NIFTY SDL JUNE 2028

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.54
Weighted mean XIRR by duration 19.95
Mean XIRR 22.88
Standard deviation XIRR 6.46
Range XIRR 14.19

Summary

Duration Min Max Median Average XIRR (%)
1 year 4.93 46.61 33.90 32.00
3 year 9.09 23.30 18.12 17.81
5 year 15.42 22.82 18.71 18.83

Rolling return for 1 year

Average return: 32.00
Min Max Min-Max Max-Min Standard Deviation Mean From To
24.58 38.95 46.61 18.08 11.3 32.06 10-2023 10-2024
37.5 38.67 43.47 32.9 3.76 38.14 09-2023 09-2024
33.93 39.2 41.63 31.62 4 36.6 08-2023 08-2024
37.21 37.94 42.37 32.94 3.34 37.62 07-2023 07-2024
28.96 37.31 43.14 23.7 7.48 33.28 06-2023 06-2024
33.18 36.04 40.69 28.77 4.33 34.67 05-2023 05-2024
39.19 37.96 43.8 33.54 3.65 38.62 04-2023 04-2024
37.99 36.94 43.79 31.42 4.39 37.53 03-2023 03-2024
35.52 34.67 39.91 30.44 3.36 35.14 02-2023 02-2024
29.3 27.82 33.87 23.45 3.72 28.61 01-2023 01-2024
20.4 21.4 29.13 13.19 5.65 21.03 12-2022 12-2023
8.37 12.8 16.5 4.93 4.38 10.65 11-2022 11-2023

Rolling return for 3 year

Average return: 17.81
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.16 15.17 17.36 9.09 3.25 13.2 10-2021 10-2024
17.29 17.23 18.96 15.58 1.2 17.26 09-2021 09-2024
17.65 17.7 19.86 15.53 1.53 17.68 08-2021 08-2024
19.01 19.64 20.48 18.17 0.85 19.33 07-2021 07-2024
15.44 18.35 19.53 14.31 2.11 16.91 06-2021 06-2024
18.26 17.57 20.45 15.44 1.79 17.93 05-2021 05-2024
19.12 18.74 20.42 17.46 1.06 18.94 04-2021 04-2024
17.81 16.98 19.44 15.39 1.46 17.4 03-2021 03-2024
18.68 17.11 19.95 15.87 1.55 17.9 02-2021 02-2024
19.33 18.08 20.72 16.72 1.48 18.71 01-2021 01-2024
18.69 19.04 21.49 16.29 1.84 18.88 12-2020 12-2023
20.36 18.78 23.3 15.95 2.66 19.6 11-2020 11-2023

Rolling return for 5 year

Average return: 18.83
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.93 20.16 21.84 16.31 2.11 19.06 10-2019 10-2024
21.78 20.89 22.82 19.87 1.09 21.34 09-2019 09-2024
20.82 21.28 22.17 19.93 0.81 21.05 08-2019 08-2024
20.29 19.2 21.18 18.33 1.08 19.75 07-2019 07-2024
16.36 17.85 18.82 15.42 1.31 17.11 06-2019 06-2024
17.3 16.97 18.6 15.69 1.04 17.14 05-2019 05-2024
16.22 16.51 16.97 15.75 0.44 16.36 04-2019 04-2024