NIFTY100 ALPHA 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.68
Weighted mean XIRR by duration 20.57
Mean XIRR 27.34
Standard deviation XIRR 16.26
Range XIRR 42.34

Summary

Duration Min Max Median Average XIRR (%)
1 year 17.72 81.68 63.73 59.77
3 year 11.51 25.96 19.87 19.34
5 year 16.57 26.13 20.93 21.38
7 year 14.87 20.21 17.48 17.43
10 year 16.50 20.73 18.95 18.80

Rolling return for 1 year

Average return: 59.77
Min Max Min-Max Max-Min Standard Deviation Mean From To
36.03 31.67 43.82 24.53 6.99 34.01 12-2023 12-2024
50.72 43.97 60.01 35.61 8.95 47.58 11-2023 11-2024
59.73 67.5 76.84 51.28 9.45 63.84 10-2023 10-2024
70.09 70.94 77.38 63.92 4.77 70.58 09-2023 09-2024
67.48 75.41 79.62 63.55 6.34 71.52 08-2023 08-2024
67.62 74.37 78.2 64.03 5.55 71.06 07-2023 07-2024
58.62 72.01 81.68 50.18 12.11 65.62 06-2023 06-2024
63.54 72.69 80.36 56.59 9.01 68.29 05-2023 05-2024
69.98 69.75 78.83 61.35 6.18 69.98 04-2023 04-2024
65.58 67.14 75.38 57.8 6.24 66.47 03-2023 03-2024
59.83 57.94 73.66 45.36 10.03 59.2 02-2023 02-2024
33.55 24.28 41 17.72 8.86 29.14 01-2023 01-2024

Rolling return for 3 year

Average return: 19.34
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.9 14.82 17.05 12.71 1.53 14.87 12-2021 12-2024
13.41 13.76 15.69 11.51 1.48 13.59 11-2021 11-2024
15.77 17.13 19.77 13.22 2.37 16.47 10-2021 10-2024
18.67 18.59 20.34 16.94 1.2 18.64 09-2021 09-2024
21.29 19.8 24.15 17.04 2.57 20.57 08-2021 08-2024
23.42 24.23 25.96 21.72 1.53 23.83 07-2021 07-2024
18.24 21.67 23.72 16.28 2.9 19.98 06-2021 06-2024
21.11 21.72 25.13 17.81 2.6 21.44 05-2021 05-2024
21.69 21.99 23.76 19.94 1.35 21.84 04-2021 04-2024
21.78 22.27 24.14 19.95 1.49 22.04 03-2021 03-2024
20.08 21.09 23.44 17.78 2.03 20.6 02-2021 02-2024
18.82 17.47 20.98 15.36 2.04 18.16 01-2021 01-2024

Rolling return for 5 year

Average return: 21.38
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.46 20.92 21.81 19.58 0.81 20.69 12-2019 12-2024
20.18 21.02 21.62 19.58 0.78 20.6 11-2019 11-2024
21.96 23.17 24.47 20.69 1.4 22.57 10-2019 10-2024
25 24.21 26.05 23.17 1.06 24.61 09-2019 09-2024
24.37 25.32 26.13 23.58 0.96 24.85 08-2019 08-2024
23.95 23.73 25.47 22.23 1.15 23.85 07-2019 07-2024
19.89 22.58 23.19 19.3 1.67 21.24 06-2019 06-2024
20.82 21.85 23.21 19.49 1.36 21.34 05-2019 05-2024
19.71 20.18 20.93 18.96 0.72 19.94 04-2019 04-2024
19.52 19.61 20.91 18.24 0.94 19.57 03-2019 03-2024
19.11 19.87 21.1 17.9 1.16 19.5 02-2019 02-2024
17.77 17.85 19.06 16.57 0.88 17.81 01-2019 01-2024

Rolling return for 7 year

Average return: 17.43
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.03 15.79 16.96 14.87 0.74 15.91 12-2017 12-2024
15.72 15.91 16.71 14.93 0.63 15.82 11-2017 11-2024
16.64 17.5 18.35 15.8 0.95 17.07 10-2017 10-2024
18.34 17.84 19.05 17.14 0.7 18.09 09-2017 09-2024
18.03 18.25 19.22 17.08 0.76 18.14 08-2017 08-2024
19.16 19.01 20.21 17.97 0.79 19.09 07-2017 07-2024
17.72 19.25 20.03 16.96 1.21 18.49 06-2017 06-2024
17.58 18.22 19.24 16.58 0.97 17.9 05-2017 05-2024
17.49 17.35 18.35 16.5 0.66 17.42 04-2017 04-2024
17.3 17.48 18.27 16.52 0.62 17.39 03-2017 03-2024
16.47 17.32 17.86 15.94 0.74 16.9 02-2017 02-2024
17.54 16.37 18.46 15.47 1.14 16.96 01-2017 01-2024

Rolling return for 10 year

Average return: 18.80
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.37 17.24 18.02 16.59 0.51 17.3 12-2014 12-2024
17.02 17.2 17.73 16.5 0.44 17.11 11-2014 11-2024
18.7 18.85 19.91 17.65 0.8 18.78 10-2014 10-2024
19.28 19.38 19.78 18.88 0.32 19.33 09-2014 09-2024
19.63 19.77 20.47 18.93 0.55 19.7 08-2014 08-2024
19.89 19.89 20.62 19.16 0.52 19.89 07-2014 07-2024
19.1 19.95 20.73 18.33 0.9 19.53 06-2014 06-2024
19.38 20.13 20.56 18.96 0.62 19.76 05-2014 05-2024
19.05 19.46 19.65 18.86 0.31 19.26 04-2014 04-2024
18.62 19.04 19.3 18.36 0.36 18.83 03-2014 03-2024
18.22 18.66 19.21 17.68 0.56 18.44 02-2014 02-2024
17.63 17.68 18.27 17.04 0.44 17.66 01-2014 01-2024