NIFTY50 SHARIAH

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.63
Weighted mean XIRR by duration 12.67
Mean XIRR 14.56
Standard deviation XIRR 5.54
Range XIRR 16

Summary

Duration Min Max Median Average XIRR (%)
1 year 7.98 40.73 23.75 24.89
3 year 4.25 14.05 8.55 8.89
5 year 11.79 18.72 15.09 15.21
7 year 9.92 14.05 12.04 12.07
10 year 10.08 13.36 11.73 11.74

Rolling return for 1 year

Average return: 24.89
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.46 12.72 21.57 7.98 4.98 14.68 12-2023 12-2024
23.51 21.77 30.36 15.37 5.34 22.75 11-2023 11-2024
29.03 32.85 40.73 21.8 6.83 31.1 10-2023 10-2024
35.42 32.61 38.49 29.66 3.28 34.04 09-2023 09-2024
31.49 36.69 39.11 29.2 3.96 34.12 08-2023 08-2024
24.53 31.38 37.17 19.27 6.78 28.09 07-2023 07-2024
17.89 22.92 27.61 13.56 5.28 20.5 06-2023 06-2024
21.6 21.36 26.55 16.61 3.52 21.53 05-2023 05-2024
23.99 23.47 29.32 18.38 3.87 23.79 04-2023 04-2024
25.55 26.64 33.18 19.38 4.9 26.19 03-2023 03-2024
25.39 23.41 30.29 18.77 4.13 24.46 02-2023 02-2024
17 17.87 22.41 12.67 3.46 17.49 01-2023 01-2024

Rolling return for 3 year

Average return: 8.89
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.75 5.75 8.29 4.25 1.47 6.26 12-2021 12-2024
6.15 6.46 8.08 4.56 1.25 6.31 11-2021 11-2024
7.57 8.56 10.73 5.47 1.89 8.08 10-2021 10-2024
9.18 8.4 10 7.59 0.9 8.79 09-2021 09-2024
10.34 9.27 12.43 7.23 1.88 9.82 08-2021 08-2024
8.4 11.3 11.95 7.77 1.8 9.86 07-2021 07-2024
7.09 7.48 9.96 4.68 1.87 7.3 06-2021 06-2024
8.92 8.47 10.38 7.04 1.19 8.7 05-2021 05-2024
8.71 8.07 10.25 6.56 1.32 8.4 04-2021 04-2024
10.91 10.7 13.11 8.54 1.62 10.82 03-2021 03-2024
12.6 11.92 14.05 10.5 1.28 12.27 02-2021 02-2024
10.71 9.38 12.39 7.75 1.71 10.06 01-2021 01-2024

Rolling return for 5 year

Average return: 15.21
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.64 15.8 16.63 14.81 0.65 15.72 12-2019 12-2024
15.26 15.38 16.51 14.14 0.84 15.32 11-2019 11-2024
16.08 17.14 18.11 15.12 1.12 16.61 10-2019 10-2024
17.98 17.66 18.51 17.13 0.5 17.82 09-2019 09-2024
17.39 17.86 18.72 16.54 0.79 17.63 08-2019 08-2024
15.85 16.88 18.11 14.64 1.28 16.37 07-2019 07-2024
12.9 13.57 14.71 11.79 1.06 13.24 06-2019 06-2024
13.48 13.18 14.39 12.28 0.75 13.33 05-2019 05-2024
12.74 12.84 13.69 11.89 0.64 12.79 04-2019 04-2024
13.7 14.19 15.05 12.85 0.8 13.95 03-2019 03-2024
15.22 14.91 16.11 14.03 0.74 15.07 02-2019 02-2024
14.56 14.67 15.6 13.64 0.69 14.62 01-2019 01-2024

Rolling return for 7 year

Average return: 12.07
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.15 10.6 11.83 9.92 0.7 10.88 12-2017 12-2024
10.73 11.01 11.58 10.16 0.51 10.87 11-2017 11-2024
11.68 12.19 13.07 10.81 0.82 11.94 10-2017 10-2024
13.11 12.61 13.47 12.25 0.47 12.86 09-2017 09-2024
12.66 12.9 13.57 12 0.56 12.78 08-2017 08-2024
12.26 12.73 13.82 11.18 0.95 12.5 07-2017 07-2024
10.97 11.81 12.23 10.55 0.66 11.39 06-2017 06-2024
11.21 11.24 11.85 10.61 0.44 11.23 05-2017 05-2024
11.35 11.56 12.03 10.9 0.41 11.46 04-2017 04-2024
12.05 12.54 13 11.6 0.52 12.3 03-2017 03-2024
13.43 13.09 14.05 12.47 0.57 13.26 02-2017 02-2024
13.25 13.52 13.98 12.79 0.43 13.38 01-2017 01-2024

Rolling return for 10 year

Average return: 11.74
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.15 10.69 11.63 10.21 0.53 10.92 12-2014 12-2024
10.36 10.68 10.95 10.08 0.33 10.52 11-2014 11-2024
11.51 11.71 12.48 10.75 0.62 11.61 10-2014 10-2024
11.95 11.81 12.21 11.56 0.24 11.88 09-2014 09-2024
12.02 12.22 12.65 11.59 0.38 12.12 08-2014 08-2024
11.62 12.07 12.71 10.99 0.63 11.85 07-2014 07-2024
10.96 11.22 11.84 10.34 0.54 11.09 06-2014 06-2024
11.73 11.37 12.18 10.93 0.46 11.55 05-2014 05-2024
11.55 11.74 12.02 11.27 0.27 11.64 04-2014 04-2024
12.37 12.34 13.03 11.68 0.48 12.36 03-2014 03-2024
12.93 12.98 13.36 12.55 0.29 12.95 02-2014 02-2024
12.3 12.42 12.81 11.92 0.32 12.36 01-2014 01-2024