NIFTY ALPHA 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.72
Weighted mean CAGR by duration 19.23
Mean CAGR 23.67
Standard deviation CAGR 8.7
Range for CAGR 26.24

Summary

Duration Min Max Median Average XIRR (%)
1 year -21.54 95.37 51.15 43.16
3 year 1.68 45.92 27.93 27.29
5 year 3.83 40.96 23.60 23.40
7 year 9.23 27.31 20.09 20.06
10 year 6.17 27.58 17.69 17.56
12 year 4.76 25.76 18.11 17.30
15 year 8.93 25.68 16.05 16.92

Rolling return for 1 year

Average return: 43.16
Min Max Min-Max Max-Min Standard Deviation Mean From To
-15.13 -8.55 -1.08 -21.54 7.6 -11.57 04-2024 04-2025
-3.64 1.74 13.38 -13.53 9.71 -0.51 03-2024 03-2025
-5.57 6.14 15.04 -12.88 10.71 0.68 02-2024 02-2025
9.54 22.37 37.94 -2.83 15.13 16.75 01-2024 01-2025
40.41 38.57 51.53 28.41 8.2 39.73 12-2023 12-2024
49.41 47.29 64.63 33.67 10.98 48.75 11-2023 11-2024
58.94 63.33 80.39 43.91 13 61.64 10-2023 10-2024
66.47 66.52 77.89 55.84 7.8 66.68 09-2023 09-2024
66.98 73.59 83.01 58.39 9.02 70.49 08-2023 08-2024
71.3 77.03 91.72 58.17 12.04 74.56 07-2023 07-2024
61.6 81.43 94.46 50.77 16.97 72.06 06-2023 06-2024
72.17 84.47 95.37 62.56 12.39 78.64 05-2023 05-2024

Rolling return for 3 year

Average return: 27.29
Min Max Min-Max Max-Min Standard Deviation Mean From To
5.41 7 10.93 1.68 3.32 6.25 04-2022 04-2025
9.83 10.64 15.94 4.8 3.95 10.3 03-2022 03-2025
11.87 13.79 19.49 6.54 4.63 12.92 02-2022 02-2025
12.48 16.65 21.46 8.03 4.97 14.65 01-2022 01-2025
20.52 19.76 23.62 16.76 2.44 20.17 12-2021 12-2024
18.96 18.98 22.87 15.19 2.72 19 11-2021 11-2024
20.26 20.5 25.44 15.52 3.51 20.43 10-2021 10-2024
24.06 24.31 26.84 21.59 1.86 24.2 09-2021 09-2024
26.61 25.95 30.54 22.16 2.97 26.31 08-2021 08-2024
26.24 27.89 31.07 23.17 2.85 27.09 07-2021 07-2024
22.17 26.55 29.94 18.98 4.17 24.41 06-2021 06-2024
25.13 27.08 30.51 21.83 3.15 26.14 05-2021 05-2024
27.15 26.69 30.52 23.42 2.52 26.95 04-2021 04-2024
26.1 27.37 30.73 22.86 2.82 26.77 03-2021 03-2024
32.24 29.98 35.83 26.54 3.38 31.15 02-2021 02-2024
29.51 31.18 34.79 26.04 3.15 30.38 01-2021 01-2024
28.95 29.21 32.85 25.42 2.63 29.11 12-2020 12-2023
27.46 27.01 32.28 22.38 3.5 27.28 11-2020 11-2023
27.05 29.07 31.33 24.87 2.39 28.08 10-2020 10-2023
31.09 29.25 34.01 26.43 2.76 30.2 09-2020 09-2023
30.56 29.28 32.88 27.02 2.12 29.94 08-2020 08-2023
32.13 31.87 35.69 28.41 2.58 32.02 07-2020 07-2023
35.18 29.46 38.34 26.5 4.65 32.37 06-2020 06-2023
36.16 35.66 38.79 33.09 2.02 35.92 05-2020 05-2023
38.43 32.87 41.57 29.92 4.56 35.7 04-2020 04-2023
42.36 25.3 45.92 22.25 10.32 33.96 03-2020 03-2023
23.38 23.79 27.83 19.48 2.96 23.62 02-2020 02-2023
26.6 28.51 31.8 23.44 3.03 27.59 01-2020 01-2023
30.28 33.35 35.77 27.96 2.97 31.84 12-2019 12-2022
33.52 34.27 35.61 32.2 1.23 33.9 11-2019 11-2022
34.13 33.64 36.94 30.89 2.15 33.9 10-2019 10-2022
35.64 35.92 40.44 31.28 3.24 35.82 09-2019 09-2022
35.76 35.78 38.72 32.88 2.06 35.78 08-2019 08-2022
30.31 30.42 34.57 26.29 2.93 30.4 07-2019 07-2022
27.45 34.34 36.17 25.73 4.42 30.92 06-2019 06-2022
34.1 39.89 43.62 30.62 5.03 37.06 05-2019 05-2022

Rolling return for 5 year

Average return: 23.4
Min Max Min-Max Max-Min Standard Deviation Mean From To
32.51 31.53 36.63 27.56 3.23 32.06 04-2020 04-2025
36.45 28.65 40.96 24.53 6.43 32.65 03-2020 03-2025
25.86 28.43 30.93 23.46 2.79 27.17 02-2020 02-2025
28.54 32.57 34.61 26.6 3.17 30.58 01-2020 01-2025
34.72 35.32 36.79 33.28 1.26 35.03 12-2019 12-2024
33.05 34.85 35.66 32.26 1.36 33.95 11-2019 11-2024
35.08 36.53 38.54 33.12 1.98 35.82 10-2019 10-2024
38.07 37.19 39.91 35.38 1.63 37.64 09-2019 09-2024
37.33 38.09 39.87 35.58 1.54 37.72 08-2019 08-2024
35.85 36.36 38.94 33.32 2 36.12 07-2019 07-2024
31.47 35.32 36.43 30.4 2.53 33.41 06-2019 06-2024
33 34.27 36.4 30.91 1.99 33.65 05-2019 05-2024
31.23 32.68 33.31 30.62 1.08 31.96 04-2019 04-2024
29.48 31.2 32.32 28.39 1.52 30.35 03-2019 03-2024
31.24 31.67 33.37 29.57 1.35 31.46 02-2019 02-2024
29.61 30.94 32.75 27.84 1.8 30.29 01-2019 01-2024
27.55 27.93 29.85 25.67 1.48 27.75 12-2018 12-2023
23.81 25.61 26.6 22.85 1.47 24.72 11-2018 11-2023
24.44 23.65 26.94 21.22 2.04 24.06 10-2018 10-2023
23.09 19.82 24.73 18.25 2.57 21.47 09-2018 09-2023
18.63 18.47 19.89 17.22 0.95 18.55 08-2018 08-2023
19.68 19.16 21.61 17.28 1.54 19.43 07-2018 07-2023
19.19 18.14 20.85 16.51 1.58 18.67 06-2018 06-2023
16.31 15.26 17.65 13.95 1.36 15.79 05-2018 05-2023
15.41 14.35 16.98 12.82 1.52 14.89 04-2018 04-2023
15.09 15.03 16.81 13.34 1.23 15.07 03-2018 03-2023
15.59 14.77 18.08 12.36 2.04 15.2 02-2018 02-2023
13.8 14.69 16.58 11.95 1.67 14.25 01-2018 01-2023
16.25 16.9 19.16 14.04 1.82 16.59 12-2017 12-2022
18.14 18.07 19.24 16.98 0.8 18.11 11-2017 11-2022
18.38 17.82 19.86 16.36 1.25 18.11 10-2017 10-2022
19.33 19.66 21.84 17.19 1.65 19.5 09-2017 09-2022
19.65 19.44 21.21 17.9 1.17 19.55 08-2017 08-2022
17.33 18.46 19.62 16.2 1.27 17.9 07-2017 07-2022
17.17 20.78 21.92 16.08 2.43 18.99 06-2017 06-2022
20.59 23.78 25.66 18.8 2.67 22.21 05-2017 05-2022
25.59 27.28 28.34 24.56 1.46 26.44 04-2017 04-2022
24.78 26.96 28.34 23.44 1.9 25.88 03-2017 03-2022
24.56 27.24 28.26 23.56 1.91 25.91 02-2017 02-2022
29.92 29.95 33.1 26.84 2.21 29.95 01-2017 01-2022
31.47 31.27 33.99 28.8 1.84 31.38 12-2016 12-2021
30.75 28.26 33.3 25.81 2.79 29.53 11-2016 11-2021
26.23 28.49 29.31 25.43 1.59 27.37 10-2016 10-2021
26.7 26.96 28.24 25.44 0.99 26.83 09-2016 09-2021
24.34 26.14 27.04 23.46 1.42 25.24 08-2016 08-2021
25.08 25.28 26.94 23.45 1.24 25.19 07-2016 07-2021
25.42 26.41 27.43 24.42 1.12 25.92 06-2016 06-2021
23.83 24.46 25.83 22.49 1.2 24.15 05-2016 05-2021
21.92 22.92 24.12 20.74 1.25 22.43 04-2016 04-2021
21.4 21.5 23.31 19.62 1.31 21.46 03-2016 03-2021
19.84 19.52 23.05 16.4 2.35 19.7 02-2016 02-2021
18.43 16.88 20.38 15 1.98 17.67 01-2016 01-2021
15.39 15.96 17.33 14.04 1.18 15.68 12-2015 12-2020
13.46 15.44 16.26 12.66 1.45 14.46 11-2015 11-2020
12.27 12.61 13.44 11.45 0.71 12.44 10-2015 10-2020
12.14 13.39 14.6 10.95 1.36 12.77 09-2015 09-2020
11.15 10.19 12.99 8.39 1.66 10.68 08-2015 08-2020
8.4 8.99 10.27 7.14 1.13 8.7 07-2015 07-2020
6.88 9.6 11.22 5.32 2.3 8.26 06-2015 06-2020
5.68 5.26 7.14 3.83 1.18 5.48 05-2015 05-2020

Rolling return for 7 year

Average return: 20.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.83 18.5 20.44 15.93 1.61 18.18 04-2018 04-2025
18.65 20.12 21.44 17.36 1.53 19.39 03-2018 03-2025
19.45 20.4 22.87 17.05 2.08 19.94 02-2018 02-2025
18.59 21.15 22.57 17.22 2.1 19.88 01-2018 01-2025
23.01 22.66 24.35 21.33 1.07 22.84 12-2017 12-2024
22.03 22.87 23.74 21.17 0.96 22.45 11-2017 11-2024
23.3 24.02 25.55 21.8 1.35 23.67 10-2017 10-2024
25.36 24.93 26.55 23.75 1 25.15 09-2017 09-2024
25.08 25.4 26.72 23.77 1.05 25.24 08-2017 08-2024
24.55 25.7 26.57 23.69 1.1 25.13 07-2017 07-2024
22.71 25.16 26 21.89 1.69 23.94 06-2017 06-2024
23.58 24.49 25.83 22.26 1.3 24.04 05-2017 05-2024
23.22 23.87 24.6 22.49 0.78 23.55 04-2017 04-2024
22.58 23.54 24.49 21.64 1.06 23.06 03-2017 03-2024
23.76 24.47 25.19 23.05 0.8 24.12 02-2017 02-2024
25.15 25.14 27.31 23.02 1.52 25.16 01-2017 01-2024
25.47 25.24 27.09 23.65 1.22 25.36 12-2016 12-2023
23.19 21.77 25.16 19.85 1.94 22.49 11-2016 11-2023
19.63 20.79 21.34 19.09 0.89 20.21 10-2016 10-2023
20.76 21.04 21.91 19.9 0.72 20.9 09-2016 09-2023
20.14 20.44 21.05 19.53 0.55 20.29 08-2016 08-2023
20.06 20.3 21.43 18.94 0.88 20.18 07-2016 07-2023
19.61 20.11 20.8 18.92 0.69 19.86 06-2016 06-2023
18.66 18.71 19.64 17.74 0.67 18.69 05-2016 05-2023
17.28 17.59 18.41 16.47 0.69 17.44 04-2016 04-2023
17.59 17.59 18.84 16.35 0.88 17.59 03-2016 03-2023
18.13 17.47 19.93 15.7 1.51 17.81 02-2016 02-2023
18.11 17.66 20.16 15.65 1.6 17.89 01-2016 01-2023
17.38 18.47 19.47 16.39 1.16 17.93 12-2015 12-2022
18.71 18.89 19.5 18.1 0.5 18.8 11-2015 11-2022
17.64 18.08 18.7 17.03 0.61 17.86 10-2015 10-2022
18.64 19.51 20.42 17.74 1 19.08 09-2015 09-2022
18.23 17.2 19.32 16.13 1.19 17.72 08-2015 08-2022
16.01 16.65 17.62 15.05 0.94 16.33 07-2015 07-2022
16.63 18.73 19.98 15.41 1.78 17.69 06-2015 06-2022
18.7 20.71 22.24 17.21 1.92 19.71 05-2015 05-2022
22.26 22 24.16 20.13 1.43 22.14 04-2015 04-2022
19.78 21.38 22.21 18.96 1.28 20.58 03-2015 03-2022
20.16 21.49 22.7 18.97 1.4 20.83 02-2015 02-2022
21.68 22.65 23.81 20.54 1.21 22.17 01-2015 01-2022
22.54 22.7 24.22 21.04 1.13 22.62 12-2014 12-2021
22.05 22.93 23.75 21.25 0.94 22.5 11-2014 11-2021
23.51 24.21 25.66 22.09 1.29 23.87 10-2014 10-2021
23.05 22.53 24.12 21.48 0.95 22.8 09-2014 09-2021
22.58 23.34 24.47 21.46 1.1 22.96 08-2014 08-2021
23.09 23.26 24.39 21.97 0.86 23.18 07-2014 07-2021
23.88 23.3 25.29 21.91 1.21 23.59 06-2014 06-2021
24.41 24.45 25.84 23.04 0.99 24.44 05-2014 05-2021
23.45 24.47 25.03 22.89 0.84 23.96 04-2014 04-2021
22.42 23.13 23.8 21.76 0.76 22.78 03-2014 03-2021
21.44 22.48 23.75 20.19 1.31 21.96 02-2014 02-2021
21.87 22.56 23.3 21.14 0.8 22.22 01-2014 01-2021
21.33 22.08 22.79 20.64 0.81 21.71 12-2013 12-2020
20.4 21.98 22.51 19.87 1.09 21.19 11-2013 11-2020
20.57 20.4 21.47 19.51 0.7 20.49 10-2013 10-2020
21.04 21.21 22.94 19.34 1.27 21.13 09-2013 09-2020
21.06 20.82 22.49 19.41 1.09 20.94 08-2013 08-2020
18.32 18.35 19.77 16.91 1.01 18.34 07-2013 07-2020
15.69 17.36 19.03 14.07 1.85 16.54 06-2013 06-2020
13.01 13.48 14.12 12.38 0.64 13.25 05-2013 05-2020
12.05 14.3 15.14 11.24 1.59 13.18 04-2013 04-2020
10.2 16.6 17.63 9.23 3.73 13.41 03-2013 03-2020
16.7 17.12 18.32 15.52 1 16.91 02-2013 02-2020
15.72 16.35 16.98 15.1 0.7 16.04 01-2013 01-2020
14.96 15.35 15.85 14.47 0.51 15.16 12-2012 12-2019
16.13 15.65 16.62 15.16 0.54 15.89 11-2012 11-2019
15.54 16.38 16.75 15.17 0.63 15.96 10-2012 10-2019
16.37 16.46 18.01 14.84 1.12 16.42 09-2012 09-2019
16.18 16.72 17.25 15.66 0.59 16.45 08-2012 08-2019
17.12 18.02 18.7 16.45 0.86 17.57 07-2012 07-2019
18.11 17.92 18.8 17.24 0.56 18.02 06-2012 06-2019
17.26 17.46 18.59 16.15 0.87 17.36 05-2012 05-2019
17.26 17.19 17.65 16.8 0.3 17.23 04-2012 04-2019
17.64 17.35 18.35 16.65 0.61 17.5 03-2012 03-2019
17.65 17.4 18.73 16.33 0.85 17.53 02-2012 02-2019
20.06 19.03 21.24 17.86 1.25 19.55 01-2012 01-2019
20.37 19.33 21.66 18.08 1.32 19.86 12-2011 12-2018
19.65 17.92 20.32 17.26 1.24 18.79 11-2011 11-2018
17.64 18.4 19.87 16.2 1.33 18.03 10-2011 10-2018
18.39 20.84 21.83 17.42 1.78 19.62 09-2011 09-2018
21.12 20.43 22.16 19.4 1.01 20.78 08-2011 08-2018
18.38 19.39 20.11 17.67 0.93 18.89 07-2011 07-2018
18.31 19.23 20.24 17.31 1.09 18.77 06-2011 06-2018
19.72 20.55 21.49 18.79 1 20.14 05-2011 05-2018

Rolling return for 10 year

Average return: 17.56
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.94 17.29 18.75 15.51 1.15 17.12 04-2015 04-2025
16.71 18.05 18.62 16.15 0.99 17.38 03-2015 03-2025
17.61 19.13 19.95 16.8 1.24 18.37 02-2015 02-2025
18.85 20.82 21.62 18.06 1.44 19.84 01-2015 01-2025
21.93 21.81 22.87 20.88 0.7 21.87 12-2014 12-2024
21.12 21.73 22.3 20.56 0.65 21.43 11-2014 11-2024
22.53 23.09 24.09 21.54 0.92 22.81 10-2014 10-2024
23.36 23.06 24.18 22.25 0.69 23.21 09-2014 09-2024
23.77 24.12 24.91 22.98 0.69 23.95 08-2014 08-2024
24.02 24.63 25.43 23.23 0.81 24.33 07-2014 07-2024
23.37 24.26 25.67 21.99 1.34 23.82 06-2014 06-2024
24.62 25.23 26.21 23.66 0.93 24.93 05-2014 05-2024
24.54 25.13 25.53 24.15 0.53 24.84 04-2014 04-2024
23.52 24.39 24.86 23.05 0.71 23.95 03-2014 03-2024
24.58 24.68 25.59 23.68 0.68 24.63 02-2014 02-2024
24.11 25.08 25.61 23.59 0.79 24.6 01-2014 01-2024
23.57 24.18 24.68 23.07 0.61 23.88 12-2013 12-2023
22.47 23.47 23.84 22.1 0.71 22.97 11-2013 11-2023
22.48 22.94 23.7 21.73 0.72 22.71 10-2013 10-2023
23.98 23.56 24.8 22.75 0.74 23.77 09-2013 09-2023
23.83 23.3 24.49 22.65 0.68 23.57 08-2013 08-2023
22.3 22.26 23.28 21.29 0.7 22.28 07-2013 07-2023
21.22 20.87 22.06 20.03 0.73 21.05 06-2013 06-2023
19.5 19.73 20.19 19.04 0.41 19.62 05-2013 05-2023
19.39 19.58 20.2 18.78 0.51 19.49 04-2013 04-2023
19 19.14 19.88 18.26 0.57 19.07 03-2013 03-2023
18.66 19.08 19.93 17.83 0.76 18.88 02-2013 02-2023
18.88 19.87 20.33 18.44 0.75 19.38 01-2013 01-2023
19.35 20.48 20.84 19 0.76 19.92 12-2012 12-2022
21.09 20.95 21.66 20.38 0.46 21.02 11-2012 11-2022
20.83 21.31 21.58 20.56 0.4 21.07 10-2012 10-2022
21.84 21.98 23.12 20.72 0.85 21.91 09-2012 09-2022
21.74 22.14 22.53 21.35 0.44 21.94 08-2012 08-2022
20.93 21.61 22.1 20.44 0.63 21.27 07-2012 07-2022
20.83 22.63 23.26 20.21 1.25 21.73 06-2012 06-2022
22.08 23.78 24.61 21.27 1.33 22.93 05-2012 05-2022
24 25.01 25.35 23.67 0.69 24.51 04-2012 04-2022
23.5 24.51 25.25 22.77 0.95 24.01 03-2012 03-2022
23.41 24.24 25.23 22.43 1.03 23.83 02-2012 02-2022
26.04 25.95 27.58 24.43 1.11 26 01-2012 01-2022
25.78 25.28 26.99 24.1 1.04 25.54 12-2011 12-2021
24.66 24.11 25.87 22.92 1.06 24.39 11-2011 11-2021
23.87 24.29 25.37 22.8 0.92 24.08 10-2011 10-2021
23.16 23.2 23.9 22.46 0.51 23.18 09-2011 09-2021
22.15 22.24 23.47 20.93 0.9 22.2 08-2011 08-2021
21.16 21.54 22.05 20.64 0.52 21.35 07-2011 07-2021
21.33 21.58 22.3 20.62 0.6 21.46 06-2011 06-2021
20.76 21.07 21.73 20.1 0.59 20.91 05-2011 05-2021
19.59 20.19 20.67 19.12 0.59 19.89 04-2011 04-2021
19.74 19.82 20.68 18.89 0.63 19.78 03-2011 03-2021
19.26 19.75 20.85 18.18 0.96 19.51 02-2011 02-2021
18.32 17.66 19.28 16.71 0.94 17.99 01-2011 01-2021
16.88 16.73 17.86 15.76 0.74 16.81 12-2010 12-2020
15.47 15.74 16.89 14.34 0.91 15.61 11-2010 11-2020
14.88 15.09 15.47 14.49 0.35 14.98 10-2010 10-2020
14.89 15.47 16.14 14.22 0.71 15.18 09-2010 09-2020
15 15.22 15.95 14.28 0.6 15.11 08-2010 08-2020
14.6 15.08 15.59 14.1 0.55 14.84 07-2010 07-2020
13.56 15.17 15.84 12.9 1.19 14.37 06-2010 06-2020
13.16 12.52 13.94 11.75 0.81 12.84 05-2010 05-2020
10.56 12.35 12.68 10.23 1.07 11.46 04-2010 04-2020
9.93 14.44 15.07 9.33 2.58 12.19 03-2010 03-2020
15.17 15.65 16.28 14.54 0.64 15.41 02-2010 02-2020
14.82 14.52 15.69 13.65 0.73 14.67 01-2010 01-2020
14.13 14.21 14.75 13.59 0.41 14.17 12-2009 12-2019
15.49 14.23 15.84 13.89 0.82 14.86 11-2009 11-2019
14.47 14.31 15.31 13.48 0.65 14.39 10-2009 10-2019
14.83 14.74 15.96 13.62 0.83 14.79 09-2009 09-2019
15.42 15.25 16.16 14.51 0.59 15.34 08-2009 08-2019
17.22 16.27 18.33 15.19 1.16 16.75 07-2009 07-2019
16.96 16.68 17.44 16.21 0.45 16.82 06-2009 06-2019
19.06 17.35 20.01 16.42 1.41 18.21 05-2009 05-2019
20.96 20 21.25 19.72 0.64 20.48 04-2009 04-2019
22.49 20.92 23.01 20.41 1.07 21.71 03-2009 03-2019
21.2 20.72 21.98 19.95 0.74 20.96 02-2009 02-2019
21.11 20.16 21.94 19.34 0.98 20.64 01-2009 01-2019
22.12 20.72 23.03 19.83 1.23 21.43 12-2008 12-2018
22.65 20.07 23.13 19.6 1.55 21.36 11-2008 11-2018
21.84 16.33 23.45 14.81 3.62 19.11 10-2008 10-2018
15.97 15.02 18.32 12.73 2 15.51 09-2008 09-2018
14.79 14.33 15.48 13.65 0.67 14.56 08-2008 08-2018
15.17 14.4 16.35 13.25 1.13 14.79 07-2008 07-2018
13.81 12.08 15.11 10.82 1.64 12.96 06-2008 06-2018
11.25 11.12 12.39 9.99 0.85 11.19 05-2008 05-2018
12.2 11.24 13.48 9.98 1.28 11.73 04-2008 04-2018
13 10.49 13.86 9.65 1.73 11.75 03-2008 03-2018
9.87 9.57 11.44 8.02 1.21 9.72 02-2008 02-2018
11.22 7.44 12.14 6.57 2.38 9.34 01-2008 01-2018
7.38 7.19 8.41 6.17 0.79 7.29 12-2007 12-2017
8.83 8.3 9.37 7.76 0.6 8.56 11-2007 11-2017
9.84 8.84 10.78 7.91 1.07 9.34 10-2007 10-2017
10.49 10.38 11.5 9.39 0.75 10.44 09-2007 09-2017
11.73 11.27 12.56 10.45 0.76 11.5 08-2007 08-2017
10.47 10.6 11.01 10.07 0.34 10.54 07-2007 07-2017
11.08 10.72 11.6 10.2 0.51 10.9 06-2007 06-2017
11.61 11.07 12.45 10.24 0.8 11.34 05-2007 05-2017
13.33 12.02 13.79 11.56 0.91 12.68 04-2007 04-2017
13.08 12.75 13.69 12.14 0.56 12.91 03-2007 03-2017
11.87 10.64 12.32 10.2 0.87 11.26 02-2007 02-2017
9.49 10.11 10.81 8.8 0.74 9.8 01-2007 01-2017
9.37 9.41 10.5 8.29 0.78 9.39 12-2006 12-2016
9.88 10.68 12.01 8.57 1.25 10.29 11-2006 11-2016
12.5 12.03 12.86 11.68 0.45 12.27 10-2006 10-2016
13.55 12.63 14.12 12.06 0.8 13.09 09-2006 09-2016
14.75 13.65 15.16 13.24 0.78 14.2 08-2006 08-2016
15.27 14.19 16.03 13.44 0.99 14.73 07-2006 07-2016
15.5 12.6 15.96 12.15 1.69 14.05 06-2006 06-2016
11.96 10.17 12.57 9.57 1.24 11.07 05-2006 05-2016
10.77 10.35 11.3 9.81 0.55 10.56 04-2006 04-2016
11.59 10.84 12.42 10.03 0.89 11.22 03-2006 03-2016
11.87 12.9 13.51 11.27 0.87 12.39 02-2006 02-2016
13.14 14.05 14.82 12.38 0.92 13.6 01-2006 01-2016
14.93 14.91 15.61 14.24 0.48 14.92 12-2005 12-2015
16.36 15.43 16.77 15.02 0.7 15.89 11-2005 11-2015
17.22 15.63 17.65 15.21 1.03 16.43 10-2005 10-2015
15.51 15.02 16.12 14.41 0.63 15.27 09-2005 09-2015
16.55 16.77 18.03 15.31 0.96 16.66 08-2005 08-2015
18.46 17.72 19.15 17.04 0.79 18.09 07-2005 07-2015
18.01 18.35 18.88 17.48 0.51 18.18 06-2005 06-2015
18.35 18.6 19.4 17.55 0.66 18.48 05-2005 05-2015

Rolling return for 12 year

Average return: 17.3
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.16 21.19 21.71 19.65 0.81 20.68 04-2013 04-2025
20.46 21.47 22.1 19.84 0.88 20.97 03-2013 03-2025
20.43 21.71 22.43 19.72 1.06 21.07 02-2013 02-2025
20.9 22.86 23.24 20.52 1.19 21.88 01-2013 01-2025
22.81 23.29 23.59 22.51 0.42 23.05 12-2012 12-2024
22.9 23.29 23.9 22.3 0.58 23.1 11-2012 11-2024
23.31 24.39 24.62 23.08 0.67 23.85 10-2012 10-2024
24.96 24.69 25.65 24 0.59 24.83 09-2012 09-2024
24.57 25.19 25.52 24.24 0.5 24.88 08-2012 08-2024
24.58 25.34 25.76 24.17 0.62 24.96 07-2012 07-2024
23.5 24.88 25.42 22.97 0.99 24.19 06-2012 06-2024
23.58 24.19 24.89 22.89 0.74 23.89 05-2012 05-2024
22.89 23.42 23.7 22.61 0.43 23.16 04-2012 04-2024
22.43 22.94 23.54 21.83 0.63 22.69 03-2012 03-2024
23.13 23.15 23.96 22.32 0.58 23.14 02-2012 02-2024
23.95 23.85 25.19 22.62 0.91 23.9 01-2012 01-2024
23.31 22.84 24.23 21.93 0.83 23.08 12-2011 12-2023
21.36 21.07 22.49 19.95 0.9 21.22 11-2011 11-2023
20.43 20.56 21.43 19.57 0.66 20.5 10-2011 10-2023
20.32 20.41 20.99 19.75 0.44 20.37 09-2011 09-2023
20.08 19.61 20.61 19.08 0.57 19.84 08-2011 08-2023
18.92 19.3 19.72 18.51 0.45 19.11 07-2011 07-2023
18.67 18.78 19.36 18.09 0.45 18.73 06-2011 06-2023
18.29 18.32 18.86 17.75 0.39 18.3 05-2011 05-2023
17.29 17.56 17.95 16.9 0.38 17.42 04-2011 04-2023
17.8 17.83 18.53 17.1 0.51 17.81 03-2011 03-2023
18.36 18.51 19.41 17.46 0.69 18.44 02-2011 02-2023
18.15 17.99 19.34 16.81 0.9 18.07 01-2011 01-2023
17.8 18.07 19.02 16.86 0.77 17.94 12-2010 12-2022
18.21 17.7 18.67 17.24 0.54 17.95 11-2010 11-2022
17.6 17.88 18.21 17.27 0.35 17.74 10-2010 10-2022
18.25 18.7 19.28 17.67 0.59 18.48 09-2010 09-2022
18.54 18.56 19.18 17.92 0.45 18.55 08-2010 08-2022
18.13 18.65 19.09 17.7 0.52 18.39 07-2010 07-2022
18.29 19.68 20.26 17.72 1.02 18.99 06-2010 06-2022
19.72 20.53 21.79 18.48 1.2 20.13 05-2010 05-2022
20.65 21.45 21.74 20.36 0.56 21.05 04-2010 04-2022
20.31 21.18 21.73 19.77 0.76 20.75 03-2010 03-2022
20.38 21.3 21.86 19.83 0.79 20.84 02-2010 02-2022
20.97 21.16 22.2 19.95 0.8 21.07 01-2010 01-2022
20.64 21.13 21.6 20.17 0.53 20.88 12-2009 12-2021
21.6 21.17 22.59 20.2 0.86 21.39 11-2009 11-2021
21.14 21.48 22.36 20.26 0.75 21.31 10-2009 10-2021
21.62 21.16 22.23 20.55 0.62 21.39 09-2009 09-2021
21.25 21.54 22.34 20.46 0.67 21.4 08-2009 08-2021
22.36 21.33 23.11 20.59 0.96 21.85 07-2009 07-2021
21.47 21.62 22.28 20.82 0.52 21.55 06-2009 06-2021
23.14 21.67 23.97 20.87 1.21 22.41 05-2009 05-2021
23.59 23.45 24.51 22.53 0.7 23.52 04-2009 04-2021
24.45 23.49 25.27 22.69 0.97 23.97 03-2009 03-2021
22.59 22.88 23.94 21.53 0.86 22.73 02-2009 02-2021
22.51 21.84 23.34 21.01 0.86 22.18 01-2009 01-2021
22.68 21.59 23.53 20.75 1.06 22.14 12-2008 12-2020
21.95 20.64 23.2 19.42 1.41 21.3 11-2008 11-2020
21.64 16.26 22.17 15.76 2.96 18.96 10-2008 10-2020
15.3 13.63 16.35 12.61 1.45 14.47 09-2008 09-2020
12.69 12.53 13.47 11.76 0.61 12.61 08-2008 08-2020
13.08 12.3 13.89 11.5 0.89 12.69 07-2008 07-2020
11.14 10.51 13 8.69 1.54 10.83 06-2008 06-2020
7.75 7.34 8.36 6.73 0.59 7.54 05-2008 05-2020
7.72 7.63 9.44 5.94 1.24 7.68 04-2008 04-2020
7.47 8.88 11.65 4.81 2.47 8.2 03-2008 03-2020
9.01 8.35 9.89 7.48 0.88 8.68 02-2008 02-2020
8.71 5.57 9.4 4.91 1.94 7.15 01-2008 01-2020
5.75 5.23 6.23 4.76 0.55 5.49 12-2007 12-2019
7 6.39 7.27 6.13 0.46 6.7 11-2007 11-2019
7.8 6.87 8.46 6.22 0.86 7.34 10-2007 10-2019
8.39 8.37 9.28 7.49 0.63 8.38 09-2007 09-2019
9.5 9.04 10.09 8.46 0.6 9.27 08-2007 08-2019
8.7 9.22 9.56 8.37 0.46 8.96 07-2007 07-2019
9.74 9.39 10.11 9.02 0.4 9.57 06-2007 06-2019
10.09 9.69 10.82 8.97 0.67 9.89 05-2007 05-2019
11.94 10.7 12.16 10.48 0.74 11.32 04-2007 04-2019
12.03 11.64 12.42 11.25 0.44 11.84 03-2007 03-2019
11.02 10.22 11.61 9.64 0.75 10.62 02-2007 02-2019
10.33 10.38 10.96 9.75 0.43 10.36 01-2007 01-2019
11.14 10.91 11.83 10.23 0.57 11.03 12-2006 12-2018
11.76 11.01 12.12 10.65 0.58 11.38 11-2006 11-2018
11.8 12.35 13.04 11.12 0.71 12.08 10-2006 10-2018
13.81 14.47 15.73 12.57 1.14 14.14 09-2006 09-2018
16.24 15.54 16.82 14.97 0.7 15.89 08-2006 08-2018
16.21 15.64 17.19 14.67 0.91 15.93 07-2006 07-2018
16.34 14.6 17.45 13.52 1.52 15.48 06-2006 06-2018
14 12.93 14.98 11.97 1.13 13.47 05-2006 05-2018
12.58 12.83 13.65 11.77 0.67 12.71 04-2006 04-2018
13.58 12.97 14.31 12.25 0.76 13.28 03-2006 03-2018
13.91 14.76 15.27 13.41 0.72 14.34 02-2006 02-2018
15.74 15.87 16.53 15.09 0.51 15.81 01-2006 01-2018
15.8 16.14 16.73 15.22 0.55 15.97 12-2005 12-2017
16.98 16.34 17.46 15.86 0.61 16.66 11-2005 11-2017
16.99 16.14 17.83 15.31 0.94 16.57 10-2005 10-2017
15.74 15.69 16.62 14.83 0.63 15.72 09-2005 09-2017
16.25 15.92 16.96 15.21 0.63 16.09 08-2005 08-2017
17.49 16.79 17.97 16.32 0.63 17.14 07-2005 07-2017
17.55 17.57 18.01 17.11 0.32 17.56 06-2005 06-2017
17.63 17.7 18.37 16.97 0.5 17.67 05-2005 05-2017
17.79 17.6 18.2 17.19 0.36 17.7 04-2005 04-2017
17.46 17.09 17.99 16.56 0.52 17.27 03-2005 03-2017

Rolling return for 15 year

Average return: 16.92
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.44 18.41 18.64 17.21 0.61 17.93 04-2010 04-2025
18.14 18.99 19.43 17.71 0.68 18.57 03-2010 03-2025
18.63 19.76 20.2 18.19 0.82 19.2 02-2010 02-2025
19.22 20.25 21.07 18.41 1.01 19.74 01-2010 01-2025
20.62 20.85 21.23 20.24 0.36 20.73 12-2009 12-2024
21.07 20.73 21.86 19.95 0.69 20.9 11-2009 11-2024
20.96 21.28 21.99 20.26 0.62 21.12 10-2009 10-2024
22.1 21.78 22.64 21.25 0.5 21.94 09-2009 09-2024
22.31 22.41 23.06 21.66 0.5 22.36 08-2009 08-2024
23.13 22.61 24.05 21.7 0.85 22.87 07-2009 07-2024
21.61 22.59 23.12 21.09 0.8 22.1 06-2009 06-2024
23.54 22.74 24.58 21.71 1.05 23.14 05-2009 05-2024
24.29 24.09 24.94 23.44 0.54 24.19 04-2009 04-2024
24.78 24.26 25.68 23.36 0.84 24.52 03-2009 03-2024
24.46 24.27 25.13 23.6 0.55 24.37 02-2009 02-2024
23.88 23.65 24.87 22.67 0.78 23.77 01-2009 01-2024
23.91 23.08 24.65 22.35 0.86 23.5 12-2008 12-2023
23.03 21.89 23.95 20.99 1.12 22.46 11-2008 11-2023
22.7 18.72 23.52 17.93 2.43 20.72 10-2008 10-2023
18.3 16.6 18.82 16.08 1.14 17.45 09-2008 09-2023
16.06 15.7 16.47 15.29 0.44 15.88 08-2008 08-2023
16.66 15.97 17.28 15.35 0.72 16.32 07-2008 07-2023
15.58 14.07 16.11 13.54 1.05 14.82 06-2008 06-2023
12.91 12.49 13.34 12.06 0.48 12.7 05-2008 05-2023
13.26 12.26 13.77 11.76 0.79 12.76 04-2008 04-2023
13.69 11.99 14.25 11.43 1.16 12.84 03-2008 03-2023
11.75 11.28 12.54 10.49 0.74 11.52 02-2008 02-2023
12.07 9.81 12.98 8.93 1.64 10.95 01-2008 01-2023
10.26 10.33 11.17 9.43 0.62 10.3 12-2007 12-2022
11.85 11.46 12.2 11.11 0.41 11.66 11-2007 11-2022
12.61 11.75 13.08 11.29 0.7 12.18 10-2007 10-2022
13.36 13.39 14.15 12.61 0.54 13.38 09-2007 09-2022
14.31 13.93 14.8 13.44 0.5 14.12 08-2007 08-2022
12.71 13.16 13.44 12.44 0.39 12.94 07-2007 07-2022
13.07 13.98 14.58 12.48 0.81 13.53 06-2007 06-2022
14.52 15.16 16.1 13.59 0.92 14.84 05-2007 05-2022
17.27 16.89 18.12 16.05 0.74 17.08 04-2007 04-2022
16.85 17.3 17.95 16.2 0.64 17.08 03-2007 03-2022
15.95 15.92 17.09 14.79 0.81 15.94 02-2007 02-2022
15.91 16.36 16.85 15.43 0.53 16.14 01-2007 01-2022
16.29 16.26 17.03 15.52 0.53 16.27 12-2006 12-2021
16.43 16.25 17.19 15.51 0.6 16.34 11-2006 11-2021
16.9 17.27 17.84 16.33 0.55 17.09 10-2006 10-2021
17.77 17.22 18.25 16.75 0.56 17.5 09-2006 09-2021
17.86 17.67 18.71 16.83 0.67 17.77 08-2006 08-2021
18.45 17.77 19.04 17.2 0.69 18.12 07-2006 07-2021
18.72 17.03 19.35 16.41 1.2 17.88 06-2006 06-2021
15.78 14.74 16.4 14.13 0.88 15.26 05-2006 05-2021
14.37 14.39 15.05 13.71 0.47 14.38 04-2006 04-2021
14.77 14.29 15.37 13.7 0.61 14.53 03-2006 03-2021
14.46 15.07 15.48 14.06 0.55 14.77 02-2006 02-2021
14.88 14.99 15.5 14.36 0.4 14.93 01-2006 01-2021
15.08 15.26 15.73 14.62 0.4 15.17 12-2005 12-2020
15.39 15.43 16.33 14.5 0.65 15.41 11-2005 11-2020
15.55 14.61 15.95 14.22 0.7 15.08 10-2005 10-2020
14.37 14.47 15.2 13.65 0.55 14.42 09-2005 09-2020
14.72 14.53 15.35 13.91 0.51 14.63 08-2005 08-2020
15.01 14.74 15.66 14.08 0.57 14.87 07-2005 07-2020
14.18 15.36 15.7 13.84 0.78 14.77 06-2005 06-2020
13.97 13.97 14.49 13.46 0.36 13.97 05-2005 05-2020
13.16 14.14 14.61 12.7 0.76 13.65 04-2005 04-2020
12.49 15.26 15.97 11.8 1.77 13.88 03-2005 03-2020