NIFTY SDL PLUS AAA PSU BOND DEC 2027 60:40 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -1.21
Weighted mean XIRR by duration -33.57
Mean XIRR -28.14
Standard deviation XIRR 23.3
Range XIRR 64.03

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.06 9.74 7.99 8.01
3 year -58.03 -53.92 -56.06 -56.02
5 year -37.57 -37.30 -37.43 -37.43
7 year -27.49 -26.90 -27.06 -27.13

Rolling return for 1 year

Average return: 8.01
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.37 8.49 9.55 8.32 0.53 8.93 12-2023 12-2024
9.33 8.91 9.74 8.5 0.46 9.12 11-2023 11-2024
9.01 9.28 9.61 8.69 0.34 9.15 10-2023 10-2024
8.48 8.79 9.33 7.95 0.5 8.64 09-2023 09-2024
8.13 8.4 8.95 7.59 0.49 8.27 08-2023 08-2024
7.54 7.81 8.51 6.85 0.59 7.68 07-2023 07-2024
6.92 7.34 7.63 6.63 0.38 7.13 06-2023 06-2024
6.86 6.92 7.73 6.06 0.59 6.89 05-2023 05-2024
7.62 6.72 8.03 6.31 0.69 7.17 04-2023 04-2024
8.42 7.57 8.97 7.02 0.75 8 03-2023 03-2024
7.71 8.15 8.42 7.44 0.38 7.93 02-2023 02-2024
7.14 7.33 7.91 6.56 0.48 7.24 01-2023 01-2024

Rolling return for 3 year

Average return: -56.02
Min Max Min-Max Max-Min Standard Deviation Mean From To
-56.34 -57.15 -56.31 -57.17 0.42 -56.74 12-2021 12-2024
-56.8 -57.64 -56.74 -57.69 0.45 -57.22 11-2021 11-2024
-57.23 -57.95 -57.15 -58.03 0.4 -57.59 10-2021 10-2024
-56.89 -57.41 -56.78 -57.52 0.32 -57.15 09-2021 09-2024
-56.22 -56.9 -56.11 -57.01 0.4 -56.56 08-2021 08-2024
-56.01 -56.19 -55.88 -56.32 0.17 -56.1 07-2021 07-2024
-55.84 -56.18 -55.75 -56.28 0.22 -56.01 06-2021 06-2024
-54.9 -55.86 -54.78 -55.98 0.54 -55.38 05-2021 05-2024
-54.64 -55.21 -54.58 -55.27 0.32 -54.92 04-2021 04-2024
-54.68 -55.54 -54.61 -55.62 0.47 -55.11 03-2021 03-2024
-54.51 -55.49 -54.41 -55.58 0.54 -55 02-2021 02-2024
-54.02 -54.92 -53.92 -55.03 0.51 -54.47 01-2021 01-2024

Rolling return for 5 year

Average return: -37.43
Min Max Min-Max Max-Min Standard Deviation Mean From To
-37.38 -37.48 -37.3 -37.57 0.1 -37.43 01-2019 01-2024

Rolling return for 7 year

Average return: -27.13
Min Max Min-Max Max-Min Standard Deviation Mean From To
-26.96 -27.47 -26.94 -27.49 0.27 -27.22 12-2017 12-2024
-26.94 -27.16 -26.9 -27.2 0.13 -27.05 11-2017 11-2024