NIFTY ALPHA LOW-VOLATILITY 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.22
Weighted mean XIRR by duration 18.68
Mean XIRR 23.26
Standard deviation XIRR 10.45
Range XIRR 28.22

Summary

Duration Min Max Median Average XIRR (%)
1 year 4.39 63.33 47.42 43.97
3 year 12.14 24.84 20.27 20.08
5 year 15.39 23.21 18.41 18.72
7 year 12.07 17.86 16.02 15.75
10 year 13.78 19.58 18.36 17.76

Rolling return for 1 year

Average return: 43.97
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.92 13.86 18.8 4.39 5.39 11.49 01-2024 01-2025
25.21 21.53 30.47 16.63 5.06 23.46 12-2023 12-2024
37.75 33.12 46.36 25.29 7.63 35.63 11-2023 11-2024
47.25 55.2 61.32 41.66 7.5 51.36 10-2023 10-2024
55 57.19 63.33 49.18 5.06 56.18 09-2023 09-2024
49.91 53.4 57.74 45.79 4.4 51.71 08-2023 08-2024
46.98 50.59 56.59 41.35 5.54 48.88 07-2023 07-2024
42.09 47.26 53.97 35.9 6.65 44.8 06-2023 06-2024
47.58 50.33 55.22 42.94 4.45 49.02 05-2023 05-2024
52.21 51.17 57.78 45.83 4.24 51.75 04-2023 04-2024
53.38 55.04 59.52 49.08 3.74 54.26 03-2023 03-2024
46.95 51.03 56.03 42.24 5.08 49.06 02-2023 02-2024

Rolling return for 3 year

Average return: 20.08
Min Max Min-Max Max-Min Standard Deviation Mean From To
16 15.44 19.41 12.14 2.58 15.75 01-2022 01-2025
17.78 16.95 19.41 15.36 1.46 17.38 12-2021 12-2024
16.82 17.26 19.21 14.91 1.53 17.05 11-2021 11-2024
18.46 19.61 22.12 16.03 2.19 19.06 10-2021 10-2024
19.81 20.16 21.92 18.09 1.36 20 09-2021 09-2024
21.16 20.53 23.23 18.51 1.68 20.86 08-2021 08-2024
21.19 22.7 23.78 20.14 1.39 21.95 07-2021 07-2024
19.44 21.26 22.68 18.06 1.76 20.36 06-2021 06-2024
22.07 21.61 24.14 19.58 1.62 21.85 05-2021 05-2024
21.95 21.83 23.42 20.38 1.08 21.9 04-2021 04-2024
23.22 22.95 24.84 21.36 1.23 23.09 03-2021 03-2024
21.75 21.75 24.21 19.34 1.72 21.76 02-2021 02-2024

Rolling return for 5 year

Average return: 18.72
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.38 17.41 18.42 15.39 1.13 16.9 01-2020 01-2025
18.2 18.52 19.18 17.55 0.59 18.36 12-2019 12-2024
17.75 18.53 19.18 17.1 0.79 18.14 11-2019 11-2024
19.76 20.67 21.97 18.48 1.28 20.22 10-2019 10-2024
21.93 21.45 23.21 20.18 1.08 21.69 09-2019 09-2024
21.05 21.61 22.29 20.38 0.7 21.33 08-2019 08-2024
20.01 20.25 21.54 18.74 0.99 20.14 07-2019 07-2024
17.16 18.36 19.06 16.48 1.01 17.76 06-2019 06-2024
18.34 18.1 19.54 16.91 0.93 18.22 05-2019 05-2024
16.93 17.37 17.77 16.53 0.47 17.15 04-2019 04-2024
17.46 17.5 18.39 16.58 0.64 17.48 03-2019 03-2024
17.14 17.33 18.55 15.93 0.93 17.24 02-2019 02-2024

Rolling return for 7 year

Average return: 15.75
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.39 13.47 13.8 12.07 0.72 12.93 01-2018 01-2025
14.24 14.08 14.91 13.41 0.53 14.16 12-2017 12-2024
14.36 14.77 15.35 13.78 0.57 14.56 11-2017 11-2024
15.63 16.39 17.15 14.88 0.85 16.01 10-2017 10-2024
16.8 16.86 17.68 15.99 0.6 16.83 09-2017 09-2024
16.75 16.96 17.6 16.12 0.53 16.86 08-2017 08-2024
16.8 16.97 17.86 15.92 0.69 16.89 07-2017 07-2024
15.67 16.55 17 15.22 0.7 16.11 06-2017 06-2024
16.04 16.13 16.88 15.3 0.56 16.09 05-2017 05-2024
15.9 15.81 16.5 15.22 0.45 15.86 04-2017 04-2024
16.38 16.35 17.04 15.7 0.47 16.37 03-2017 03-2024
16.11 16.52 17.11 15.53 0.58 16.32 02-2017 02-2024

Rolling return for 10 year

Average return: 17.76
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.83 14.78 15.83 13.78 0.73 14.8 01-2015 01-2025
16.01 15.61 16.49 15.14 0.5 15.81 12-2014 12-2024
15.99 15.99 16.7 15.29 0.5 15.99 11-2014 11-2024
17.37 17.69 18.45 16.62 0.66 17.53 10-2014 10-2024
18.05 18.03 18.67 17.42 0.44 18.04 09-2014 09-2024
18.48 18.3 19.09 17.7 0.5 18.39 08-2014 08-2024
18.48 18.68 19.23 17.93 0.47 18.58 07-2014 07-2024
18.43 18.35 19.38 17.4 0.7 18.39 06-2014 06-2024
18.93 19.05 19.53 18.45 0.38 18.99 05-2014 05-2024
18.62 18.9 19.05 18.47 0.23 18.76 04-2014 04-2024
18.89 18.84 19.36 18.37 0.35 18.87 03-2014 03-2024
18.87 19.04 19.58 18.33 0.45 18.95 02-2014 02-2024