NIFTY200 MOMENTUM 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.06
Weighted mean XIRR by duration 5.72
Mean XIRR 10.34
Standard deviation XIRR 9.73
Range XIRR 25.59

Summary

Duration Min Max Median Average XIRR (%)
1 year 2.47 66.10 24.45 26.22
3 year -0.92 21.89 10.66 9.85
5 year -1.82 2.92 0.59 0.63
7 year 2.62 7.05 4.68 4.66

Rolling return for 1 year

Average return: 26.22
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.2 11.63 24.4 9.65 6.42 16.97 02-2022 02-2023
20.42 15.6 25.6 10.82 5.5 18.11 01-2022 01-2023
23.35 24.99 32.04 16.76 5.43 24.28 12-2021 12-2022
24.95 20.53 27.87 17.78 3.89 22.78 11-2021 11-2022
13.01 11.04 22.45 2.47 7.1 12.24 10-2021 10-2022
23.87 17.84 37.36 6.27 11.21 21.33 09-2021 09-2022
31.45 32.32 39.95 24.29 5.55 32 08-2021 08-2022
14.08 21.94 25.29 11.02 5.76 18.08 07-2021 07-2022
18.82 26.27 35.26 10.92 9 22.82 06-2021 06-2022
37.79 33.49 47.72 24.51 8.35 35.88 05-2021 05-2022
53.32 54.12 66.1 42.27 8.43 53.95 04-2021 04-2022
39.92 32.14 47.63 25.24 8.38 36.23 03-2021 03-2022

Rolling return for 3 year

Average return: 9.85
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.16 17.5 21.89 16.8 2.22 19.34 02-2020 02-2023
17.46 13.72 19.13 12.13 2.81 15.61 01-2020 01-2023
13.93 14.37 16.55 11.8 1.69 14.16 12-2019 12-2022
13.31 11.43 14.18 10.57 1.44 12.37 11-2019 11-2022
10.74 10.78 13.75 7.85 2.09 10.78 10-2019 10-2022
12.1 12.1 16.03 8.31 2.73 12.14 09-2019 09-2022
13.24 11.08 15.63 8.78 2.54 12.18 08-2019 08-2022
5.15 2.22 8.49 -0.92 3.48 3.74 07-2019 07-2022
0.57 3.76 5.01 -0.63 2.29 2.18 06-2019 06-2022
5.37 4.65 7.84 2.25 1.99 5.03 05-2019 05-2022
5.11 6.99 7.96 4.17 1.5 6.06 04-2019 04-2022
5.28 3.99 7.17 2.15 1.83 4.65 03-2019 03-2022

Rolling return for 5 year

Average return: 0.63
Min Max Min-Max Max-Min Standard Deviation Mean From To
1.29 0.56 1.65 0.2 0.57 0.92 02-2018 02-2023
0.78 0.68 1.63 -0.17 0.64 0.73 01-2018 01-2023
1.13 1.26 2.52 -0.11 0.93 1.2 12-2017 12-2022
1.62 0.7 2.09 0.24 0.73 1.16 11-2017 11-2022
0.32 0.39 1.95 -1.2 1.11 0.37 10-2017 10-2022
0.42 1.88 2.52 -0.2 1.09 1.16 09-2017 09-2022
1.64 1.81 2.92 0.54 0.84 1.73 08-2017 08-2022
-0.38 0.84 1.5 -1.04 1 0.23 07-2017 07-2022
0.06 0.94 2.69 -1.64 1.56 0.51 06-2017 06-2022
-0.45 -0.44 0.95 -1.82 0.98 -0.44 05-2017 05-2022
0.27 0.63 1.88 -0.97 1.02 0.45 04-2017 04-2022
-0.63 -0.22 0.45 -1.28 0.63 -0.42 03-2017 03-2022

Rolling return for 7 year

Average return: 4.66
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.77 5.24 7.05 4.97 0.91 6.01 02-2016 02-2023
6.28 4.66 6.92 4.03 1.17 5.47 01-2016 01-2023
4.94 4.8 5.97 3.79 0.77 4.88 12-2015 12-2022
4.95 4.59 5.3 4.24 0.4 4.77 11-2015 11-2022
3.5 3.91 4.69 2.73 0.71 3.71 10-2015 10-2022
3.68 4.45 5.22 2.92 0.86 4.07 09-2015 09-2022
3.94 3.54 4.87 2.62 0.81 3.74 08-2015 08-2022