NIFTY FINANCIAL SERVICES EX-BANK

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.44
Weighted mean XIRR by duration 14.47
Mean XIRR 16.92
Standard deviation XIRR 6.92
Range XIRR 19

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.13 50.47 31.91 30.49
3 year 7.67 18.16 13.09 12.92
5 year 9.80 19.04 13.77 14.06
7 year 9.18 13.68 11.52 11.49
10 year 11.94 18.99 15.57 15.63

Rolling return for 1 year

Average return: 30.49
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.54 15.03 19.85 5.13 5.56 12.39 01-2024 01-2025
14.72 18.3 23.01 10.33 4.66 16.59 12-2023 12-2024
22.11 20.63 30.05 13.27 5.96 21.51 11-2023 11-2024
28.8 33.03 40.96 21.55 7.03 31.08 10-2023 10-2024
36.54 37.56 43.32 31.06 4.35 37.12 09-2023 09-2024
27.59 37.08 41.89 23.27 7.39 32.46 08-2023 08-2024
27.98 30.66 33.45 25.3 3.03 29.35 07-2023 07-2024
22.73 29.23 39.14 13.99 9.19 26.27 06-2023 06-2024
34.36 35.08 43.01 26.91 5.7 34.84 05-2023 05-2024
45.75 41.87 50.47 37.41 4.82 43.88 04-2023 04-2024
41.59 40.63 49.29 33.38 5.64 41.22 03-2023 03-2024
39.91 38.33 45.78 32.76 4.64 39.2 02-2023 02-2024

Rolling return for 3 year

Average return: 12.92
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.87 11.69 15.28 8.39 2.44 11.81 01-2022 01-2025
13.93 12.77 16.61 10.18 2.31 13.37 12-2021 12-2024
11.16 9.95 13.52 7.67 2.11 10.58 11-2021 11-2024
10.86 12.74 14.24 9.4 1.84 11.81 10-2021 10-2024
13.01 13.4 14.85 11.58 1.16 13.21 09-2021 09-2024
12.17 12.65 16.21 8.73 2.65 12.44 08-2021 08-2024
14.35 14.54 15.96 12.95 1.07 14.45 07-2021 07-2024
10.45 13.58 15.17 8.93 2.47 12.03 06-2021 06-2024
13.69 14.29 16.08 11.94 1.48 14 05-2021 05-2024
16.91 14.96 18.16 13.74 1.71 15.94 04-2021 04-2024
13.18 11.89 15.19 9.94 1.91 12.55 03-2021 03-2024
13.89 11.76 15.46 10.24 1.99 12.84 02-2021 02-2024

Rolling return for 5 year

Average return: 14.06
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.64 12.76 13.66 10.75 1.1 12.2 01-2020 01-2025
13.35 13.62 14.94 12.04 1.03 13.49 12-2019 12-2024
13.12 13.45 14.55 12.03 0.9 13.29 11-2019 11-2024
15.86 16.2 17.97 14.13 1.36 16.04 10-2019 10-2024
17.89 16.76 19.04 15.63 1.27 17.33 09-2019 09-2024
15.47 16.22 17.95 13.78 1.5 15.86 08-2019 08-2024
14.99 13.4 15.96 12.46 1.36 14.2 07-2019 07-2024
10.95 12.59 13.77 9.8 1.52 11.78 06-2019 06-2024
13.81 12.33 15.24 10.94 1.61 13.08 05-2019 05-2024
13.3 12.91 14.03 12.2 0.66 13.11 04-2019 04-2024
13.65 12.61 14.86 11.43 1.27 13.14 03-2019 03-2024
15.25 15.08 16.2 14.13 0.73 15.16 02-2019 02-2024

Rolling return for 7 year

Average return: 11.49
Min Max Min-Max Max-Min Standard Deviation Mean From To
9.99 10.59 11.41 9.18 0.82 10.29 01-2018 01-2025
11.21 11.57 12.33 10.46 0.67 11.39 12-2017 12-2024
10.86 10.87 11.86 9.88 0.7 10.87 11-2017 11-2024
11.09 11.85 12.53 10.42 0.79 11.47 10-2017 10-2024
12.11 11.91 12.89 11.14 0.62 12.01 09-2017 09-2024
10.87 11.63 12.57 9.95 0.96 11.26 08-2017 08-2024
11.85 11.23 12.52 10.57 0.72 11.54 07-2017 07-2024
10.14 11.62 12.14 9.64 1.03 10.88 06-2017 06-2024
11.43 11.44 12.42 10.45 0.7 11.43 05-2017 05-2024
11.75 11.46 12.26 10.95 0.47 11.6 04-2017 04-2024
12.45 11.75 13.3 10.91 0.88 12.1 03-2017 03-2024
13.01 13.1 13.68 12.44 0.44 13.06 02-2017 02-2024

Rolling return for 10 year

Average return: 15.63
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.3 12.95 14.33 11.94 0.85 13.13 01-2015 01-2025
14.3 14.43 15.1 13.63 0.52 14.36 12-2014 12-2024
14.1 14.24 14.82 13.52 0.46 14.17 11-2014 11-2024
15.74 15.66 16.79 14.62 0.77 15.7 10-2014 10-2024
16.07 16.16 16.63 15.6 0.37 16.11 09-2014 09-2024
15.05 15.82 16.28 14.6 0.65 15.44 08-2014 08-2024
15.27 15.11 15.75 14.63 0.4 15.19 07-2014 07-2024
14.1 14.84 15.55 13.41 0.8 14.47 06-2014 06-2024
16.82 15.01 17.55 14.3 1.32 15.92 05-2014 05-2024
17.13 17.04 17.51 16.67 0.3 17.09 04-2014 04-2024
17.91 17.03 18.53 16.41 0.81 17.47 03-2014 03-2024
18.5 18.49 18.99 18 0.35 18.49 02-2014 02-2024