NIFTY 11-15 YR G-SEC INDEX
Index type: Fixed Income
Rolling returns
Key metrics
Metric | Value |
---|---|
Mean-Variance Ratio (MVR) | 30.19 |
Weighted mean XIRR by duration | 24.2 |
Mean XIRR | 24.01 |
Standard deviation XIRR | 0.8 |
Range XIRR | 1.59 |
Summary
Duration | Min | Max | Median | Average XIRR (%) |
---|---|---|---|---|
3 year | -12.27 | 62.44 | 21.37 | 23.21 |
5 year | 3.56 | 47.55 | 24.05 | 24.80 |
Rolling return for 3 year
Average return: 23.21Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
---|---|---|---|---|---|---|---|
58.61 | 57.22 | 62.44 | 53.51 | 3.2 | 57.94 | 01-2022 | 01-2025 |
-10.77 | -12.27 | -10.77 | -12.27 | 0.75 | -11.52 | 11-2021 | 11-2024 |
Rolling return for 5 year
Average return: 24.80Min | Max | Min-Max | Max-Min | Standard Deviation | Mean | From | To |
---|---|---|---|---|---|---|---|
45.45 | 46.09 | 47.55 | 44.02 | 1.27 | 45.78 | 01-2020 | 01-2025 |
4.07 | 3.56 | 4.07 | 3.56 | 0.26 | 3.82 | 11-2019 | 11-2024 |