2024
14.24 14.12 14.61 13.75 0.31 14.18 01-2014 01-2024