NIFTY SDL JUN 2027 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -1.06
Weighted mean XIRR by duration -42.32
Mean XIRR -31.83
Standard deviation XIRR 30.14
Range XIRR 72.76

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.22 10.04 8.09 8.16
3 year -67.38 -60.65 -64.93 -64.60
5 year -39.94 -37.68 -39.19 -39.04

Rolling return for 1 year

Average return: 8.16
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.52 8.63 9.76 8.39 0.58 9.07 12-2023 12-2024
9.58 9.13 10.04 8.68 0.51 9.36 11-2023 11-2024
9.32 9.61 9.97 8.96 0.37 9.46 10-2023 10-2024
8.69 8.99 9.54 8.14 0.51 8.84 09-2023 09-2024
8.39 8.55 9.29 7.66 0.58 8.47 08-2023 08-2024
7.83 8.05 8.71 7.18 0.55 7.94 07-2023 07-2024
7.04 7.61 7.92 6.73 0.47 7.32 06-2023 06-2024
7.13 7.11 8.02 6.22 0.64 7.12 05-2023 05-2024
7.35 6.88 7.77 6.47 0.49 7.12 04-2023 04-2024
8.55 7.31 9.06 6.8 0.91 7.93 03-2023 03-2024
7.83 8.03 8.47 7.39 0.39 7.93 02-2023 02-2024
7.19 7.56 8.12 6.64 0.54 7.38 01-2023 01-2024

Rolling return for 3 year

Average return: -64.60
Min Max Min-Max Max-Min Standard Deviation Mean From To
-66.07 -66.78 -66.05 -66.81 0.37 -66.43 12-2021 12-2024
-66.16 -67.03 -66.12 -67.08 0.46 -66.6 11-2021 11-2024
-66.37 -67.32 -66.31 -67.38 0.51 -66.84 10-2021 10-2024
-65.88 -66.46 -65.79 -66.55 0.34 -66.17 09-2021 09-2024
-65.14 -65.84 -65.04 -65.93 0.4 -65.49 08-2021 08-2024
-64.81 -65.22 -64.72 -65.31 0.25 -65.02 07-2021 07-2024
-64.62 -65.31 -64.52 -65.41 0.4 -64.96 06-2021 06-2024
-63.89 -64.46 -63.79 -64.55 0.34 -64.17 05-2021 05-2024
-63.35 -63.98 -63.31 -64.03 0.34 -63.67 04-2021 04-2024
-62.61 -63.37 -62.55 -63.43 0.41 -62.99 03-2021 03-2024
-61.01 -62.52 -60.93 -62.6 0.8 -61.76 02-2021 02-2024
-60.76 -61.44 -60.65 -61.55 0.4 -61.1 01-2021 01-2024

Rolling return for 5 year

Average return: -39.04
Min Max Min-Max Max-Min Standard Deviation Mean From To
-38.94 -39.34 -38.91 -39.37 0.22 -39.14 12-2019 12-2024
-38.99 -39.27 -38.94 -39.32 0.17 -39.13 11-2019 11-2024
-38.17 -39.15 -38.1 -39.22 0.53 -38.66 10-2019 10-2024
-37.78 -38.74 -37.68 -38.83 0.53 -38.26 09-2019 09-2024
-37.85 -38.21 -37.75 -38.32 0.24 -38.03 08-2019 08-2024
-38.12 -39.41 -38.02 -39.51 0.7 -38.76 07-2019 07-2024
-39.18 -39.59 -39.08 -39.69 0.26 -39.39 06-2019 06-2024
-38.99 -39.51 -38.89 -39.61 0.31 -39.25 05-2019 05-2024
-39.63 -39.9 -39.58 -39.94 0.16 -39.76 04-2019 04-2024
-39.27 -39.86 -39.21 -39.92 0.33 -39.56 03-2019 03-2024
-38.91 -39.37 -38.83 -39.45 0.27 -39.14 02-2019 02-2024
-39.19 -39.67 -39.08 -39.77 0.3 -39.43 01-2019 01-2024