NIFTY ALPHA QUALITY LOW-VOLATILITY 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.13
Weighted mean XIRR by duration 18.07
Mean XIRR 22.89
Standard deviation XIRR 10.77
Range XIRR 28.66

Summary

Duration Min Max Median Average XIRR (%)
1 year 7.75 63.66 47.66 44.23
3 year 12.00 23.57 19.09 19.04
5 year 15.45 23.84 18.93 19.31
7 year 12.68 17.84 15.46 15.57
10 year 12.76 18.13 16.74 16.30

Rolling return for 1 year

Average return: 44.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.3 17.35 21.21 7.75 5.22 14.4 01-2024 01-2025
26.49 23.16 32.03 17.99 5.1 24.92 12-2023 12-2024
39.19 33.74 47.67 26.06 7.88 36.66 11-2023 11-2024
46.9 56.38 62.43 41.43 8.15 51.78 10-2023 10-2024
57.1 57.09 63.66 50.8 4.55 57.16 09-2023 09-2024
51.21 54.34 58.28 47.44 3.99 52.82 08-2023 08-2024
50.04 53.12 59.07 44.43 5.29 51.66 07-2023 07-2024
43.42 50.94 56.56 38.28 6.99 47.3 06-2023 06-2024
46.71 50.25 56.83 40.55 5.89 48.59 05-2023 05-2024
49.01 47.67 54 42.89 3.96 48.39 04-2023 04-2024
51.16 50.74 56.86 45.26 4.1 51 03-2023 03-2024
44.35 47.64 52.52 39.72 4.67 46.06 02-2023 02-2024

Rolling return for 3 year

Average return: 19.04
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.6 15.23 18.94 12 2.46 15.44 01-2022 01-2025
17.38 16.7 19.06 15.05 1.44 17.05 12-2021 12-2024
16.17 16.6 18.48 14.33 1.48 16.4 11-2021 11-2024
17.39 19.12 21.39 15.2 2.27 18.28 10-2021 10-2024
19.97 19.38 21.62 17.77 1.38 19.68 09-2021 09-2024
20.98 20.4 22.84 18.58 1.52 20.7 08-2021 08-2024
21.18 22.59 23.57 20.23 1.28 21.89 07-2021 07-2024
19.03 21.55 22.56 18.05 1.83 20.3 06-2021 06-2024
20.67 20.73 23.38 18.07 1.88 20.71 05-2021 05-2024
19.51 19.58 20.83 18.28 0.9 19.55 04-2021 04-2024
20.11 19.74 21.6 18.27 1.18 19.93 03-2021 03-2024
18.68 18.36 20.88 16.2 1.66 18.53 02-2021 02-2024

Rolling return for 5 year

Average return: 19.31
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.4 18.42 19.42 16.42 1.12 17.92 01-2020 01-2025
19.12 19.47 20.15 18.45 0.61 19.3 12-2019 12-2024
18.57 18.97 19.98 17.57 0.86 18.77 11-2019 11-2024
20.17 21.07 22.61 18.66 1.43 20.63 10-2019 10-2024
22.83 22.04 23.84 21.04 1.03 22.44 09-2019 09-2024
22.34 22.32 23.47 21.21 0.8 22.34 08-2019 08-2024
21.86 21.79 23.3 20.38 1.03 21.83 07-2019 07-2024
18.71 19.78 20.8 17.7 1.16 19.25 06-2019 06-2024
18.57 18.89 20.17 17.31 1.02 18.74 05-2019 05-2024
16.61 16.95 17.38 16.18 0.44 16.78 04-2019 04-2024
16.79 17.1 17.66 16.24 0.51 16.95 03-2019 03-2024
16.75 16.73 18.05 15.45 0.92 16.74 02-2019 02-2024

Rolling return for 7 year

Average return: 15.57
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.89 14.06 14.27 12.68 0.7 13.48 01-2018 01-2025
14.65 14.48 15.35 13.78 0.56 14.57 12-2017 12-2024
14.63 15.14 15.6 14.17 0.54 14.89 11-2017 11-2024
15.85 16.89 17.52 15.23 0.89 16.37 10-2017 10-2024
17.16 16.97 17.84 16.29 0.55 17.06 09-2017 09-2024
16.56 16.67 17.32 15.91 0.5 16.62 08-2017 08-2024
16.52 16.91 17.5 15.94 0.57 16.72 07-2017 07-2024
15.49 16.45 16.95 15 0.77 15.97 06-2017 06-2024
15.42 15.89 16.52 14.79 0.63 15.66 05-2017 05-2024
14.97 14.93 15.51 14.39 0.4 14.95 04-2017 04-2024
15.38 15.31 15.99 14.7 0.46 15.34 03-2017 03-2024
14.99 15.39 15.89 14.48 0.52 15.19 02-2017 02-2024

Rolling return for 10 year

Average return: 16.30
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.74 13.72 14.71 12.76 0.69 13.73 01-2015 01-2025
14.78 14.51 15.27 14.02 0.45 14.64 12-2014 12-2024
14.7 14.78 15.38 14.1 0.45 14.74 11-2014 11-2024
15.94 16.43 17.11 15.27 0.67 16.19 10-2014 10-2024
16.73 16.59 17.21 16.11 0.39 16.66 09-2014 09-2024
17.14 16.84 17.68 16.3 0.5 16.99 08-2014 08-2024
17.19 17.42 17.87 16.74 0.41 17.3 07-2014 07-2024
17.09 17.14 18.13 16.12 0.71 17.12 06-2014 06-2024
17.26 17.61 18.05 16.83 0.45 17.44 05-2014 05-2024
16.74 16.85 17.12 16.47 0.23 16.8 04-2014 04-2024
17.05 16.92 17.48 16.49 0.35 16.98 03-2014 03-2024
16.94 17.14 17.59 16.5 0.39 17.04 02-2014 02-2024