NIFTY500 MULTICAP MOMENTUM QUALITY 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.08
Weighted mean XIRR by duration 25.06
Mean XIRR 31.86
Standard deviation XIRR 15.32
Range XIRR 40.13

Summary

Duration Min Max Median Average XIRR (%)
1 year 21.44 85.86 64.36 62.22
3 year 16.13 32.17 26.58 25.43
5 year 23.60 32.27 27.19 27.46
7 year 19.01 24.56 22.18 22.12
10 year 18.86 24.67 22.42 22.09

Rolling return for 1 year

Average return: 62.22
Min Max Min-Max Max-Min Standard Deviation Mean From To
32.04 28.73 39.97 21.44 6.66 30.54 12-2023 12-2024
47.05 37.23 56.7 28.79 10.47 42.44 11-2023 11-2024
53.53 59.83 68.42 45.7 8.34 56.87 10-2023 10-2024
62.13 59.24 67.79 53.86 5.03 60.76 09-2023 09-2024
61.9 69.4 75.53 56.25 7.32 65.77 08-2023 08-2024
72.1 75.63 83.34 64.86 6.65 73.98 07-2023 07-2024
61.28 73.43 83.28 52.61 11.67 67.65 06-2023 06-2024
69.25 75.7 85.86 60.01 9.42 72.7 05-2023 05-2024
73.08 73.7 81.88 65.29 5.87 73.49 04-2023 04-2024
68.68 70.67 77.88 61.84 5.72 69.77 03-2023 03-2024
68.52 70.06 74.9 63.85 3.94 69.33 02-2023 02-2024
63.24 63.29 71 55.87 5.35 63.35 01-2023 01-2024

Rolling return for 3 year

Average return: 25.43
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.86 19.54 22.22 17.23 1.77 19.71 12-2021 12-2024
18.45 18.61 20.99 16.13 1.72 18.54 11-2021 11-2024
19.5 20.19 23.24 16.53 2.38 19.86 10-2021 10-2024
23.12 22.32 24.54 20.93 1.31 22.73 09-2021 09-2024
23.44 24.63 26.82 21.32 1.99 24.05 08-2021 08-2024
27.42 27.29 30.14 24.63 1.95 27.37 07-2021 07-2024
26.02 28.25 31.51 22.89 3.15 27.17 06-2021 06-2024
28.09 29.41 32.15 25.43 2.42 28.77 05-2021 05-2024
28.9 28.99 31.05 26.88 1.47 28.96 04-2021 04-2024
28.87 29.24 31.17 26.98 1.49 29.06 03-2021 03-2024
30.54 29.75 32.17 28.15 1.45 30.15 02-2021 02-2024
29.32 28.32 31.34 26.34 1.8 28.83 01-2021 01-2024

Rolling return for 5 year

Average return: 27.46
Min Max Min-Max Max-Min Standard Deviation Mean From To
27.86 28.45 29.36 26.96 0.87 28.16 12-2019 12-2024
26.76 27.41 28.38 25.8 0.94 27.09 11-2019 11-2024
27.97 28.69 30.36 26.33 1.45 28.34 10-2019 10-2024
30.66 29.77 31.56 28.88 1 30.22 09-2019 09-2024
30.08 31.11 32.2 29.01 1.19 30.6 08-2019 08-2024
30.61 30.14 32.27 28.51 1.34 30.38 07-2019 07-2024
26.01 28.5 29.27 25.26 1.67 27.26 06-2019 06-2024
26.7 27.72 29.09 25.35 1.37 27.22 05-2019 05-2024
24.99 25.93 26.24 24.69 0.64 25.46 04-2019 04-2024
24.4 24.92 25.73 23.6 0.78 24.66 03-2019 03-2024
25.54 25.07 26.48 24.15 0.84 25.31 02-2019 02-2024
24.56 25.06 25.73 23.9 0.67 24.81 01-2019 01-2024

Rolling return for 7 year

Average return: 22.12
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.39 20 21.4 19.01 0.86 20.2 12-2017 12-2024
20.35 20.58 21.44 19.49 0.69 20.46 11-2017 11-2024
21.43 21.99 23.05 20.39 0.96 21.72 10-2017 10-2024
22.99 22.34 23.59 21.74 0.69 22.66 09-2017 09-2024
22.84 23.05 24.26 21.64 0.93 22.95 08-2017 08-2024
23.44 23.48 24.56 22.37 0.77 23.46 07-2017 07-2024
22.06 23.56 24.31 21.32 1.18 22.81 06-2017 06-2024
22.3 22.71 23.95 21.09 1.02 22.51 05-2017 05-2024
21.56 21.57 22.43 20.71 0.61 21.57 04-2017 04-2024
21.64 21.67 22.57 20.75 0.64 21.66 03-2017 03-2024
22.36 22.34 23.02 21.69 0.47 22.35 02-2017 02-2024
23.38 22.73 24.2 21.91 0.84 23.06 01-2017 01-2024

Rolling return for 10 year

Average return: 22.09
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.76 19.6 20.46 18.91 0.55 19.68 12-2014 12-2024
19.61 19.62 20.37 18.86 0.53 19.62 11-2014 11-2024
20.79 21.04 21.91 19.92 0.71 20.92 10-2014 10-2024
21.7 21.49 22.12 21.07 0.38 21.6 09-2014 09-2024
22.13 22.14 23.12 21.16 0.69 22.14 08-2014 08-2024
23.02 23.14 23.8 22.37 0.51 23.08 07-2014 07-2024
23.04 23.21 24.63 21.64 1.06 23.13 06-2014 06-2024
23.51 23.98 24.67 22.83 0.67 23.75 05-2014 05-2024
22.8 23.15 23.41 22.54 0.33 22.98 04-2014 04-2024
22.47 22.78 23.12 22.13 0.37 22.62 03-2014 03-2024
22.99 22.74 23.45 22.28 0.42 22.86 02-2014 02-2024
22.53 22.81 23.1 22.24 0.32 22.67 01-2014 01-2024