NIFTY200 ALPHA 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.96
Weighted mean XIRR by duration 26.03
Mean XIRR 33.84
Standard deviation XIRR 17.23
Range XIRR 46.23

Summary

Duration Min Max Median Average XIRR (%)
1 year 25.07 93.33 68.90 67.88
3 year 18.53 35.42 28.75 28.36
5 year 23.81 33.95 28.05 28.19
7 year 18.78 24.27 21.52 21.65
10 year 20.53 25.08 23.11 23.14

Rolling return for 1 year

Average return: 67.88
Min Max Min-Max Max-Min Standard Deviation Mean From To
34.52 30.81 40.7 25.07 5.68 32.78 12-2023 12-2024
51.53 40.79 61.31 32.25 10.96 46.47 11-2023 11-2024
59.74 64.08 75.93 48.98 9.65 62.18 10-2023 10-2024
66.17 66.97 74.88 58.65 5.75 66.67 09-2023 09-2024
69.4 77.18 84.53 62.64 8.21 73.44 08-2023 08-2024
75.17 76.95 86.96 65.79 7.51 76.22 07-2023 07-2024
65.59 79.2 92.58 54.09 14.44 72.87 06-2023 06-2024
74.44 82.06 92.03 65.39 9.8 78.48 05-2023 05-2024
82.71 81.29 93.3 71.35 7.78 82.16 04-2023 04-2024
78.46 80.06 93.33 66.21 9.61 79.51 03-2023 03-2024
76.57 79.26 87.97 68.39 6.99 78.05 02-2023 02-2024
67.15 64.12 76.15 55.75 7.29 65.79 01-2023 01-2024

Rolling return for 3 year

Average return: 28.36
Min Max Min-Max Max-Min Standard Deviation Mean From To
23.7 22.57 25.57 20.75 1.75 23.15 12-2021 12-2024
21.29 21.03 23.85 18.53 1.88 21.18 11-2021 11-2024
23.5 23.08 27.54 19.18 2.96 23.33 10-2021 10-2024
26.55 26.56 28.72 24.42 1.52 26.56 09-2021 09-2024
27.66 28.79 31.36 25.16 2.23 28.24 08-2021 08-2024
31.15 30.77 34.03 27.97 2.15 30.98 07-2021 07-2024
27.98 31.91 34.59 25.43 3.52 29.98 06-2021 06-2024
29.78 32.02 34 27.86 2.31 30.92 05-2021 05-2024
31.18 30.99 33.67 28.55 1.81 31.1 04-2021 04-2024
31.59 32.62 35.15 29.13 2.16 32.12 03-2021 03-2024
32.63 31.82 35.42 29.1 2.25 32.24 02-2021 02-2024
31.59 29.37 33.91 27.13 2.52 30.5 01-2021 01-2024

Rolling return for 5 year

Average return: 28.19
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.16 28.24 29.31 27.1 0.78 28.2 12-2019 12-2024
27.34 28.36 28.94 26.76 0.85 27.85 11-2019 11-2024
29.45 30.44 31.97 27.94 1.47 29.95 10-2019 10-2024
32.26 31.52 33.62 30.19 1.24 31.9 09-2019 09-2024
31.68 33.11 33.95 30.85 1.21 32.4 08-2019 08-2024
31.3 30.59 33.02 28.9 1.48 30.95 07-2019 07-2024
25.95 29.19 29.81 25.35 1.95 27.58 06-2019 06-2024
27.13 28.19 29.59 25.75 1.41 27.66 05-2019 05-2024
25.41 26.28 26.83 24.87 0.76 25.85 04-2019 04-2024
24.86 25.95 26.87 23.95 1.1 25.41 03-2019 03-2024
25.63 25.82 27.21 24.26 1.05 25.73 02-2019 02-2024
24.55 25.11 25.86 23.81 0.75 24.83 01-2019 01-2024

Rolling return for 7 year

Average return: 21.65
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.03 19.55 20.8 18.78 0.73 19.79 12-2017 12-2024
19.41 19.86 20.48 18.79 0.62 19.63 11-2017 11-2024
20.93 21.29 22.61 19.63 1.06 21.12 10-2017 10-2024
22.45 21.96 23.34 21.07 0.82 22.2 09-2017 09-2024
22.55 22.85 24.06 21.35 0.96 22.7 08-2017 08-2024
23.12 23.08 24.27 21.94 0.82 23.1 07-2017 07-2024
21.35 23.23 24 20.6 1.37 22.3 06-2017 06-2024
21.77 22.21 23.45 20.54 1.04 21.99 05-2017 05-2024
21.46 21.38 22.44 20.41 0.72 21.42 04-2017 04-2024
21.35 21.9 22.75 20.52 0.81 21.63 03-2017 03-2024
21.43 21.94 22.52 20.85 0.62 21.68 02-2017 02-2024
22.85 21.59 23.78 20.69 1.18 22.23 01-2017 01-2024

Rolling return for 10 year

Average return: 23.14
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.03 21.32 22.58 20.77 0.69 21.68 12-2014 12-2024
21.09 21.28 21.85 20.53 0.47 21.19 11-2014 11-2024
22.78 22.9 23.97 21.72 0.8 22.84 10-2014 10-2024
23.3 23.12 23.93 22.49 0.51 23.21 09-2014 09-2024
23.77 24.07 24.84 23.01 0.66 23.92 08-2014 08-2024
24.27 23.8 25.08 23 0.75 24.04 07-2014 07-2024
22.95 23.69 24.82 21.83 1.09 23.32 06-2014 06-2024
23.63 24.17 24.82 22.98 0.68 23.9 05-2014 05-2024
23.45 23.69 24.14 23 0.41 23.57 04-2014 04-2024
23.09 23.85 24.07 22.86 0.51 23.47 03-2014 03-2024
23.44 23.66 24.21 22.89 0.47 23.55 02-2014 02-2024
22.93 22.96 23.58 22.32 0.45 22.95 01-2014 01-2024