NIFTY SDL PLUS AAA PSU BOND JUL 2033 60:40 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.91
Weighted mean XIRR by duration -28.81
Mean XIRR -21.3
Standard deviation XIRR 23.33
Range XIRR 56.82

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.84 11.81 8.94 8.90
3 year -49.53 -45.20 -48.45 -47.92
5 year -26.96 -22.40 -24.58 -24.88

Rolling return for 1 year

Average return: 8.90
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.57 10.57 11.81 10.34 0.63 11.07 12-2023 12-2024
11.1 10.85 11.58 10.37 0.44 10.98 11-2023 11-2024
11.01 10.72 11.54 10.19 0.49 10.86 10-2023 10-2024
9.1 10.02 10.71 8.42 0.87 9.56 09-2023 09-2024
8.68 8.97 9.77 7.88 0.68 8.82 08-2023 08-2024
7.88 8.11 9 7 0.71 8 07-2023 07-2024
6.99 7.46 7.81 6.64 0.45 7.22 06-2023 06-2024
7.23 7.01 8.42 5.84 0.92 7.12 05-2023 05-2024
8.91 7.28 9.33 6.87 1.04 8.1 04-2023 04-2024
9.58 9.22 10.48 8.33 0.77 9.4 03-2023 03-2024
7.91 9.11 9.43 7.59 0.78 8.51 02-2023 02-2024
6.92 7.49 8.1 6.32 0.66 7.21 01-2023 01-2024

Rolling return for 3 year

Average return: -47.92
Min Max Min-Max Max-Min Standard Deviation Mean From To
-48.68 -49.03 -48.6 -49.11 0.22 -48.86 10-2021 10-2024
-48.74 -49.22 -48.49 -49.47 0.39 -48.98 09-2021 09-2024
-48.81 -49.36 -48.64 -49.53 0.37 -49.08 08-2021 08-2024
-48.78 -49.3 -48.6 -49.48 0.36 -49.04 07-2021 07-2024
-48.43 -49.01 -48.29 -49.14 0.36 -48.72 06-2021 06-2024
-47.65 -48.48 -47.46 -48.67 0.52 -48.06 05-2021 05-2024
-46.34 -47.83 -46.27 -47.89 0.78 -47.08 04-2021 04-2024
-45.35 -46.27 -45.2 -46.42 0.54 -45.81 03-2021 03-2024
-46.07 -46.93 -45.82 -47.18 0.57 -46.5 02-2021 02-2024
-46.41 -47.78 -46.21 -47.97 0.79 -47.09 01-2021 01-2024

Rolling return for 5 year

Average return: -24.88
Min Max Min-Max Max-Min Standard Deviation Mean From To
-23.88 -24.24 -23.84 -24.27 0.2 -24.06 12-2019 12-2024
-23.54 -24.48 -23.47 -24.55 0.51 -24.01 11-2019 11-2024
-22.47 -23.93 -22.4 -24 0.77 -23.2 10-2019 10-2024
-23.36 -24.03 -23.13 -24.25 0.46 -23.69 09-2019 09-2024
-23.66 -24.19 -23.51 -24.34 0.35 -23.92 08-2019 08-2024
-23.87 -24.6 -23.72 -24.76 0.45 -24.24 07-2019 07-2024
-23.96 -25.02 -23.85 -25.14 0.59 -24.49 06-2019 06-2024
-25.03 -26.14 -24.86 -26.3 0.64 -25.58 05-2019 05-2024
-26.31 -26.55 -26.25 -26.6 0.15 -26.43 04-2019 04-2024
-26.07 -26.49 -25.95 -26.61 0.28 -26.28 03-2019 03-2024
-25.76 -26.45 -25.55 -26.66 0.46 -26.1 02-2019 02-2024
-26.4 -26.8 -26.24 -26.96 0.29 -26.6 01-2019 01-2024