NIFTY 3 YEAR SDL

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 5.93
Weighted mean XIRR by duration 7
Mean XIRR 6.52
Standard deviation XIRR 1.1
Range XIRR 3.03

Summary

Duration Min Max Median Average XIRR (%)
1 year -60.61 12.08 9.01 6.12
3 year -24.40 7.16 6.41 5.06
5 year -12.68 8.74 7.44 6.80
7 year 7.98 8.20 8.09 8.09

Rolling return for 1 year

Average return: 6.12
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.12 9.52 11.12 9.52 0.8 10.32 01-2024 01-2025
-60.11 10.7 12.08 -60.61 35.88 -24.48 12-2023 12-2024
11.31 10.9 11.86 10.35 0.55 11.1 11-2023 11-2024
10.95 10.92 11.74 10.13 0.57 10.94 10-2023 10-2024
8.99 9.85 10.45 8.39 0.79 9.42 09-2023 09-2024
8.57 8.81 9.64 7.75 0.67 8.69 08-2023 08-2024
7.91 7.96 9.05 6.83 0.79 7.94 07-2023 07-2024
6.87 7.42 7.77 6.53 0.48 7.15 06-2023 06-2024
6.88 6.9 8.32 5.48 1 6.9 05-2023 05-2024
8.67 7.13 9.15 6.65 1.04 7.9 04-2023 04-2024
9.27 9.03 10.05 8.26 0.64 9.15 03-2023 03-2024
7.74 9.04 9.39 7.4 0.84 8.39 02-2023 02-2024

Rolling return for 3 year

Average return: 5.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.16 6.87 7.16 6.87 0.15 7.02 01-2022 01-2025
-24.16 6.68 7.02 -24.4 15.57 -8.72 12-2021 12-2024
6.92 6.61 7.1 6.43 0.26 6.76 11-2021 11-2024
6.8 6.82 7.05 6.56 0.17 6.81 10-2021 10-2024
6.5 6.55 6.98 6.07 0.32 6.52 09-2021 09-2024
6.55 6.54 6.9 6.19 0.25 6.55 08-2021 08-2024
6.29 6.39 6.67 6.01 0.24 6.34 07-2021 07-2024
5.97 5.89 6.26 5.59 0.24 5.93 06-2021 06-2024
5.57 5.83 6.04 5.36 0.26 5.7 05-2021 05-2024
5.77 5.58 5.93 5.43 0.19 5.68 04-2021 04-2024
6.58 5.81 6.83 5.56 0.53 6.19 03-2021 03-2024
6.11 5.77 6.64 5.24 0.51 5.94 02-2021 02-2024

Rolling return for 5 year

Average return: 6.80
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.33 7.16 7.33 7.16 0.08 7.24 01-2020 01-2025
-12.48 7.36 7.61 -12.68 10.03 -2.55 12-2019 12-2024
7.43 7.37 7.54 7.26 0.1 7.4 11-2019 11-2024
7.4 7.45 7.55 7.3 0.09 7.43 10-2019 10-2024
7.33 7.38 7.61 7.09 0.18 7.35 09-2019 09-2024
7.14 7.09 7.35 6.88 0.17 7.11 08-2019 08-2024
7.36 6.94 7.58 6.71 0.34 7.15 07-2019 07-2024
7.67 7.3 7.85 7.12 0.29 7.48 06-2019 06-2024
8.12 7.75 8.41 7.46 0.36 7.94 05-2019 05-2024
8.24 8.15 8.33 8.06 0.1 8.2 04-2019 04-2024
8.59 8.18 8.74 8.03 0.29 8.38 03-2019 03-2024
8.35 8.52 8.67 8.19 0.18 8.43 02-2019 02-2024

Rolling return for 7 year

Average return: 8.09
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.2 7.98 8.2 7.98 0.11 8.09 01-2018 01-2025