NIFTY ALPHA QUALITY VALUE LOW-VOLATILITY 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.16
Weighted mean XIRR by duration 20.74
Mean XIRR 26.96
Standard deviation XIRR 12.49
Range XIRR 34.06

Summary

Duration Min Max Median Average XIRR (%)
1 year 7.45 69.32 56.78 51.11
3 year 19.41 30.36 25.98 25.73
5 year 19.44 27.09 22.77 22.98
7 year 14.90 20.44 17.76 17.95
10 year 14.20 18.69 17.34 17.05

Rolling return for 1 year

Average return: 51.11
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.06 15.63 21.67 7.45 5.11 14.45 01-2024 01-2025
29.78 25.44 35.77 19.9 5.82 27.72 12-2023 12-2024
44.85 37.79 53.56 29.98 8.71 41.54 11-2023 11-2024
52.44 58.67 65.72 45.97 7.32 55.7 10-2023 10-2024
61.76 59.61 67.63 54.01 4.88 60.75 09-2023 09-2024
56.7 62.34 65.47 53.73 4.61 59.56 08-2023 08-2024
58.22 61.52 69.32 50.92 6.61 60 07-2023 07-2024
50.05 57.3 66.39 41.86 9.05 53.9 06-2023 06-2024
56.86 61.43 68.13 50.61 6.4 59.26 05-2023 05-2024
58.61 58.6 65.13 52.34 4.52 58.67 04-2023 04-2024
60.41 62.01 68.69 54.07 5.2 61.29 03-2023 03-2024
59.2 61.55 66.65 54.32 4.44 60.43 02-2023 02-2024

Rolling return for 3 year

Average return: 25.73
Min Max Min-Max Max-Min Standard Deviation Mean From To
22.63 22.37 25.67 19.41 2.22 22.52 01-2022 01-2025
24.89 24.4 26.78 22.54 1.51 24.65 12-2021 12-2024
23.8 23.94 26.23 21.55 1.66 23.88 11-2021 11-2024
24.38 25.31 27.89 21.87 2.15 24.86 10-2021 10-2024
26.29 25.62 27.8 24.13 1.32 25.96 09-2021 09-2024
27.44 27.23 29.78 24.94 1.71 27.35 08-2021 08-2024
27.44 29.45 30.36 26.55 1.52 28.45 07-2021 07-2024
24.2 27.2 28.55 22.89 2.26 25.71 06-2021 06-2024
27.04 27.17 30.01 24.26 2.03 27.12 05-2021 05-2024
25.95 26.23 27.66 24.55 1.1 26.1 04-2021 04-2024
26.26 26.39 28.4 24.29 1.45 26.34 03-2021 03-2024
26.02 25.67 27.96 23.76 1.49 25.85 02-2021 02-2024

Rolling return for 5 year

Average return: 22.98
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.69 22.52 23.49 20.74 1.02 22.11 01-2020 01-2025
23.46 23.83 24.58 22.72 0.67 23.65 12-2019 12-2024
22.73 23.21 24.17 21.78 0.86 22.97 11-2019 11-2024
24.25 24.88 26.35 22.81 1.27 24.57 10-2019 10-2024
26.19 25.67 27.09 24.78 0.84 25.93 09-2019 09-2024
25.71 26.15 27.08 24.78 0.83 25.93 08-2019 08-2024
25.13 25.35 26.84 23.66 1.13 25.24 07-2019 07-2024
21.21 22.73 23.74 20.22 1.36 21.98 06-2019 06-2024
21.73 22.27 23.43 20.58 1.03 22 05-2019 05-2024
19.93 20.4 20.9 19.44 0.54 20.17 04-2019 04-2024
20.13 20.72 21.34 19.51 0.68 20.42 03-2019 03-2024
20.87 20.68 21.98 19.58 0.85 20.78 02-2019 02-2024

Rolling return for 7 year

Average return: 17.95
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.44 16.11 16.66 14.9 0.67 15.78 01-2018 01-2025
17.26 17.04 18.02 16.29 0.62 17.15 12-2017 12-2024
17.15 17.72 18.13 16.75 0.53 17.44 11-2017 11-2024
18.24 19.03 19.66 17.62 0.77 18.64 10-2017 10-2024
19.45 19.4 20.06 18.79 0.45 19.42 09-2017 09-2024
19.13 19.43 20.06 18.51 0.56 19.28 08-2017 08-2024
19.28 19.72 20.44 18.57 0.68 19.5 07-2017 07-2024
17.67 18.8 19.42 17.06 0.93 18.24 06-2017 06-2024
17.8 18.32 18.98 17.15 0.67 18.06 05-2017 05-2024
16.99 17.25 17.67 16.58 0.4 17.12 04-2017 04-2024
17.13 17.49 17.97 16.65 0.48 17.31 03-2017 03-2024
17.43 17.58 18.2 16.81 0.49 17.5 02-2017 02-2024

Rolling return for 10 year

Average return: 17.05
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.17 15.04 16.02 14.2 0.65 15.11 01-2015 01-2025
15.99 15.63 16.51 15.11 0.51 15.81 12-2014 12-2024
15.64 15.82 16.31 15.15 0.42 15.73 11-2014 11-2024
16.81 17.08 17.79 16.11 0.6 16.95 10-2014 10-2024
17.39 17.3 17.81 16.89 0.33 17.35 09-2014 09-2024
17.74 17.71 18.38 17.07 0.46 17.73 08-2014 08-2024
17.65 17.92 18.45 17.13 0.48 17.79 07-2014 07-2024
17.07 17.39 18.29 16.18 0.75 17.23 06-2014 06-2024
17.86 17.79 18.69 16.97 0.61 17.83 05-2014 05-2024
17.37 17.61 17.84 17.14 0.26 17.49 04-2014 04-2024
17.58 17.68 18.17 17.09 0.38 17.63 03-2014 03-2024
17.95 18 18.49 17.46 0.36 17.98 02-2014 02-2024