NIFTY100 LIQUID 15

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.65
Weighted mean XIRR by duration 12.25
Mean XIRR 11.2
Standard deviation XIRR 4.22
Range XIRR 10.33

Summary

Duration Min Max Median Average XIRR (%)
1 year -32.48 28.93 8.13 6.17
3 year -1.29 26.91 16.66 16.50
5 year 4.80 14.29 11.08 10.92

Rolling return for 1 year

Average return: 6.17
Min Max Min-Max Max-Min Standard Deviation Mean From To
-24.59 -16.37 -6.6 -32.48 9.61 -20.01 03-2019 03-2020
-4.77 -1.04 6.27 -11.32 6.36 -2.72 02-2019 02-2020
7.02 7.59 16.32 -1.01 6.13 7.48 01-2019 01-2020
14.83 12.42 19.04 8.44 3.84 13.68 12-2018 12-2019
15.38 13.23 19.2 9.61 3.48 14.36 11-2018 11-2019
15.47 6.09 24.16 -1.34 9.61 11.1 10-2018 10-2019
-9.61 -2.73 0.28 -12.33 5.08 -6.1 09-2018 09-2019
-8.5 -10.08 -3.3 -14.92 4.15 -9.2 08-2018 08-2019
10.22 6.95 23.2 -4.32 9.81 9.01 07-2018 07-2019
21.41 19.17 28.93 12.21 5.97 20.43 06-2018 06-2019
15.69 17.74 26.34 7.82 6.59 16.9 05-2018 05-2019
20.3 17.83 24.73 13.64 4.02 19.12 04-2018 04-2019

Rolling return for 3 year

Average return: 16.50
Min Max Min-Max Max-Min Standard Deviation Mean From To
0.1 6.01 7.49 -1.29 3.74 3.08 03-2017 03-2020
8.63 9.96 12.68 6.01 2.4 9.32 02-2017 02-2020
12.91 14.43 16.09 11.29 1.78 13.68 01-2017 01-2020
16.95 16.54 18.36 15.15 1.14 16.75 12-2016 12-2019
17.97 17.35 19.26 16.08 1.15 17.66 11-2016 11-2019
15.74 17.35 18.57 14.54 1.53 16.55 10-2016 10-2019
13.71 16.18 17.72 12.22 2.13 14.96 09-2016 09-2019
14.66 14.53 16.79 12.44 1.54 14.6 08-2016 08-2019
17.99 20.21 22.45 15.83 2.47 19.12 07-2016 07-2019
23.57 24.4 26.07 21.94 1.49 23.99 06-2016 06-2019
23.24 25.14 26.91 21.52 2.02 24.2 05-2016 05-2019
24.34 23.89 25.85 22.4 1.23 24.12 04-2016 04-2019

Rolling return for 5 year

Average return: 10.92
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.66 9.38 11.32 4.8 2.5 8.04 03-2015 03-2020
10.02 10.98 12.47 8.57 1.42 10.51 02-2015 02-2020
12.31 12.48 14.2 10.62 1.27 12.4 01-2015 01-2020
13.47 11.95 14.29 11.15 1.23 12.72 12-2014 12-2019
11.1 11 11.82 10.28 0.55 11.05 11-2014 11-2019
10.51 11.06 12.13 9.46 0.96 10.79 10-2014 10-2019