NIFTY50 VALUE 20

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.24
Weighted mean XIRR by duration 17.27
Mean XIRR 20.22
Standard deviation XIRR 6.23
Range XIRR 17.88

Summary

Duration Min Max Median Average XIRR (%)
1 year 15.33 44.39 32.49 32.26
3 year 12.97 21.11 17.50 17.36
5 year 15.99 23.29 19.06 19.39
7 year 16.03 19.54 17.74 17.71
10 year 12.59 16.37 14.36 14.38

Rolling return for 1 year

Average return: 32.26
Min Max Min-Max Max-Min Standard Deviation Mean From To
24.52 20.59 30.2 15.33 5.44 22.66 12-2023 12-2024
32.77 29.32 38.56 23.91 5.32 31.14 11-2023 11-2024
35.94 37.52 44.39 29.48 5.3 36.83 10-2023 10-2024
38.42 37.7 43.83 32.52 4.01 38.12 09-2023 09-2024
35.71 41.27 44.25 32.9 4.47 38.53 08-2023 08-2024
32.46 37.34 42.85 27.36 5.74 35 07-2023 07-2024
24.85 32.45 36.97 20.73 6.34 28.75 06-2023 06-2024
31.67 31.06 36.02 26.88 3.24 31.41 05-2023 05-2024
32.32 33.43 37.9 28.03 3.51 32.92 04-2023 04-2024
34.59 33.6 39.98 28.46 4.09 34.16 03-2023 03-2024
30.26 29.87 35.61 24.74 3.85 30.12 02-2023 02-2024
27.43 27.45 33 22.12 3.85 27.5 01-2023 01-2024

Rolling return for 3 year

Average return: 17.36
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.11 15.4 17.84 13.7 1.49 15.76 12-2021 12-2024
15.58 15.09 17.24 13.46 1.35 15.34 11-2021 11-2024
15.93 15.27 18.29 12.97 1.9 15.61 10-2021 10-2024
17.16 16.43 18.66 14.95 1.34 16.8 09-2021 09-2024
17.88 17.7 20.3 15.33 1.76 17.8 08-2021 08-2024
18.1 20.08 21.11 17.1 1.58 19.1 07-2021 07-2024
15.21 17.25 18.83 13.69 1.96 16.24 06-2021 06-2024
18.37 17.5 19.66 16.23 1.25 17.94 05-2021 05-2024
17.89 17.5 19.53 15.9 1.29 17.71 04-2021 04-2024
18.83 18.88 20.39 17.33 1.08 18.86 03-2021 03-2024
19.16 18.87 20.77 17.28 1.24 19.02 02-2021 02-2024
18.56 17.62 20.26 15.95 1.56 18.1 01-2021 01-2024

Rolling return for 5 year

Average return: 19.39
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.44 20.67 21.52 19.6 0.68 20.56 12-2019 12-2024
19.7 20.08 20.73 19.06 0.61 19.89 11-2019 11-2024
21.1 21.09 22.57 19.64 1.04 21.1 10-2019 10-2024
22.35 22.24 23.29 21.31 0.7 22.3 09-2019 09-2024
21.64 22.37 23.13 20.88 0.84 22 08-2019 08-2024
20.64 20.85 22.48 19.05 1.21 20.76 07-2019 07-2024
16.88 18.23 19.06 16.06 1.16 17.56 06-2019 06-2024
18.27 17.51 19.04 16.75 0.85 17.89 05-2019 05-2024
16.7 16.96 17.67 15.99 0.6 16.83 04-2019 04-2024
17.63 17.7 18.56 16.78 0.63 17.67 03-2019 03-2024
18.37 18.14 19.32 17.19 0.76 18.26 02-2019 02-2024
17.96 17.81 18.98 16.81 0.77 17.89 01-2019 01-2024

Rolling return for 7 year

Average return: 17.71
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.84 16.85 17.59 16.11 0.52 16.85 12-2017 12-2024
16.52 16.74 17.23 16.03 0.43 16.63 11-2017 11-2024
18.2 17.81 19.22 16.8 0.87 18.01 10-2017 10-2024
18.85 18.83 19.5 18.18 0.47 18.84 09-2017 09-2024
18.09 18.49 19.13 17.47 0.6 18.29 08-2017 08-2024
18.26 18.28 19.54 17.01 0.89 18.27 07-2017 07-2024
16.8 17.82 18.36 16.27 0.82 17.31 06-2017 06-2024
17.51 17.27 18.05 16.73 0.47 17.39 05-2017 05-2024
17.31 17.45 18.01 16.76 0.44 17.38 04-2017 04-2024
17.44 17.68 18.1 17.02 0.39 17.56 03-2017 03-2024
18.12 17.87 18.8 17.19 0.58 18 02-2017 02-2024
17.84 18.04 18.56 17.32 0.44 17.94 01-2017 01-2024

Rolling return for 10 year

Average return: 14.38
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.73 13.31 14.24 12.8 0.53 13.52 12-2014 12-2024
13.07 13.07 13.56 12.59 0.34 13.07 11-2014 11-2024
14.11 14 14.8 13.32 0.52 14.06 10-2014 10-2024
14.43 14.26 14.87 13.82 0.38 14.34 09-2014 09-2024
14.27 14.42 14.97 13.72 0.45 14.34 08-2014 08-2024
14.3 14.49 15.17 13.62 0.55 14.4 07-2014 07-2024
13.08 13.67 14.14 12.63 0.57 13.38 06-2014 06-2024
14.77 13.66 15.14 13.3 0.76 14.22 05-2014 05-2024
14.62 14.74 15.09 14.27 0.29 14.68 04-2014 04-2024
15.65 15.12 16.11 14.67 0.54 15.39 03-2014 03-2024
15.9 15.93 16.37 15.46 0.32 15.92 02-2014 02-2024
15.26 15.17 15.75 14.68 0.38 15.22 01-2014 01-2024