NIFTY SDL SEP 2026 V1 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.77
Weighted mean XIRR by duration -43.55
Mean XIRR -26.39
Standard deviation XIRR 34.32
Range XIRR 68.64

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.22 9.47 7.96 7.93
3 year -60.88 -60.54 -60.71 -60.71

Rolling return for 1 year

Average return: 7.93
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.86 8.13 9.04 7.95 0.46 8.5 12-2023 12-2024
8.94 8.65 9.47 8.13 0.48 8.8 11-2023 11-2024
8.72 8.92 9.32 8.32 0.36 8.82 10-2023 10-2024
8.28 8.56 9.13 7.71 0.51 8.42 09-2023 09-2024
8.01 8.25 8.84 7.42 0.51 8.13 08-2023 08-2024
7.69 7.94 8.49 7.15 0.48 7.82 07-2023 07-2024
7.06 7.56 7.89 6.74 0.44 7.31 06-2023 06-2024
7.18 7.02 7.98 6.22 0.62 7.1 05-2023 05-2024
7.4 6.98 7.89 6.49 0.52 7.19 04-2023 04-2024
8.4 7.39 8.98 6.82 0.84 7.9 03-2023 03-2024
7.7 8 8.38 7.31 0.39 7.85 02-2023 02-2024
7.31 7.32 7.99 6.64 0.48 7.32 01-2023 01-2024

Rolling return for 3 year

Average return: -60.71
Min Max Min-Max Max-Min Standard Deviation Mean From To
-60.61 -60.81 -60.54 -60.88 0.14 -60.71 10-2021 10-2024