NIFTY COMMODITIES

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.06
Weighted mean XIRR by duration 16.19
Mean XIRR 21.4
Standard deviation XIRR 10.41
Range XIRR 28.6

Summary

Duration Min Max Median Average XIRR (%)
1 year -4.47 60.66 46.47 41.15
3 year 7.65 29.29 20.10 19.25
5 year 16.54 26.86 20.37 20.92
7 year 8.88 15.82 13.38 13.13
10 year 10.02 14.95 12.44 12.55

Rolling return for 1 year

Average return: 41.15
Min Max Min-Max Max-Min Standard Deviation Mean From To
1.14 3.9 10 -4.47 5.21 2.64 01-2024 01-2025
16.75 13.4 26.56 4.61 7.85 15.33 12-2023 12-2024
31.96 32.17 45.96 19.49 9.36 32.4 11-2023 11-2024
42.98 50.48 59.97 34.49 9.39 46.98 10-2023 10-2024
44.21 48.27 54.68 38.23 5.99 46.35 09-2023 09-2024
46.87 51.73 57.45 41.53 5.89 49.4 08-2023 08-2024
50.15 51.79 58.48 43.81 5.22 51.06 07-2023 07-2024
43.62 53.61 60.66 37.32 8.98 48.8 06-2023 06-2024
46.91 54.85 59.42 42.7 6.54 50.97 05-2023 05-2024
53.09 52.86 59.09 47.1 4.24 53.04 04-2023 04-2024
46.08 52.33 56.1 42.55 5.28 49.26 03-2023 03-2024
47.72 47.29 55.12 40.26 5.26 47.6 02-2023 02-2024

Rolling return for 3 year

Average return: 19.25
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.42 10.7 13.55 7.65 2.09 10.58 01-2022 01-2025
14.86 15.62 17.99 12.55 1.94 15.26 12-2021 12-2024
14.91 15.07 18.84 11.27 2.68 15.02 11-2021 11-2024
15.23 16.58 19.63 12.3 2.64 15.93 10-2021 10-2024
18.95 19.73 21.76 16.97 1.72 19.35 09-2021 09-2024
20.64 20.98 23.47 18.21 1.86 20.83 08-2021 08-2024
21.42 21.31 23.63 19.15 1.58 21.38 07-2021 07-2024
18.03 20.98 22.52 16.54 2.36 19.52 06-2021 06-2024
21.42 21.34 24.77 18.08 2.37 21.4 05-2021 05-2024
24.12 23.24 25.72 21.67 1.47 23.69 04-2021 04-2024
22.36 23.17 25.1 20.47 1.66 22.78 03-2021 03-2024
27.2 23.4 29.29 21.4 3.1 25.32 02-2021 02-2024

Rolling return for 5 year

Average return: 20.92
Min Max Min-Max Max-Min Standard Deviation Mean From To
18.27 18.52 20.27 16.54 1.32 18.4 01-2020 01-2025
19.64 20.6 21.59 18.67 1.09 20.12 12-2019 12-2024
19.74 21.1 22.18 18.68 1.33 20.42 11-2019 11-2024
22.59 23.37 25.38 20.63 1.7 22.99 10-2019 10-2024
25.05 24 26.81 22.27 1.65 24.53 09-2019 09-2024
25.1 24.76 26.86 23.04 1.36 24.94 08-2019 08-2024
23.16 21.34 24.5 20.04 1.7 22.26 07-2019 07-2024
18.72 20.21 21.42 17.55 1.47 19.48 06-2019 06-2024
19.77 19.65 21.75 17.71 1.43 19.72 05-2019 05-2024
18.94 19.1 19.86 18.19 0.59 19.02 04-2019 04-2024
18.83 18.52 20.42 16.96 1.23 18.68 03-2019 03-2024
20.74 20.31 21.93 19.14 1 20.53 02-2019 02-2024

Rolling return for 7 year

Average return: 13.13
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.4 10.19 10.73 8.88 0.71 9.8 01-2018 01-2025
11.29 11.49 12.58 10.21 0.84 11.39 12-2017 12-2024
11.27 11.89 12.88 10.29 0.94 11.58 11-2017 11-2024
12.72 13.12 14.54 11.32 1.15 12.92 10-2017 10-2024
13.8 13.91 14.95 12.78 0.77 13.86 09-2017 09-2024
14.01 14.28 15.15 13.15 0.71 14.15 08-2017 08-2024
14.93 14.89 15.82 14.01 0.64 14.91 07-2017 07-2024
13.84 15.14 15.68 13.31 0.96 14.49 06-2017 06-2024
13.83 14.22 15.17 12.9 0.81 14.03 05-2017 05-2024
13.7 13.79 14.33 13.17 0.41 13.75 04-2017 04-2024
13.04 13.67 14.11 12.59 0.58 13.35 03-2017 03-2024
13.26 13.45 14.05 12.66 0.5 13.36 02-2017 02-2024

Rolling return for 10 year

Average return: 12.55
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.28 11.51 12.21 10.58 0.58 11.4 01-2015 01-2025
12.2 12.08 13.11 11.18 0.68 12.14 12-2014 12-2024
11.36 12.02 12.49 10.89 0.61 11.69 11-2014 11-2024
12.57 12.91 13.84 11.65 0.78 12.74 10-2014 10-2024
12.72 12.46 13.51 11.68 0.65 12.59 09-2014 09-2024
12.26 12.42 13.04 11.64 0.5 12.34 08-2014 08-2024
12.24 11.99 12.84 11.39 0.52 12.12 07-2014 07-2024
11.07 11.26 12.32 10.02 0.82 11.17 06-2014 06-2024
13.44 12.05 14.37 11.14 1.24 12.75 05-2014 05-2024
13.53 13.48 13.97 13.04 0.33 13.5 04-2014 04-2024
14.19 13.4 14.95 12.65 0.86 13.8 03-2014 03-2024
14.27 14.44 14.83 13.88 0.34 14.36 02-2014 02-2024