NIFTY100 LOW VOLATILITY 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.72
Weighted mean XIRR by duration 22.65
Mean XIRR 26.63
Standard deviation XIRR 7.17
Range XIRR 17.74

Summary

Duration Min Max Median Average XIRR (%)
1 year 4.93 46.61 34.30 32.62
3 year 13.43 44.06 36.55 34.56
5 year 24.06 35.47 29.17 29.73
7 year 12.02 24.16 21.91 19.41
10 year 15.24 17.81 16.92 16.82

Rolling return for 1 year

Average return: 32.62
Min Max Min-Max Max-Min Standard Deviation Mean From To
40.03 38.95 46.61 32.71 4.93 39.58 10-2023 10-2024
37.5 38.67 43.47 32.9 3.76 38.14 09-2023 09-2024
33.93 39.2 41.63 31.62 4 36.6 08-2023 08-2024
37.21 37.94 42.37 32.94 3.34 37.62 07-2023 07-2024
28.96 37.31 43.14 23.7 7.48 33.28 06-2023 06-2024
33.18 36.04 40.69 28.77 4.33 34.67 05-2023 05-2024
39.19 37.96 43.8 33.54 3.65 38.62 04-2023 04-2024
37.99 36.94 43.79 31.42 4.39 37.53 03-2023 03-2024
35.52 34.67 39.91 30.44 3.36 35.14 02-2023 02-2024
29.3 27.82 33.87 23.45 3.72 28.61 01-2023 01-2024
20.4 21.4 29.13 13.19 5.65 21.03 12-2022 12-2023
8.37 12.8 16.5 4.93 4.38 10.65 11-2022 11-2023

Rolling return for 3 year

Average return: 34.56
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.58 15.17 17.36 13.43 1.4 15.38 10-2021 10-2024
35.62 17.26 37.55 15.61 10.11 26.51 09-2021 09-2024
35.79 36.21 38.35 33.69 1.65 36.01 08-2021 08-2024
37.36 37.94 39.06 36.26 1.01 37.66 07-2021 07-2024
33.66 36.53 38.4 31.86 2.53 35.11 06-2021 06-2024
36.68 36.12 39.21 33.65 1.98 36.42 05-2021 05-2024
37.97 37.36 39.47 35.88 1.29 37.67 04-2021 04-2024
36.57 35.6 38.46 33.75 1.7 36.1 03-2021 03-2024
38.4 36.37 39.88 34.93 1.89 37.4 02-2021 02-2024
38.98 37.64 40.6 36.05 1.68 38.32 01-2021 01-2024
38.25 39 41.52 35.79 2.04 38.64 12-2020 12-2023
40.63 38.38 44.06 35.09 3.27 39.54 11-2020 11-2023

Rolling return for 5 year

Average return: 29.73
Min Max Min-Max Max-Min Standard Deviation Mean From To
33.26 32.56 34.49 31.35 1.14 32.92 10-2019 10-2024
34.32 33.3 35.47 32.17 1.22 33.82 09-2019 09-2024
33.33 33.79 34.83 32.3 0.91 33.56 08-2019 08-2024
32.82 31.36 33.81 30.39 1.31 32.1 07-2019 07-2024
28.31 29.86 31.01 27.18 1.46 29.09 06-2019 06-2024
29.3 28.88 30.72 27.48 1.16 29.1 05-2019 05-2024
27.93 28.23 28.76 27.4 0.49 28.08 04-2019 04-2024
28.39 27.72 29.46 26.68 1.01 28.06 03-2019 03-2024
29.47 29.14 30.3 28.32 0.71 29.31 02-2019 02-2024
28.31 28.06 29.2 27.17 0.72 28.18 01-2019 01-2024
27.05 27.35 28.85 25.58 1.16 27.21 12-2018 12-2023
24.81 25.87 26.63 24.06 0.98 25.34 11-2018 11-2023

Rolling return for 7 year

Average return: 19.41
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.86 22.64 23.67 21.84 0.65 22.75 10-2017 10-2024
23.41 23.23 24.16 22.49 0.59 23.32 09-2017 09-2024
23.02 23.15 24.01 22.17 0.65 23.09 08-2017 08-2024
23.11 23.05 23.76 22.4 0.48 23.08 07-2017 07-2024
21.51 22.92 23.34 21.1 0.94 22.22 06-2017 06-2024
21.97 22.1 22.93 21.15 0.63 22.04 05-2017 05-2024
13.76 14.09 14.28 13.57 0.28 13.92 02-2017 02-2024
15.47 14.09 16.04 13.52 1.02 14.78 01-2017 01-2024
15.43 15.16 16.59 14.01 0.92 15.3 12-2016 12-2023
13.94 13.18 15.13 12.02 1.13 13.57 11-2016 11-2023

Rolling return for 10 year

Average return: 16.82
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.38 15.77 16.92 15.24 0.63 16.08 10-2014 10-2024
16.42 16.17 16.92 15.67 0.45 16.3 09-2014 09-2024
16.73 16.47 17.39 15.82 0.56 16.6 08-2014 08-2024
17.16 16.78 17.59 16.35 0.46 16.97 07-2014 07-2024
16.54 16.69 17.76 15.47 0.81 16.62 06-2014 06-2024
17.16 17.24 17.81 16.6 0.43 17.2 05-2014 05-2024
17.39 17.3 17.78 16.92 0.31 17.35 04-2014 04-2024
17.26 17.55 17.75 17.07 0.26 17.41 03-2014 03-2024