NIFTY SDL DEC 2028 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 0.16
Weighted mean XIRR by duration -16.27
Mean XIRR 9.78
Standard deviation XIRR 62.35
Range XIRR 143.39

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.06 2141.04 8.46 96.64
3 year -53.35 32.93 -50.45 -46.75
5 year -27.40 34.39 -26.60 -20.56

Rolling return for 1 year

Average return: 96.64
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.26 2110.3 2141.04 8.74 1058.14 1067.58 12-2023 12-2024
10.19 9.66 10.78 9.07 0.63 9.93 11-2023 11-2024
9.6 9.88 10.25 9.23 0.37 9.74 10-2023 10-2024
8.73 9.42 9.93 8.23 0.65 9.08 09-2023 09-2024
8.77 8.89 9.54 8.13 0.5 8.83 08-2023 08-2024
7.8 8.12 9.15 6.78 0.85 7.96 07-2023 07-2024
7.1 7.55 7.98 6.67 0.49 7.32 06-2023 06-2024
7.2 7.11 8.26 6.06 0.78 7.16 05-2023 05-2024
7.74 7.01 8.27 6.49 0.68 7.38 04-2023 04-2024
8.79 8.11 9.51 7.4 0.78 8.45 03-2023 03-2024
8.36 8.56 9.02 7.9 0.4 8.46 02-2023 02-2024
7.77 7.82 8.74 6.86 0.66 7.8 01-2023 01-2024

Rolling return for 3 year

Average return: -46.75
Min Max Min-Max Max-Min Standard Deviation Mean From To
-51.29 29.39 32.93 -52.59 41.57 -10.39 12-2021 12-2024
-51.56 -52.55 -51.47 -52.63 0.54 -52.05 11-2021 11-2024
-52 -53.26 -51.9 -53.35 0.68 -52.63 10-2021 10-2024
-51.49 -52.21 -51.31 -52.39 0.46 -51.85 09-2021 09-2024
-50.57 -51.97 -50.45 -52.09 0.76 -51.27 08-2021 08-2024
-51.01 -51.96 -50.81 -52.16 0.58 -51.48 07-2021 07-2024
-50.12 -50.94 -49.98 -51.08 0.49 -50.53 06-2021 06-2024
-49.07 -50.29 -48.9 -50.45 0.7 -49.68 05-2021 05-2024
-48.1 -49.11 -48.01 -49.2 0.55 -48.6 04-2021 04-2024
-47.8 -48.96 -47.68 -49.07 0.64 -48.38 03-2021 03-2024
-46.58 -48.35 -46.47 -48.45 0.94 -47.46 02-2021 02-2024
-46.4 -47 -46.24 -47.16 0.39 -46.7 01-2021 01-2024

Rolling return for 5 year

Average return: -20.56
Min Max Min-Max Max-Min Standard Deviation Mean From To
-26.42 33.19 34.39 -27.08 30.27 3.52 12-2019 12-2024
-26.8 -27.08 -26.73 -27.16 0.18 -26.94 11-2019 11-2024
-26.02 -26.99 -25.94 -27.07 0.53 -26.51 10-2019 10-2024
-26.13 -27.24 -25.97 -27.4 0.64 -26.68 09-2019 09-2024
-25.84 -26.55 -25.74 -26.65 0.41 -26.2 08-2019 08-2024