NIFTY SDL SEP 2027 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -1.16
Weighted mean XIRR by duration -33.61
Mean XIRR -28.64
Standard deviation XIRR 24.6
Range XIRR 68.35

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.20 10.16 8.17 8.24
3 year -62.46 -57.76 -60.30 -60.11
5 year -36.86 -36.23 -36.62 -36.59
7 year -26.73 -24.83 -26.12 -26.10

Rolling return for 1 year

Average return: 8.24
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.67 8.76 9.93 8.5 0.6 9.22 12-2023 12-2024
9.72 9.23 10.16 8.78 0.52 9.47 11-2023 11-2024
9.45 9.76 10.1 9.11 0.37 9.6 10-2023 10-2024
8.78 9.1 9.66 8.23 0.52 8.94 09-2023 09-2024
8.47 8.65 9.4 7.73 0.59 8.56 08-2023 08-2024
7.86 8.1 8.8 7.16 0.59 7.98 07-2023 07-2024
7.03 7.63 7.92 6.74 0.47 7.33 06-2023 06-2024
7.19 7.12 8.11 6.2 0.68 7.16 05-2023 05-2024
7.42 6.91 7.84 6.49 0.51 7.17 04-2023 04-2024
8.67 7.37 9.16 6.89 0.92 8.02 03-2023 03-2024
7.94 8.11 8.59 7.46 0.4 8.02 02-2023 02-2024
7.3 7.58 8.23 6.65 0.57 7.44 01-2023 01-2024

Rolling return for 3 year

Average return: -60.11
Min Max Min-Max Max-Min Standard Deviation Mean From To
-60.74 -61.58 -60.71 -61.62 0.44 -61.16 12-2021 12-2024
-60.97 -61.86 -60.92 -61.91 0.47 -61.42 11-2021 11-2024
-60.92 -62.39 -60.84 -62.46 0.77 -61.65 10-2021 10-2024
-60.67 -61.19 -60.57 -61.3 0.32 -60.93 09-2021 09-2024
-60.16 -60.79 -60.05 -60.91 0.38 -60.48 08-2021 08-2024
-59.83 -60.44 -59.72 -60.56 0.37 -60.14 07-2021 07-2024
-59.51 -60.03 -59.4 -60.14 0.32 -59.77 06-2021 06-2024
-58.95 -59.46 -58.83 -59.58 0.32 -59.2 05-2021 05-2024
-58.04 -59.07 -57.98 -59.12 0.54 -58.55 04-2021 04-2024
-57.82 -57.78 -57.76 -57.84 0.03 -57.8 03-2021 03-2024

Rolling return for 5 year

Average return: -36.59
Min Max Min-Max Max-Min Standard Deviation Mean From To
-36.53 -36.7 -36.47 -36.75 0.12 -36.61 03-2019 03-2024
-36.31 -36.78 -36.23 -36.85 0.28 -36.54 02-2019 02-2024
-36.5 -36.75 -36.39 -36.86 0.19 -36.62 01-2019 01-2024

Rolling return for 7 year

Average return: -26.10
Min Max Min-Max Max-Min Standard Deviation Mean From To
-26.23 -26.7 -26.2 -26.73 0.25 -26.46 12-2017 12-2024
-26.38 -26.68 -26.34 -26.73 0.17 -26.53 11-2017 11-2024
-26.17 -26.63 -26.1 -26.69 0.26 -26.4 10-2017 10-2024
-26.12 -26.47 -26.03 -26.56 0.22 -26.3 09-2017 09-2024
-26.18 -26.52 -26.09 -26.61 0.22 -26.35 08-2017 08-2024
-26.17 -26.57 -26.07 -26.66 0.25 -26.37 07-2017 07-2024
-26.12 -26.24 -26.03 -26.32 0.11 -26.18 06-2017 06-2024
-25.97 -26.26 -25.88 -26.35 0.2 -26.12 05-2017 05-2024
-25.82 -26.07 -25.78 -26.11 0.15 -25.94 04-2017 04-2024
-25.63 -25.91 -25.59 -25.96 0.16 -25.77 03-2017 03-2024
-25.49 -25.69 -25.42 -25.76 0.14 -25.59 02-2017 02-2024
-24.92 -25.42 -24.83 -25.51 0.3 -25.17 01-2017 01-2024