NIFTY BHARAT BOND INDEX - APRIL 2030

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.44
Weighted mean CAGR by duration -5.35
Mean CAGR -6
Standard deviation CAGR 13.69
Range for CAGR 38.45

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.22 10.77 8.82 8.66
3 year -55.97 8.68 6.10 -2.96
5 year -36.92 8.34 -34.28 -28.41
7 year -25.49 -21.28 -23.85 -23.55
10 year -8.94 30.87 14.80 10.04
12 year -11.03 15.91 -5.24 -3.12
15 year -7.59 3.19 -3.13 -2.63

Rolling return for 1 year

Average return: 8.66
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.4 9.37 10.43 9.35 0.53 9.89 05-2024 05-2025
9.08 10.36 10.77 8.68 0.87 9.72 04-2024 04-2025
7.97 8.8 9.57 7.21 0.88 8.39 03-2024 03-2025
8.7 8.23 9.13 7.8 0.5 8.46 02-2024 02-2025
8.87 8.91 9.73 8.06 0.59 8.89 01-2024 01-2025
9.4 8.79 9.68 8.51 0.47 9.09 12-2023 12-2024
9.44 9.07 9.89 8.62 0.47 9.25 11-2023 11-2024
9.45 9.43 9.99 8.9 0.39 9.44 10-2023 10-2024
8.27 8.92 9.44 7.75 0.64 8.59 09-2023 09-2024
7.94 8.31 8.85 7.4 0.53 8.12 08-2023 08-2024
7.08 7.68 8.25 6.51 0.65 7.38 07-2023 07-2024
6.56 6.8 7.14 6.22 0.34 6.68 06-2023 06-2024

Rolling return for 3 year

Average return: -2.96
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.67 7.88 8.68 7.87 0.4 8.28 05-2022 05-2025
7.54 7.46 8.1 6.91 0.42 7.5 04-2022 04-2025
6.61 6.94 7.13 6.42 0.28 6.77 03-2022 03-2025
7.11 6.58 7.25 6.44 0.34 6.85 02-2022 02-2025
6.6 6.66 6.88 6.38 0.18 6.63 01-2022 01-2025
6.33 6.24 6.43 6.15 0.1 6.29 12-2021 12-2024
6.39 6.28 6.54 6.13 0.15 6.33 11-2021 11-2024
6.35 6.35 6.53 6.18 0.12 6.35 10-2021 10-2024
6.21 6.08 6.59 5.71 0.31 6.15 09-2021 09-2024
6.41 6.3 6.71 6 0.25 6.36 08-2021 08-2024
6.01 6.26 6.39 5.87 0.2 6.13 07-2021 07-2024
5.88 5.64 6.07 5.45 0.24 5.76 06-2021 06-2024
5.86 5.84 6.2 5.5 0.25 5.85 05-2021 05-2024
5.98 5.77 6.11 5.64 0.18 5.88 04-2021 04-2024
6.7 6.03 6.95 5.78 0.48 6.37 03-2021 03-2024
6.46 6.09 6.75 5.79 0.36 6.27 02-2021 02-2024
5.32 5.34 5.58 5.08 0.18 5.33 01-2021 01-2024
5.21 5.28 5.5 4.99 0.18 5.25 12-2020 12-2023
5.12 5.09 5.39 4.82 0.2 5.11 11-2020 11-2023
5.74 5.03 5.92 4.85 0.45 5.38 10-2020 10-2023
5.82 5.57 5.99 5.4 0.23 5.7 09-2020 09-2023
6.08 5.38 6.26 5.2 0.45 5.73 08-2020 08-2023
5.81 5.32 6 5.13 0.35 5.56 07-2020 07-2023
6.67 5.96 6.78 5.84 0.42 6.31 06-2020 06-2023
7.15 6.57 7.5 6.22 0.5 6.86 05-2020 05-2023
7.64 6.68 8.28 6.05 0.86 7.16 04-2020 04-2023
7.76 6.37 8.17 5.96 0.92 7.06 03-2020 03-2023
7.37 6.38 7.48 6.28 0.55 6.88 02-2020 02-2023
7.56 7.27 7.65 7.18 0.2 7.41 01-2020 01-2023
8.01 7.49 8.13 7.37 0.33 7.75 12-2019 12-2022
6.95 -55.77 7.44 -55.97 31.53 -24.34 11-2019 11-2022
-54.15 -55.25 -53.96 -55.43 0.65 -54.7 10-2019 10-2022
-53.34 -55.14 -53.09 -55.38 1.03 -54.24 09-2019 09-2022
-53.28 -54.32 -53.04 -54.55 0.65 -53.8 08-2019 08-2022
-54.46 -55.7 -54.23 -55.93 0.74 -55.08 07-2019 07-2022
-55.3 -55.7 -55.15 -55.85 0.29 -55.5 06-2019 06-2022

Rolling return for 5 year

Average return: -28.41
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.66 7.11 7.67 7.1 0.28 7.38 05-2020 05-2025
8.01 7.38 8.34 7.05 0.51 7.7 04-2020 04-2025
8 7.23 8.32 6.91 0.57 7.62 03-2020 03-2025
7.71 7.14 7.8 7.05 0.33 7.42 02-2020 02-2025
7.7 7.65 7.87 7.48 0.14 7.68 01-2020 01-2025
7.98 7.65 8.03 7.59 0.19 7.81 12-2019 12-2024
7.5 -36.83 7.59 -36.88 22.2 -14.66 11-2019 11-2024
-35.23 -36.27 -35.17 -36.33 0.55 -35.75 10-2019 10-2024
-34.74 -36.33 -34.6 -36.47 0.87 -35.53 09-2019 09-2024
-34.73 -35.69 -34.62 -35.8 0.54 -35.21 08-2019 08-2024
-35.67 -36.78 -35.53 -36.92 0.63 -36.23 07-2019 07-2024
-36.32 -36.73 -36.25 -36.79 0.24 -36.52 06-2019 06-2024
-35.37 -36.74 -35.25 -36.86 0.75 -36.05 05-2019 05-2024
-35.59 -35.99 -35.54 -36.04 0.23 -35.79 04-2019 04-2024
-34.52 -35.84 -34.43 -35.93 0.71 -35.18 03-2019 03-2024
-34.49 -35.01 -34.38 -35.12 0.32 -34.75 02-2019 02-2024
-34.63 -35.22 -34.53 -35.31 0.35 -34.92 01-2019 01-2024
-34.36 -35.2 -34.25 -35.3 0.48 -34.78 12-2018 12-2023
-34.18 -35.09 -34.08 -35.19 0.51 -34.64 11-2018 11-2023
-33.49 -34.35 -33.42 -34.41 0.46 -33.92 10-2018 10-2023
-33.91 -35.54 -33.85 -35.6 0.85 -34.72 09-2018 09-2023
-35.3 -35.68 -35.23 -35.75 0.23 -35.49 08-2018 08-2023
-34.66 -35.61 -34.59 -35.68 0.51 -35.13 07-2018 07-2023
-34.58 -35.05 -34.54 -35.1 0.26 -34.82 06-2018 06-2023
-34.49 -35.03 -34.36 -35.15 0.34 -34.76 05-2018 05-2023
-34.1 -34.6 -33.87 -34.83 0.38 -34.35 04-2018 04-2023
-33.98 -34.53 -33.83 -34.68 0.36 -34.25 03-2018 03-2023
-34.4 -35.65 -34.36 -35.69 0.65 -35.02 02-2018 02-2023
-34.54 -35.72 -34.51 -35.76 0.61 -35.13 01-2018 01-2023
-34.26 -34.79 -34.22 -34.83 0.29 -34.52 12-2017 12-2022
-34.62 -34.88 -34.44 -35.05 0.23 -34.75 11-2017 11-2022
-34.31 -34.67 -34.15 -34.82 0.27 -34.49 10-2017 10-2022
-34.11 -34.62 -33.9 -34.82 0.37 -34.36 09-2017 09-2022
-34.2 -34.67 -34 -34.87 0.35 -34.44 08-2017 08-2022
-33.96 -34.85 -33.75 -35.05 0.56 -34.4 07-2017 07-2022
-34.04 -34.41 -33.9 -34.54 0.26 -34.22 06-2017 06-2022
-33.51 -33.9 -33.21 -34.19 0.37 -33.7 05-2017 05-2022
-32.79 -33.21 -32.55 -33.45 0.35 -33 04-2017 04-2022
-31.86 -32.75 -31.79 -32.82 0.48 -32.3 03-2017 03-2022
-31.56 -32.22 -31.3 -32.48 0.48 -31.89 02-2017 02-2022
-30.26 -31.54 -30.17 -31.63 0.69 -30.9 01-2017 01-2022
-29.99 -30.85 -29.91 -30.92 0.47 -30.42 12-2016 12-2021
-30.56 -31.83 -30.45 -31.93 0.69 -31.19 11-2016 11-2021
-31.3 -31.97 -31.23 -32.04 0.37 -31.64 10-2016 10-2021
-31.6 -32.3 -31.41 -32.49 0.46 -31.95 09-2016 09-2021
-31.27 -32.09 -31.11 -32.25 0.5 -31.68 08-2016 08-2021
-30.77 -31.78 -30.72 -31.83 0.53 -31.27 07-2016 07-2021
-30.03 -30.69 -29.86 -30.85 0.42 -30.36 06-2016 06-2021

Rolling return for 7 year

Average return: -23.55
Min Max Min-Max Max-Min Standard Deviation Mean From To
-24.34 -24.89 -24.34 -24.89 0.28 -24.62 05-2018 05-2025
-24 -24.43 -23.83 -24.6 0.31 -24.21 04-2018 04-2025
-23.94 -24.36 -23.78 -24.52 0.3 -24.15 03-2018 03-2025
-24.31 -25.34 -24.27 -25.38 0.54 -24.82 02-2018 02-2025
-24.49 -25.41 -24.4 -25.49 0.5 -24.95 01-2018 01-2025
-24.26 -24.7 -24.23 -24.73 0.24 -24.48 12-2017 12-2024
-24.47 -24.79 -24.43 -24.83 0.18 -24.63 11-2017 11-2024
-24.14 -24.51 -24.09 -24.56 0.21 -24.33 10-2017 10-2024
-24.13 -24.61 -24.02 -24.72 0.3 -24.37 09-2017 09-2024
-24.24 -24.7 -24.15 -24.79 0.28 -24.47 08-2017 08-2024
-23.99 -24.77 -23.87 -24.89 0.45 -24.38 07-2017 07-2024
-24.01 -24.36 -23.95 -24.42 0.21 -24.19 06-2017 06-2024
-23.66 -24.12 -23.55 -24.22 0.29 -23.89 05-2017 05-2024
-23.29 -23.78 -23.25 -23.82 0.27 -23.54 04-2017 04-2024
-22.71 -23.41 -22.63 -23.49 0.39 -23.06 03-2017 03-2024
-22.38 -23.03 -22.29 -23.13 0.38 -22.71 02-2017 02-2024
-21.51 -22.53 -21.42 -22.61 0.55 -22.02 01-2017 01-2024
-21.43 -22.09 -21.34 -22.18 0.38 -21.76 12-2016 12-2023
-21.87 -22.89 -21.79 -22.97 0.55 -22.38 11-2016 11-2023
-22.48 -23.02 -22.42 -23.08 0.3 -22.75 10-2016 10-2023
-22.65 -23.32 -22.6 -23.37 0.36 -22.98 09-2016 09-2023
-22.28 -23.03 -22.23 -23.08 0.4 -22.66 08-2016 08-2023
-21.92 -22.72 -21.86 -22.78 0.43 -22.32 07-2016 07-2023
-21.31 -21.94 -21.28 -21.97 0.33 -21.62 06-2016 06-2023

Rolling return for 10 year

Average return: 10.04
Min Max Min-Max Max-Min Standard Deviation Mean From To
-6.53 -7.75 -6.47 -7.81 0.64 -7.14 01-2011 01-2021
-6.54 -7.75 -6.48 -7.81 0.64 -7.14 12-2010 12-2020
-7.24 -8.64 -7.16 -8.72 0.74 -7.94 11-2010 11-2020
-8.33 -8.44 -8.1 -8.67 0.21 -8.38 10-2010 10-2020
-8.02 -8.38 -7.91 -8.49 0.24 -8.2 09-2010 09-2020
-7.79 -8.12 -7.55 -8.35 0.31 -7.95 08-2010 08-2020
-7.52 -7.64 -7.34 -7.82 0.17 -7.58 07-2010 07-2020
-7.12 -7.57 -6.9 -7.78 0.35 -7.34 06-2010 06-2020
-7.06 -8.08 -6.82 -8.32 0.64 -7.57 05-2010 05-2020
-8.42 -8.3 -8.01 -8.71 0.25 -8.36 04-2010 04-2020
-8.13 -7.95 -7.67 -8.42 0.27 -8.04 03-2010 03-2020
-7.73 -7.95 -7.44 -8.24 0.29 -7.84 02-2010 02-2020
-8.05 -8.84 -7.95 -8.94 0.45 -8.45 01-2010 01-2020
-7.92 -8.2 -7.76 -8.37 0.24 -8.06 12-2009 12-2019
-6.58 20.34 21.92 -7.79 14.17 6.97 11-2009 11-2019
19.65 19.27 20.67 18.26 0.86 19.46 10-2009 10-2019
18.79 19.62 20.39 18.02 0.89 19.2 09-2009 09-2019
20.21 19.32 21.21 18.34 1.06 19.77 08-2009 08-2019
23.37 21.66 24.58 20.47 1.57 22.52 07-2009 07-2019
22.62 21.15 23.07 20.7 0.99 21.88 06-2009 06-2019
25.47 22.13 26.95 20.71 2.5 23.82 05-2009 05-2019
28.05 25.96 28.5 25.52 1.29 27.01 04-2009 04-2019
29.46 28.7 30.87 27.3 1.29 29.08 03-2009 03-2019
28.33 27.6 28.95 26.98 0.74 27.96 02-2009 02-2019
27.91 25.99 28.58 25.33 1.33 26.95 01-2009 01-2019
27.14 26.03 28.07 25.11 1.12 26.59 12-2008 12-2018
26.58 25.02 27.56 24.06 1.35 25.8 11-2008 11-2018
25.73 19.9 26.61 19.06 3.37 22.82 10-2008 10-2018
19.74 18.32 21.3 16.8 1.67 19.04 09-2008 09-2018
18.4 17.84 18.81 17.43 0.53 18.12 08-2008 08-2018
18.35 18.34 19.29 17.41 0.66 18.35 07-2008 07-2018
17.73 16.26 18.19 15.8 0.99 17 06-2008 06-2018
15.28 14.84 15.86 14.26 0.59 15.06 05-2008 05-2018
15.66 14.57 16.31 13.93 0.93 15.12 04-2008 04-2018
16.72 14.18 17.34 13.57 1.61 15.45 03-2008 03-2018
14.47 13.77 15.61 12.65 1.08 14.12 02-2008 02-2018
14.04 10.84 15.11 9.81 2.19 12.45 01-2008 01-2018
11.4 10.32 11.89 9.84 0.82 10.86 12-2007 12-2017
13.11 12.15 13.49 11.77 0.7 12.63 11-2007 11-2017
13.9 12.95 14.34 12.5 0.73 13.42 10-2007 10-2017
14.76 14.03 15.39 13.4 0.75 14.39 09-2007 09-2017
16.17 15.64 16.77 15.05 0.64 15.91 08-2007 08-2017

Rolling return for 12 year

Average return: -3.12
Min Max Min-Max Max-Min Standard Deviation Mean From To
-4.78 -5.85 -4.76 -5.87 0.55 -5.31 01-2011 01-2023
-4.77 -5.83 -4.75 -5.85 0.54 -5.3 12-2010 12-2022
-5.44 -6.6 -5.33 -6.7 0.63 -6.02 11-2010 11-2022
-6.29 -6.48 -6.2 -6.58 0.15 -6.39 10-2010 10-2022
-5.98 -6.25 -5.85 -6.37 0.21 -6.11 09-2010 09-2022
-5.72 -6.08 -5.6 -6.2 0.25 -5.9 08-2010 08-2022
-5.65 -5.78 -5.53 -5.9 0.14 -5.71 07-2010 07-2022
-5.2 -5.68 -5.11 -5.76 0.29 -5.44 06-2010 06-2022
-4.98 -5.88 -4.8 -6.05 0.54 -5.43 05-2010 05-2022
-5.76 -5.88 -5.62 -6.02 0.15 -5.82 04-2010 04-2022
-5.32 -5.52 -5.27 -5.56 0.12 -5.42 03-2010 03-2022
-5.18 -5.47 -5.04 -5.62 0.23 -5.33 02-2010 02-2022
-5.35 -6.07 -5.3 -6.11 0.38 -5.71 01-2010 01-2022
-5.08 -5.42 -5.04 -5.46 0.19 -5.25 12-2009 12-2021
-4.12 -5.1 -4.06 -5.15 0.52 -4.61 11-2009 11-2021
-4.58 -5.47 -4.54 -5.5 0.46 -5.02 10-2009 10-2021
-4.82 -5.22 -4.71 -5.34 0.26 -5.02 09-2009 09-2021
-3.91 -5.07 -3.82 -5.16 0.63 -4.49 08-2009 08-2021
-2.31 -4.2 -2.28 -4.23 0.96 -3.25 07-2009 07-2021
-3.19 -4.36 -3.09 -4.45 0.63 -3.77 06-2009 06-2021
-0.7 -3.77 -0.61 -3.85 1.58 -2.23 05-2009 05-2021
0.83 -0.76 0.91 -0.83 0.83 0.04 04-2009 04-2021
2.28 1.07 2.5 0.86 0.72 1.68 03-2009 03-2021
1.61 0.88 1.77 0.72 0.45 1.25 02-2009 02-2021
1.52 -0.14 1.57 -0.19 0.86 0.69 01-2009 01-2021
1.21 -0.08 1.26 -0.14 0.67 0.56 12-2008 12-2020
0.97 -0.64 1.04 -0.71 0.84 0.17 11-2008 11-2020
0.7 -3.57 0.91 -3.78 2.24 -1.44 10-2008 10-2020
-3.6 -5.47 -3.5 -5.57 0.99 -4.54 09-2008 09-2020
-5.39 -5.84 -5.19 -6.04 0.34 -5.62 08-2008 08-2020
-4.97 -5.45 -4.82 -5.6 0.32 -5.21 07-2008 07-2020
-5.54 -6.64 -5.35 -6.82 0.65 -6.09 06-2008 06-2020
-7.23 -7.71 -7.03 -7.91 0.35 -7.47 05-2008 05-2020
-6.84 -7.67 -6.5 -8.01 0.61 -7.25 04-2008 04-2020
-6.09 -7.82 -5.7 -8.21 1.08 -6.96 03-2008 03-2020
-7.77 -8.76 -7.53 -8.99 0.62 -8.26 02-2008 02-2020
-8.18 -10.95 -8.1 -11.03 1.43 -9.56 01-2008 01-2020
-9.89 -10.81 -9.75 -10.94 0.53 -10.35 12-2007 12-2019
-8.72 12.83 13.96 -9.62 11.29 2.11 11-2007 11-2019
13.69 13.33 14.5 12.53 0.71 13.51 10-2007 10-2019
14.06 14.2 15.34 12.93 0.85 14.13 09-2007 09-2019
15.12 14.98 15.91 14.19 0.61 15.05 08-2007 08-2019

Rolling return for 15 year

Average return: -2.63
Min Max Min-Max Max-Min Standard Deviation Mean From To
-2.39 -3.28 -2.39 -3.28 0.44 -2.83 05-2010 05-2025
-3.24 -3.35 -3.14 -3.45 0.12 -3.29 04-2010 04-2025
-3.04 -3.15 -2.95 -3.24 0.11 -3.09 03-2010 03-2025
-2.84 -3.18 -2.82 -3.2 0.18 -3.01 02-2010 02-2025
-3.07 -3.65 -3.02 -3.7 0.32 -3.36 01-2010 01-2025
-2.9 -3.2 -2.88 -3.21 0.16 -3.05 12-2009 12-2024
-2.1 -2.92 -2.07 -2.95 0.43 -2.51 11-2009 11-2024
-2.49 -3.21 -2.46 -3.24 0.38 -2.85 10-2009 10-2024
-2.71 -3.06 -2.64 -3.13 0.21 -2.88 09-2009 09-2024
-1.93 -2.9 -1.88 -2.95 0.51 -2.42 08-2009 08-2024
-0.7 -2.19 -0.63 -2.26 0.78 -1.44 07-2009 07-2024
-1.44 -2.44 -1.41 -2.47 0.52 -1.94 06-2009 06-2024
0.58 -1.92 0.64 -1.98 1.28 -0.67 05-2009 05-2024
1.84 0.52 1.86 0.49 0.67 1.18 04-2009 04-2024
3.14 2.05 3.19 2 0.57 2.59 03-2009 03-2024
2.56 1.9 2.62 1.84 0.36 2.23 02-2009 02-2024
2.26 0.93 2.31 0.88 0.69 1.6 01-2009 01-2024
1.99 0.96 2.05 0.91 0.54 1.48 12-2008 12-2023
1.79 0.48 1.84 0.43 0.68 1.14 11-2008 11-2023
1.68 -1.91 1.72 -1.94 1.81 -0.11 10-2008 10-2023
-1.78 -3.36 -1.75 -3.39 0.81 -2.57 09-2008 09-2023
-3.2 -3.7 -3.17 -3.73 0.27 -3.45 08-2008 08-2023
-2.91 -3.39 -2.87 -3.42 0.26 -3.15 07-2008 07-2023
-3.21 -4.25 -3.19 -4.27 0.53 -3.73 06-2008 06-2023
-4.52 -5.02 -4.45 -5.08 0.28 -4.77 05-2008 05-2023
-4.11 -4.96 -4 -5.07 0.48 -4.54 04-2008 04-2023
-3.47 -5.15 -3.4 -5.22 0.88 -4.31 03-2008 03-2023
-4.92 -5.91 -4.9 -5.93 0.51 -5.41 02-2008 02-2023
-5.23 -7.57 -5.21 -7.59 1.18 -6.4 01-2008 01-2023
-6.56 -7.41 -6.54 -7.44 0.44 -6.99 12-2007 12-2022
-5.78 -6.44 -5.69 -6.52 0.37 -6.11 11-2007 11-2022
-5.19 -5.89 -5.12 -5.97 0.39 -5.54 10-2007 10-2022
-4.61 -5.27 -4.51 -5.37 0.38 -4.94 09-2007 09-2022
-3.88 -4.4 -3.78 -4.5 0.31 -4.14 08-2007 08-2022