NIFTY100 ENHANCED ESG

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.71
Weighted mean XIRR by duration 15.06
Mean XIRR 17.7
Standard deviation XIRR 6.53
Range XIRR 17.47

Summary

Duration Min Max Median Average XIRR (%)
1 year 11.63 44.59 31.35 30.54
3 year 7.73 16.43 13.26 13.07
5 year 13.61 21.06 16.28 16.60
7 year 13.08 16.38 14.71 14.76
10 year 11.63 15.27 13.64 13.55

Rolling return for 1 year

Average return: 30.54
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.22 17.38 26.42 11.63 5.33 18.91 12-2023 12-2024
28.01 25.04 34.64 18.88 5.67 26.64 11-2023 11-2024
33.51 37.44 44.59 26.91 6.4 35.61 10-2023 10-2024
36.7 36.97 42.44 31.45 3.89 36.89 09-2023 09-2024
32.26 37.29 40.58 29.17 4.41 34.83 08-2023 08-2024
31.86 34.4 37.95 28.46 3.47 33.17 07-2023 07-2024
23.13 31.25 35.7 19.1 6.53 27.3 06-2023 06-2024
29.36 29.39 35.32 23.69 4.11 29.44 05-2023 05-2024
33.44 33.58 38.29 28.9 3.32 33.55 04-2023 04-2024
35.78 34.48 40.39 30.06 3.68 35.18 03-2023 03-2024
31.69 30.21 35.97 26.12 3.52 31 02-2023 02-2024
24.15 23.58 28.67 19.23 3.34 23.91 01-2023 01-2024

Rolling return for 3 year

Average return: 13.07
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.31 11.13 13.19 9.28 1.38 11.23 12-2021 12-2024
9.89 9.56 11.76 7.73 1.43 9.74 11-2021 11-2024
10.35 11.5 13.32 8.58 1.72 10.94 10-2021 10-2024
12.86 12.63 14.42 11.1 1.18 12.75 09-2021 09-2024
13.78 13.2 16.11 10.92 1.85 13.5 08-2021 08-2024
14.69 15.81 16.43 14.08 0.92 15.25 07-2021 07-2024
11.61 14.08 15.28 10.44 1.92 12.85 06-2021 06-2024
14.37 13.38 16.1 11.69 1.6 13.88 05-2021 05-2024
14.58 14.38 15.95 13.02 1.04 14.48 04-2021 04-2024
14.59 13.66 15.87 12.4 1.27 14.13 03-2021 03-2024
14.41 13.17 15.64 11.97 1.37 13.8 02-2021 02-2024
14.92 13.73 16.3 12.38 1.45 14.33 01-2021 01-2024

Rolling return for 5 year

Average return: 16.60
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.29 16.62 17.46 15.45 0.72 16.45 12-2019 12-2024
15.9 16.53 17.08 15.36 0.65 16.22 11-2019 11-2024
18.12 18.47 20.02 16.59 1.22 18.3 10-2019 10-2024
20.07 19.25 21.06 18.27 1.03 19.66 09-2019 09-2024
18.77 19.48 20.23 18.03 0.82 19.13 08-2019 08-2024
18.19 17.45 19.27 16.39 1.05 17.82 07-2019 07-2024
14.58 15.83 16.83 13.61 1.22 15.21 06-2019 06-2024
15.64 15.04 16.69 14.01 0.97 15.34 05-2019 05-2024
14.44 14.83 15.26 14.01 0.46 14.64 04-2019 04-2024
15.47 14.81 16.25 14.04 0.82 15.14 03-2019 03-2024
15.93 15.67 16.67 14.93 0.62 15.8 02-2019 02-2024
15.44 15.61 16.27 14.79 0.53 15.53 01-2019 01-2024

Rolling return for 7 year

Average return: 14.76
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.83 13.91 14.65 13.1 0.55 13.87 12-2017 12-2024
13.54 13.9 14.36 13.08 0.47 13.72 11-2017 11-2024
14.71 15.12 16.02 13.82 0.79 14.92 10-2017 10-2024
15.7 15.62 16.38 14.95 0.51 15.66 09-2017 09-2024
14.92 15.33 15.92 14.33 0.58 15.12 08-2017 08-2024
15.49 15.1 16.24 14.36 0.68 15.3 07-2017 07-2024
13.94 15.24 15.53 13.65 0.81 14.59 06-2017 06-2024
14.27 14.57 15.01 13.83 0.43 14.42 05-2017 05-2024
14.32 14.43 14.91 13.85 0.38 14.38 04-2017 04-2024
14.62 14.64 15.17 14.1 0.38 14.63 03-2017 03-2024
15.02 15.01 15.55 14.48 0.38 15.02 02-2017 02-2024
15.59 15.3 16.19 14.71 0.53 15.45 01-2017 01-2024

Rolling return for 10 year

Average return: 13.55
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.69 12.39 13.26 11.82 0.52 12.54 12-2014 12-2024
12.04 12.2 12.61 11.63 0.35 12.12 11-2014 11-2024
13.26 13.33 14.17 12.43 0.62 13.3 10-2014 10-2024
13.65 13.64 14.12 13.17 0.34 13.64 09-2014 09-2024
13.51 13.61 14.21 12.92 0.46 13.56 08-2014 08-2024
13.65 13.57 14.17 13.06 0.39 13.61 07-2014 07-2024
12.65 13.25 13.75 12.16 0.6 12.95 06-2014 06-2024
13.93 13.22 14.44 12.71 0.66 13.58 05-2014 05-2024
13.79 13.91 14.2 13.5 0.25 13.85 04-2014 04-2024
14.43 14.05 14.81 13.67 0.42 14.24 03-2014 03-2024
14.9 14.59 15.27 14.23 0.38 14.75 02-2014 02-2024
14.49 14.38 14.9 13.97 0.33 14.44 01-2014 01-2024