NIFTY TRANSPORTATION & LOGISTICS

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.77
Weighted mean XIRR by duration 20.79
Mean XIRR 29.34
Standard deviation XIRR 16.6
Range XIRR 45.98

Summary

Duration Min Max Median Average XIRR (%)
1 year 24.22 85.39 62.00 60.38
3 year 22.68 38.13 30.27 30.23
5 year 17.38 33.48 25.39 25.62
7 year 12.13 16.85 14.29 14.40
10 year 12.56 18.91 16.34 16.06

Rolling return for 1 year

Average return: 60.38
Min Max Min-Max Max-Min Standard Deviation Mean From To
33.66 31.74 41.76 24.22 6.24 32.84 12-2023 12-2024
46.4 40.51 54.64 33.02 7.92 43.64 11-2023 11-2024
50.49 64.03 71.14 44.24 10.65 57.48 10-2023 10-2024
61.71 66.73 72.76 56.07 6.16 64.32 09-2023 09-2024
62.5 67.82 72.29 58.29 5.3 65.23 08-2023 08-2024
68.26 69.9 78.67 60 6.63 69.21 07-2023 07-2024
61.71 70.17 80.35 52.58 10.27 66.2 06-2023 06-2024
70.06 69.94 82.52 58.33 8.56 70.21 05-2023 05-2024
77.38 73.45 85.39 65.96 7.01 75.54 04-2023 04-2024
71.82 68.06 83.49 57.37 9.33 70.18 03-2023 03-2024
59.36 62.28 69.53 52.54 6.1 60.93 02-2023 02-2024
46.43 50.99 54.76 42.87 4.5 48.76 01-2023 01-2024

Rolling return for 3 year

Average return: 30.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.68 28.44 31.23 25.94 1.87 28.57 12-2021 12-2024
27.85 25.62 30.21 23.35 2.55 26.76 11-2021 11-2024
29.47 30.2 35.14 24.74 3.69 29.89 10-2021 10-2024
34.73 35.11 37.73 32.16 1.97 34.93 09-2021 09-2024
35.47 35.59 38.13 32.97 1.82 35.54 08-2021 08-2024
34.93 34.77 37.66 32.1 1.97 34.86 07-2021 07-2024
29.3 31.74 34.09 27.03 2.64 30.54 06-2021 06-2024
31.49 30.97 34.62 27.92 2.38 31.25 05-2021 05-2024
31.15 30.54 33.1 28.63 1.6 30.85 04-2021 04-2024
27.64 26.36 30.46 23.63 2.46 27.02 03-2021 03-2024
26.41 25.24 29.04 22.68 2.29 25.84 02-2021 02-2024
27.96 25.39 30.34 23.1 2.72 26.7 01-2021 01-2024

Rolling return for 5 year

Average return: 25.62
Min Max Min-Max Max-Min Standard Deviation Mean From To
25.97 26.04 27.46 24.57 1.02 26.01 12-2019 12-2024
25.29 25.75 26.67 24.38 0.83 25.52 11-2019 11-2024
27.75 28.24 31.08 24.99 2.16 28.01 10-2019 10-2024
31.73 29.97 33.48 28.26 1.95 30.86 09-2019 09-2024
30.98 31.45 32.52 29.92 0.93 31.22 08-2019 08-2024
30.86 28.4 32.44 26.86 2.16 29.64 07-2019 07-2024
25.49 26.73 28.25 23.99 1.57 26.12 06-2019 06-2024
25.01 24.92 26.79 23.17 1.28 24.97 05-2019 05-2024
22.57 22.22 23.66 21.15 0.9 22.4 04-2019 04-2024
21.43 21.81 23.04 20.22 1.01 21.62 03-2019 03-2024
21.8 21.73 23.32 20.23 1.09 21.77 02-2019 02-2024
20.01 18.69 21.34 17.38 1.48 19.36 01-2019 01-2024

Rolling return for 7 year

Average return: 14.40
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.4 13.07 14.36 12.13 0.8 13.24 12-2017 12-2024
13.13 13.59 14.02 12.71 0.49 13.36 11-2017 11-2024
14.1 15.37 16.21 13.27 1.13 14.74 10-2017 10-2024
15.76 16.01 16.85 14.92 0.69 15.89 09-2017 09-2024
15.48 15.48 16.45 14.52 0.68 15.48 08-2017 08-2024
15.37 15.86 16.36 14.87 0.55 15.61 07-2017 07-2024
14.06 15.28 15.85 13.49 0.94 14.67 06-2017 06-2024
14.24 14.62 15.4 13.47 0.7 14.43 05-2017 05-2024
14.33 14.4 15.06 13.68 0.49 14.37 04-2017 04-2024
13.8 14.2 14.87 13.13 0.63 14 03-2017 03-2024
13.56 14.04 14.56 13.03 0.57 13.8 02-2017 02-2024
13.31 13.15 14.21 12.26 0.69 13.23 01-2017 01-2024

Rolling return for 10 year

Average return: 16.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.34 13.22 14 12.56 0.51 13.28 12-2014 12-2024
13.33 13.33 13.95 12.71 0.44 13.33 11-2014 11-2024
14.6 15.08 16.09 13.61 0.89 14.84 10-2014 10-2024
15.33 15.45 16.09 14.69 0.5 15.39 09-2014 09-2024
16.18 15.85 16.86 15.18 0.61 16.02 08-2014 08-2024
16.54 16.43 17.25 15.73 0.54 16.49 07-2014 07-2024
16.07 16.57 17.35 15.31 0.74 16.32 06-2014 06-2024
17.43 16.7 18.27 15.88 0.88 17.07 05-2014 05-2024
17.17 17.32 17.69 16.8 0.32 17.24 04-2014 04-2024
17.57 17.03 18.35 16.26 0.76 17.3 03-2014 03-2024
18.18 17.95 18.91 17.22 0.6 18.06 02-2014 02-2024
17.4 17.4 18.05 16.75 0.46 17.4 01-2014 01-2024