NIFTY200 QUALITY 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.6
Weighted mean XIRR by duration 15.05
Mean XIRR 18.14
Standard deviation XIRR 6.99
Range XIRR 18.86

Summary

Duration Min Max Median Average XIRR (%)
1 year 12.47 46.88 32.13 31.97
3 year 10.47 18.29 14.83 14.61
5 year 13.15 20.81 15.98 16.33
7 year 12.90 16.76 14.56 14.68
10 year 11.12 14.43 13.31 13.11

Rolling return for 1 year

Average return: 31.97
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.93 17.79 25.6 12.47 4.7 18.95 12-2023 12-2024
28.83 26.3 35.93 19.7 5.81 27.69 11-2023 11-2024
33.76 40.55 46.77 28.09 7.03 37.29 10-2023 10-2024
42.21 40.63 46.88 36.15 3.83 41.47 09-2023 09-2024
36.1 41.85 44.28 33.8 4.23 39.01 08-2023 08-2024
33.51 37.72 42.39 29.14 4.92 35.69 07-2023 07-2024
26.88 32.36 37.44 22.19 5.73 29.72 06-2023 06-2024
27.19 30 35.69 21.86 4.99 28.68 05-2023 05-2024
30.28 29.66 34.46 25.63 3.13 30.01 04-2023 04-2024
32.74 33.17 38.03 28.06 3.53 33 03-2023 03-2024
31.74 31.91 35.3 28.43 2.43 31.84 02-2023 02-2024
29.16 31.44 33.56 27.11 2.42 30.32 01-2023 01-2024

Rolling return for 3 year

Average return: 14.61
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.23 12.75 14.99 11.02 1.41 13 12-2021 12-2024
12.42 12.47 14.45 10.47 1.41 12.45 11-2021 11-2024
13.25 14.52 16.81 11.03 2.09 13.9 10-2021 10-2024
15.74 14.76 17 13.53 1.27 15.26 09-2021 09-2024
15.9 16.01 18.18 13.78 1.56 15.97 08-2021 08-2024
15.78 17.45 18.29 14.96 1.32 16.62 07-2021 07-2024
13.59 15.52 16.66 12.48 1.63 14.56 06-2021 06-2024
15.46 15.01 17.98 12.55 1.93 15.25 05-2021 05-2024
14.9 14.16 16.12 12.96 1.15 14.54 04-2021 04-2024
14.96 14.96 16.47 13.47 1.06 14.96 03-2021 03-2024
15.66 14.07 16.69 13.06 1.4 14.87 02-2021 02-2024
14.57 13.4 15.86 12.14 1.38 13.99 01-2021 01-2024

Rolling return for 5 year

Average return: 16.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.73 17.02 17.81 15.94 0.67 16.88 12-2019 12-2024
16.29 16.45 17.54 15.21 0.83 16.37 11-2019 11-2024
17.55 18.11 19.75 15.94 1.36 17.84 10-2019 10-2024
20.03 18.88 20.81 18.12 1.03 19.46 09-2019 09-2024
19.18 19.59 20.58 18.21 0.85 19.39 08-2019 08-2024
18.48 18.37 20.02 16.86 1.12 18.43 07-2019 07-2024
15.02 16.01 16.88 14.17 1.02 15.52 06-2019 06-2024
14.83 15.35 16.33 13.87 0.89 15.1 05-2019 05-2024
13.61 13.86 14.33 13.15 0.43 13.74 04-2019 04-2024
13.87 14.22 14.76 13.33 0.52 14.04 03-2019 03-2024
14.85 14.13 15.46 13.52 0.73 14.49 02-2019 02-2024
14.58 14.69 15.35 13.93 0.5 14.64 01-2019 01-2024

Rolling return for 7 year

Average return: 14.68
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.88 13.65 14.63 12.9 0.62 13.76 12-2017 12-2024
13.75 14.2 14.63 13.33 0.49 13.98 11-2017 11-2024
14.98 15.89 16.51 14.36 0.83 15.44 10-2017 10-2024
16.22 16.09 16.76 15.55 0.43 16.16 09-2017 09-2024
15.77 16.24 16.74 15.28 0.54 16.01 08-2017 08-2024
15.17 15.89 16.23 14.83 0.56 15.53 07-2017 07-2024
13.98 14.88 15.28 13.57 0.68 14.43 06-2017 06-2024
13.83 14.39 14.89 13.33 0.59 14.11 05-2017 05-2024
13.78 13.94 14.29 13.43 0.31 13.86 04-2017 04-2024
13.63 13.86 14.27 13.22 0.38 13.74 03-2017 03-2024
14.49 14.29 14.93 13.86 0.38 14.39 02-2017 02-2024
14.7 14.72 15.25 14.17 0.38 14.71 01-2017 01-2024

Rolling return for 10 year

Average return: 13.11
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.96 11.63 12.48 11.12 0.49 11.8 12-2014 12-2024
11.53 11.79 12.13 11.19 0.34 11.66 11-2014 11-2024
12.49 12.91 13.53 11.87 0.61 12.7 10-2014 10-2024
13.15 13.11 13.51 12.75 0.27 13.13 09-2014 09-2024
13.34 13.3 14.01 12.64 0.48 13.32 08-2014 08-2024
13.32 13.49 14.05 12.76 0.46 13.4 07-2014 07-2024
13.05 13.05 13.96 12.15 0.64 13.05 06-2014 06-2024
13.42 13.42 14.16 12.69 0.52 13.42 05-2014 05-2024
13.17 13.32 13.53 12.97 0.2 13.25 04-2014 04-2024
13.62 13.53 14.06 13.08 0.35 13.57 03-2014 03-2024
14.13 13.95 14.43 13.65 0.28 14.04 02-2014 02-2024
13.95 14.01 14.33 13.63 0.25 13.98 01-2014 01-2024