NIFTY 5YR BENCHMARK G-SEC INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.41
Weighted mean XIRR by duration 8.21
Mean XIRR 9.87
Standard deviation XIRR 7
Range XIRR 21.41

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.74 358.71 8.39 22.73
3 year -29.86 71.12 5.70 1.32
5 year 6.31 42.38 6.81 8.31
7 year 6.78 31.87 7.14 8.17
10 year 7.63 24.59 8.17 8.81

Rolling return for 1 year

Average return: 22.73
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.39 8.67 9.51 7.56 0.7 8.53 01-2024 01-2025
9.62 352.8 358.71 8.21 173.43 182.34 12-2023 12-2024
9.5 9.28 10.33 8.46 0.67 9.39 11-2023 11-2024
9.93 9.58 10.42 9.09 0.49 9.75 10-2023 10-2024
9.03 9.44 10.08 8.4 0.61 9.24 09-2023 09-2024
8.65 8.87 9.52 8 0.54 8.76 08-2023 08-2024
7.51 8.27 8.97 6.82 0.81 7.89 07-2023 07-2024
6.67 7.24 7.53 6.38 0.45 6.96 06-2023 06-2024
6.58 6.82 7.67 5.74 0.69 6.7 05-2023 05-2024
7.37 6.42 7.72 6.07 0.67 6.9 04-2023 04-2024
8.61 7.66 9.18 7.09 0.81 8.14 03-2023 03-2024
8.21 8.05 8.73 7.53 0.43 8.13 02-2023 02-2024

Rolling return for 3 year

Average return: 1.32
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.31 6.49 6.68 6.12 0.21 6.4 01-2022 01-2025
6.19 70.9 71.12 6.06 32.44 38.57 12-2021 12-2024
6.05 6 6.31 5.73 0.21 6.02 11-2021 11-2024
5.99 6.03 6.14 5.88 0.09 6.01 10-2021 10-2024
5.81 5.98 6.15 5.64 0.19 5.9 09-2021 09-2024
5.87 -29.67 6.15 -29.86 17.89 -11.88 08-2021 08-2024
5.67 5.76 6.14 5.29 0.3 5.72 07-2021 07-2024
5.26 -29.01 5.54 -29.19 17.25 -11.85 06-2021 06-2024
4.95 -28.37 5.3 -28.61 16.81 -11.68 05-2021 05-2024
5.16 -27.96 5.27 -28.04 16.61 -11.39 04-2021 04-2024
5.59 5.33 5.78 5.14 0.24 5.46 03-2021 03-2024
5.32 -28.3 5.49 -28.41 16.88 -11.48 02-2021 02-2024

Rolling return for 5 year

Average return: 8.31
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.77 6.83 6.99 6.61 0.14 6.8 01-2020 01-2025
6.94 42.02 42.38 6.66 17.7 24.5 12-2019 12-2024
6.62 6.64 6.79 6.48 0.11 6.63 11-2019 11-2024
6.7 6.63 6.8 6.53 0.1 6.66 10-2019 10-2024
6.72 6.75 6.92 6.55 0.13 6.74 09-2019 09-2024
6.64 6.6 6.81 6.43 0.14 6.62 08-2019 08-2024
6.79 6.6 7.08 6.31 0.28 6.69 07-2019 07-2024
6.82 6.73 6.99 6.56 0.16 6.78 06-2019 06-2024
7.12 6.85 7.34 6.63 0.27 6.98 05-2019 05-2024
7.17 6.96 7.24 6.89 0.14 7.06 04-2019 04-2024
7.09 7.01 7.2 6.89 0.11 7.05 03-2019 03-2024
7.38 7.11 7.48 7.01 0.19 7.24 02-2019 02-2024

Rolling return for 7 year

Average return: 8.17
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.52 7.56 7.67 7.4 0.1 7.54 01-2018 01-2025
7.48 31.66 31.87 7.31 12.19 19.58 12-2017 12-2024
7.24 7.27 7.35 7.15 0.07 7.25 11-2017 11-2024
7.19 7.19 7.26 7.12 0.05 7.19 10-2017 10-2024
7.1 7.16 7.25 7.02 0.08 7.13 09-2017 09-2024
7.02 7.03 7.14 6.91 0.08 7.02 08-2017 08-2024
7 6.99 7.21 6.78 0.15 7 07-2017 07-2024
7.01 6.93 7.13 6.8 0.12 6.97 06-2017 06-2024
7.15 7.08 7.31 6.93 0.14 7.12 05-2017 05-2024
7.1 7.08 7.15 7.03 0.04 7.09 04-2017 04-2024
7.14 7.07 7.22 6.99 0.08 7.1 03-2017 03-2024
7.09 7 7.16 6.92 0.09 7.04 02-2017 02-2024

Rolling return for 10 year

Average return: 8.81
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.87 7.75 7.98 7.63 0.13 7.81 01-2015 01-2025
7.97 24.42 24.59 7.82 8.31 16.2 12-2014 12-2024
8.01 7.97 8.09 7.89 0.07 7.99 11-2014 11-2024
8.18 8.03 8.23 7.98 0.1 8.1 10-2014 10-2024
8.21 8.21 8.31 8.1 0.07 8.21 09-2014 09-2024
8.25 8.19 8.34 8.11 0.08 8.22 08-2014 08-2024
8.14 8.13 8.29 7.99 0.11 8.14 07-2014 07-2024
8.09 8.07 8.18 7.98 0.07 8.08 06-2014 06-2024
8.18 8.11 8.29 8 0.11 8.14 05-2014 05-2024
8.32 8.16 8.35 8.13 0.1 8.24 04-2014 04-2024
8.34 8.26 8.4 8.2 0.08 8.3 03-2014 03-2024
8.34 8.32 8.39 8.27 0.04 8.33 02-2014 02-2024