NIFTY G-SEC MAY 2029

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -3.97
Weighted mean XIRR by duration -37.1
Mean XIRR -39.6
Standard deviation XIRR 9.98
Range XIRR 19.97

Summary

Duration Min Max Median Average XIRR (%)
3 year -51.11 -48.04 -49.59 -49.58
5 year -32.95 -27.23 -29.62 -29.61

Rolling return for 3 year

Average return: -49.58
Min Max Min-Max Max-Min Standard Deviation Mean From To
-50.81 -48.36 -48.04 -51.11 1.39 -49.58 06-2021 06-2024
-49.28 -49.89 -48.67 -50.49 0.68 -49.58 05-2021 05-2024

Rolling return for 5 year

Average return: -29.61
Min Max Min-Max Max-Min Standard Deviation Mean From To
-32.49 -30.28 -29.8 -32.95 1.36 -31.38 01-2020 01-2025
-29.62 -29.21 -28.73 -30.09 0.5 -29.41 12-2019 12-2024
-31.26 -30.32 -29.97 -31.61 0.67 -30.79 11-2019 11-2024
-29.82 -29.14 -28.14 -30.8 0.97 -29.48 10-2019 10-2024
-28.63 -28.38 -27.23 -29.76 0.9 -28.5 09-2019 09-2024
-29.07 -28.45 -27.93 -29.59 0.63 -28.76 08-2019 08-2024
-28.51 -28.85 -27.7 -29.64 0.7 -28.68 07-2019 07-2024
-30.5 -28.74 -28.18 -31.04 1.19 -29.61 06-2019 06-2024
-29.63 -30.09 -29.13 -30.59 0.54 -29.86 05-2019 05-2024