NIFTY100 ESG

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.71
Weighted mean XIRR by duration 15.12
Mean XIRR 17.78
Standard deviation XIRR 6.57
Range XIRR 17.6

Summary

Duration Min Max Median Average XIRR (%)
1 year 11.58 44.68 31.51 30.66
3 year 7.72 16.37 13.28 13.06
5 year 13.86 21.25 16.48 16.79
7 year 13.25 16.53 14.84 14.89
10 year 11.61 15.25 13.61 13.52

Rolling return for 1 year

Average return: 30.66
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.25 17.33 26.44 11.58 5.36 18.9 12-2023 12-2024
28.05 25.1 34.69 18.93 5.67 26.69 11-2023 11-2024
33.59 37.49 44.68 26.96 6.42 35.68 10-2023 10-2024
36.84 37.04 42.57 31.53 3.9 36.99 09-2023 09-2024
32.31 37.37 40.62 29.25 4.4 34.89 08-2023 08-2024
31.95 34.5 38.06 28.54 3.48 33.26 07-2023 07-2024
23.34 31.49 35.93 19.31 6.55 27.52 06-2023 06-2024
29.49 29.59 35.45 23.89 4.09 29.6 05-2023 05-2024
33.63 33.76 38.49 29.06 3.33 33.74 04-2023 04-2024
35.98 34.66 40.59 30.24 3.69 35.37 03-2023 03-2024
31.87 30.41 36.14 26.32 3.51 31.18 02-2023 02-2024
24.33 23.76 28.86 19.4 3.35 24.09 01-2023 01-2024

Rolling return for 3 year

Average return: 13.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.31 11.13 13.19 9.29 1.38 11.23 12-2021 12-2024
9.9 9.55 11.77 7.72 1.44 9.74 11-2021 11-2024
10.34 11.48 13.32 8.56 1.73 10.92 10-2021 10-2024
12.84 12.63 14.39 11.1 1.17 12.74 09-2021 09-2024
13.71 13.17 16.04 10.9 1.83 13.46 08-2021 08-2024
14.63 15.75 16.37 14.01 0.92 15.19 07-2021 07-2024
11.54 14.04 15.21 10.4 1.92 12.8 06-2021 06-2024
14.31 13.32 16.04 11.63 1.6 13.82 05-2021 05-2024
14.52 14.38 15.89 13.03 1.01 14.46 04-2021 04-2024
14.62 13.68 15.9 12.42 1.27 14.16 03-2021 03-2024
14.48 13.23 15.71 12.04 1.37 13.86 02-2021 02-2024
14.97 13.77 16.35 12.42 1.45 14.38 01-2021 01-2024

Rolling return for 5 year

Average return: 16.79
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.32 16.67 17.49 15.5 0.71 16.5 12-2019 12-2024
16.02 16.59 17.2 15.42 0.66 16.31 11-2019 11-2024
18.32 18.61 20.22 16.73 1.24 18.47 10-2019 10-2024
20.26 19.44 21.25 18.46 1.03 19.85 09-2019 09-2024
18.94 19.65 20.4 18.21 0.81 19.3 08-2019 08-2024
18.36 17.68 19.43 16.62 1.02 18.02 07-2019 07-2024
14.82 16.09 17.07 13.86 1.22 15.46 06-2019 06-2024
15.88 15.29 16.93 14.26 0.97 15.59 05-2019 05-2024
14.63 15.04 15.45 14.23 0.46 14.84 04-2019 04-2024
15.71 15.03 16.49 14.26 0.82 15.37 03-2019 03-2024
16.19 15.9 16.93 15.16 0.63 16.05 02-2019 02-2024
15.64 15.85 16.48 15.02 0.52 15.75 01-2019 01-2024

Rolling return for 7 year

Average return: 14.89
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.03 14.09 14.85 13.28 0.56 14.06 12-2017 12-2024
13.74 14.07 14.56 13.25 0.48 13.9 11-2017 11-2024
14.84 15.29 16.16 13.98 0.79 15.07 10-2017 10-2024
15.85 15.77 16.53 15.1 0.51 15.81 09-2017 09-2024
15.09 15.44 16.1 14.44 0.6 15.27 08-2017 08-2024
15.56 15.22 16.31 14.47 0.66 15.39 07-2017 07-2024
14.02 15.31 15.61 13.72 0.81 14.66 06-2017 06-2024
14.35 14.65 15.09 13.92 0.43 14.5 05-2017 05-2024
14.45 14.59 15.04 14.01 0.37 14.52 04-2017 04-2024
14.75 14.8 15.3 14.25 0.37 14.78 03-2017 03-2024
15.12 15.12 15.65 14.6 0.37 15.12 02-2017 02-2024
15.7 15.41 16.29 14.83 0.53 15.56 01-2017 01-2024

Rolling return for 10 year

Average return: 13.52
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.66 12.36 13.23 11.8 0.52 12.51 12-2014 12-2024
12.01 12.17 12.58 11.61 0.35 12.09 11-2014 11-2024
13.23 13.3 14.14 12.4 0.62 13.27 10-2014 10-2024
13.62 13.61 14.09 13.15 0.33 13.62 09-2014 09-2024
13.49 13.59 14.18 12.9 0.45 13.54 08-2014 08-2024
13.63 13.54 14.14 13.03 0.39 13.58 07-2014 07-2024
12.62 13.22 13.72 12.13 0.6 12.92 06-2014 06-2024
13.91 13.2 14.42 12.69 0.66 13.56 05-2014 05-2024
13.77 13.89 14.18 13.48 0.25 13.83 04-2014 04-2024
14.42 14.03 14.8 13.65 0.43 14.22 03-2014 03-2024
14.89 14.58 15.25 14.21 0.38 14.73 02-2014 02-2024
14.48 14.37 14.89 13.96 0.33 14.42 01-2014 01-2024