NIFTY500 MOMENTUM 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.29
Weighted mean XIRR by duration 26.39
Mean XIRR 33.06
Standard deviation XIRR 14.44
Range XIRR 38.86

Summary

Duration Min Max Median Average XIRR (%)
1 year 9.99 90.31 65.02 61.35
3 year 17.50 38.89 28.37 28.01
5 year 24.18 35.92 30.13 30.23
7 year 17.95 25.76 22.48 22.49
10 year 18.84 26.39 23.69 23.23

Rolling return for 1 year

Average return: 61.35
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.87 15.76 28.26 9.99 6.81 18.97 01-2024 01-2025
34.89 36.58 46.41 25.84 7.3 35.93 12-2023 12-2024
50.39 45.78 63.4 34.17 10.47 48.44 11-2023 11-2024
58.5 65.12 76.2 48.54 10.06 62.09 10-2023 10-2024
61.15 63.08 70.86 53.81 6.07 62.22 09-2023 09-2024
63.13 68.52 75.86 56.32 7.17 65.96 08-2023 08-2024
74.59 75.35 85.64 64.91 7.34 75.12 07-2023 07-2024
62.15 77.19 87.69 53.08 13.35 70.03 06-2023 06-2024
69.97 79.11 89.12 60.98 10.46 74.8 05-2023 05-2024
77.05 78.24 90.31 65.83 8.67 77.86 04-2023 04-2024
66.51 69.45 82.89 54.27 10.18 68.28 03-2023 03-2024
74.24 78.44 86.59 66.63 7.21 76.47 02-2023 02-2024

Rolling return for 3 year

Average return: 28.01
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.95 19.51 24.04 17.5 2.47 20.75 01-2022 01-2025
21.74 22.21 25.11 18.92 2.19 22 12-2021 12-2024
20.77 21.28 24.16 17.97 2.2 21.04 11-2021 11-2024
23.79 23.42 28.24 19.14 3.22 23.65 10-2021 10-2024
27.52 27.76 30.03 25.29 1.68 27.65 09-2021 09-2024
29.66 29.39 32.95 26.19 2.39 29.55 08-2021 08-2024
32.55 33.08 35.29 30.39 1.74 32.83 07-2021 07-2024
27.91 31.72 34.3 25.45 3.41 29.84 06-2021 06-2024
30.47 32.6 35.19 27.96 2.66 31.56 05-2021 05-2024
31.32 31.63 34.51 28.5 2.13 31.49 04-2021 04-2024
29.66 31.69 33.78 27.63 2.29 30.69 03-2021 03-2024
35.76 34.32 38.89 31.29 2.73 35.06 02-2021 02-2024

Rolling return for 5 year

Average return: 30.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
29.07 28.77 30.39 27.46 1.04 28.92 01-2020 01-2025
30.03 31.27 32.17 29.14 1.16 30.65 12-2019 12-2024
29.55 31.05 31.72 28.89 1.13 30.3 11-2019 11-2024
31.89 33.03 34.71 30.24 1.63 32.47 10-2019 10-2024
34.33 33.76 35.92 32.2 1.33 34.05 09-2019 09-2024
33.58 34.71 35.6 32.7 1.1 34.15 08-2019 08-2024
33.52 32.45 35.17 30.83 1.58 32.99 07-2019 07-2024
28.02 30.99 31.82 27.21 1.94 29.51 06-2019 06-2024
28.42 29.88 31.19 27.14 1.52 29.16 05-2019 05-2024
26.76 27.84 28.6 26 1 27.3 04-2019 04-2024
25.13 26.53 27.5 24.18 1.27 25.84 03-2019 03-2024
27.27 27.52 29.02 25.79 1.15 27.4 02-2019 02-2024

Rolling return for 7 year

Average return: 22.49
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.29 18.82 20.17 17.95 0.8 19.06 01-2018 01-2025
20.87 20.75 22.3 19.35 1.04 20.82 12-2017 12-2024
20.65 21.28 22.09 19.85 0.82 20.97 11-2017 11-2024
22.11 22.52 23.97 20.68 1.17 22.32 10-2017 10-2024
23.55 23.28 24.59 22.26 0.83 23.42 09-2017 09-2024
23.79 23.78 25.12 22.45 0.94 23.78 08-2017 08-2024
24.66 24.77 25.76 23.68 0.74 24.72 07-2017 07-2024
23 24.64 25.59 22.06 1.38 23.82 06-2017 06-2024
23.2 23.63 25.1 21.76 1.19 23.42 05-2017 05-2024
22.2 22.75 23.46 21.49 0.72 22.48 04-2017 04-2024
21.58 22.15 23.22 20.53 0.97 21.87 03-2017 03-2024
22.94 23.52 24.15 22.32 0.68 23.23 02-2017 02-2024

Rolling return for 10 year

Average return: 23.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.84 19.45 20.45 18.84 0.59 19.64 01-2015 01-2025
21.07 21.01 22.07 20.02 0.73 21.04 12-2014 12-2024
20.42 20.76 21.43 19.76 0.6 20.59 11-2014 11-2024
22.06 22.29 23.36 21 0.84 22.18 10-2014 10-2024
22.96 22.58 23.68 21.86 0.66 22.77 09-2014 09-2024
23.69 23.57 24.62 22.64 0.7 23.63 08-2014 08-2024
24.66 24.71 25.43 23.95 0.52 24.69 07-2014 07-2024
24.21 24.59 26.04 22.78 1.16 24.4 06-2014 06-2024
25.05 25.53 26.39 24.2 0.79 25.29 05-2014 05-2024
24.97 25.45 25.87 24.55 0.5 25.21 04-2014 04-2024
23.93 24.82 25.1 23.66 0.6 24.38 03-2014 03-2024
24.83 25.16 25.69 24.31 0.5 25 02-2014 02-2024