NIFTY CPSE

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.34
Weighted mean XIRR by duration 21.52
Mean XIRR 36.35
Standard deviation XIRR 27.18
Range XIRR 73.88

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.43 130.95 91.92 84.67
3 year 31.81 57.65 46.41 46.33
5 year 19.00 34.05 25.91 25.90
7 year 10.79 18.25 13.52 14.07
10 year 8.14 13.47 10.79 10.79

Rolling return for 1 year

Average return: 84.67
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.02 15.74 28.46 5.43 8.16 16.66 01-2024 01-2025
39.65 34.72 53.84 22.28 11.3 37.62 12-2023 12-2024
62.09 58.09 74.27 47.04 9.73 60.37 11-2023 11-2024
70.32 80.67 89.95 61.99 10.54 75.73 10-2023 10-2024
90.54 87.6 102.94 76.13 9.54 89.3 09-2023 09-2024
108.73 117.03 123.31 102.87 7.8 112.98 08-2023 08-2024
108.26 113.84 130.95 92.83 13.63 111.47 07-2023 07-2024
95.66 116.69 130.3 84.1 17.95 106.69 06-2023 06-2024
94.51 113.48 118.97 89.64 12.35 104.15 05-2023 05-2024
99.49 104.79 112.64 92.12 7.49 102.26 04-2023 04-2024
91.72 103.41 114.89 81.48 12.52 97.88 03-2023 03-2024
97.84 103.69 114.66 87.73 9.75 100.98 02-2023 02-2024

Rolling return for 3 year

Average return: 46.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
35.51 35.97 39.79 31.81 2.83 35.77 01-2022 01-2025
39.81 41.77 44.39 37.27 2.61 40.81 12-2021 12-2024
40.76 41.39 44.2 38.02 2.2 41.09 11-2021 11-2024
41.36 41.89 46.6 36.82 3.46 41.67 10-2021 10-2024
50.14 45.69 53.33 42.66 4.09 47.96 09-2021 09-2024
54.14 54.73 57.65 51.29 2.26 54.45 08-2021 08-2024
49.66 53.52 54.91 48.31 2.7 51.6 07-2021 07-2024
44.96 49.59 53.06 41.68 4.34 47.32 06-2021 06-2024
49.01 49.86 55.01 44.06 3.88 49.48 05-2021 05-2024
51.63 51.07 54.89 47.89 2.48 51.37 04-2021 04-2024
46.33 46.49 52 41.02 3.88 46.46 03-2021 03-2024
50.4 45.52 54.54 41.61 4.89 48.02 02-2021 02-2024

Rolling return for 5 year

Average return: 25.90
Min Max Min-Max Max-Min Standard Deviation Mean From To
27.35 26.18 29.74 23.84 2.13 26.78 01-2020 01-2025
26.79 27.81 29.27 25.36 1.43 27.31 12-2019 12-2024
26.56 26.54 28.41 24.72 1.3 26.56 11-2019 11-2024
27.69 28.45 30.51 25.68 1.73 28.08 10-2019 10-2024
30.94 29.89 32.6 28.26 1.58 30.42 09-2019 09-2024
32.25 30.86 34.05 29.11 1.81 31.57 08-2019 08-2024
27.86 25.95 30.53 23.37 2.62 26.93 07-2019 07-2024
21.13 24.25 25.14 20.26 2.05 22.7 06-2019 06-2024
22.94 23.65 25.89 20.75 1.83 23.31 05-2019 05-2024
21.43 22.33 23 20.78 0.85 21.88 04-2019 04-2024
21.18 21.75 23.97 19 1.77 21.48 03-2019 03-2024
23.9 23.55 25.94 21.55 1.56 23.74 02-2019 02-2024

Rolling return for 7 year

Average return: 14.07
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.54 12.28 13.04 10.79 0.84 11.91 01-2018 01-2025
12.94 13.51 14.51 11.95 0.93 13.23 12-2017 12-2024
13.45 13.51 14.63 12.35 0.81 13.49 11-2017 11-2024
14.25 14.78 16.04 13 1.09 14.52 10-2017 10-2024
15.79 16.32 16.84 15.28 0.58 16.06 09-2017 09-2024
17.11 17.34 18.25 16.21 0.73 17.23 08-2017 08-2024
16.33 17.5 18.06 15.78 0.91 16.92 07-2017 07-2024
14.45 15.72 17.14 13.05 1.51 15.09 06-2017 06-2024
12.97 13.77 14.89 11.86 1.11 13.37 05-2017 05-2024
12.66 12.69 13.7 11.67 0.72 12.68 04-2017 04-2024
11.7 13 13.54 11.18 0.95 12.35 03-2017 03-2024
11.6 12.39 12.9 11.08 0.7 11.99 02-2017 02-2024

Rolling return for 10 year

Average return: 10.79
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.91 9.52 9.93 8.51 0.55 9.22 01-2015 01-2025
9.78 9.95 10.85 8.89 0.7 9.87 12-2014 12-2024
9.58 9.96 10.38 9.17 0.45 9.77 11-2014 11-2024
10.4 10.56 11.61 9.36 0.8 10.48 10-2014 10-2024
10.98 10.79 11.69 10.09 0.57 10.89 09-2014 09-2024
11.5 11.64 12.25 10.89 0.48 11.57 08-2014 08-2024
10.73 10.79 11.88 9.65 0.79 10.76 07-2014 07-2024
9.18 9.92 10.97 8.14 1.03 9.55 06-2014 06-2024
11.68 10.04 13.01 8.75 1.61 10.87 05-2014 05-2024
11.66 11.98 12.38 11.27 0.41 11.82 04-2014 04-2024
12.06 11.87 13.34 10.6 0.97 11.97 03-2014 03-2024
12.55 12.92 13.47 12 0.54 12.74 02-2014 02-2024