NIFTY G-SEC OCT 2028 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -1.31
Weighted mean XIRR by duration -34.14
Mean XIRR -29.7
Standard deviation XIRR 22.69
Range XIRR 63

Summary

Duration Min Max Median Average XIRR (%)
1 year -89.60 10.12 8.31 4.10
3 year -60.44 -57.55 -58.77 -58.90
5 year -38.03 -36.05 -37.23 -37.22
7 year -27.58 -26.34 -26.83 -26.80

Rolling return for 1 year

Average return: 4.10
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.34 8.46 9.26 7.54 0.61 8.4 01-2024 01-2025
9.4 8.35 9.66 8.09 0.67 8.88 12-2023 12-2024
9.32 8.99 10.04 8.28 0.63 9.16 11-2023 11-2024
9.7 9.3 10.12 8.89 0.46 9.5 10-2023 10-2024
8.68 9.01 9.64 8.05 0.57 8.84 09-2023 09-2024
8.43 8.52 9.18 7.77 0.5 8.48 08-2023 08-2024
7.57 8.09 8.78 6.88 0.7 7.83 07-2023 07-2024
6.59 7.09 7.43 6.25 0.45 6.84 06-2023 06-2024
6.57 6.69 7.61 5.66 0.69 6.63 05-2023 05-2024
7.38 6.51 7.74 6.15 0.64 6.94 04-2023 04-2024
8.71 7.62 9.3 7.04 0.89 8.17 03-2023 03-2024
8.34 -89.55 8.87 -89.6 49.09 -40.48 02-2023 02-2024

Rolling return for 3 year

Average return: -58.90
Min Max Min-Max Max-Min Standard Deviation Mean From To
-59.19 -59.99 -59.07 -60.11 0.46 -59.59 01-2022 01-2025
-58.83 -59.51 -58.79 -59.55 0.36 -59.17 12-2021 12-2024
-59.26 -60.03 -59.17 -60.12 0.43 -59.64 11-2021 11-2024
-59.74 -60.39 -59.69 -60.44 0.35 -60.06 10-2021 10-2024
-59.49 -59.97 -59.37 -60.09 0.31 -59.73 09-2021 09-2024
-58.6 -59.54 -58.51 -59.63 0.52 -59.07 08-2021 08-2024
-58.54 -58.64 -58.38 -58.79 0.15 -58.59 07-2021 07-2024
-58.6 -58.75 -58.5 -58.86 0.14 -58.68 06-2021 06-2024
-57.72 -58.59 -57.59 -58.73 0.51 -58.16 05-2021 05-2024
-57.59 -58.12 -57.55 -58.17 0.29 -57.86 04-2021 04-2024
-57.67 -58.46 -57.59 -58.54 0.44 -58.06 03-2021 03-2024
-57.7 -58.6 -57.63 -58.67 0.49 -58.15 02-2021 02-2024

Rolling return for 5 year

Average return: -37.22
Min Max Min-Max Max-Min Standard Deviation Mean From To
-37.26 -37.57 -37.16 -37.68 0.21 -37.42 01-2020 01-2025
-37.18 -37.58 -37.15 -37.61 0.22 -37.38 12-2019 12-2024
-37.29 -37.53 -37.2 -37.61 0.17 -37.41 11-2019 11-2024
-36.55 -37.33 -36.5 -37.38 0.42 -36.94 10-2019 10-2024
-36.16 -37.06 -36.05 -37.18 0.51 -36.61 09-2019 09-2024
-36.3 -36.64 -36.21 -36.72 0.22 -36.47 08-2019 08-2024
-36.84 -37.64 -36.7 -37.78 0.48 -37.24 07-2019 07-2024
-37.59 -37.93 -37.5 -38.03 0.22 -37.76 06-2019 06-2024
-37.13 -37.87 -37 -37.99 0.44 -37.5 05-2019 05-2024
-37.66 -37.84 -37.61 -37.88 0.11 -37.75 04-2019 04-2024
-36.9 -37.68 -36.83 -37.75 0.43 -37.29 03-2019 03-2024
-36.66 -37.14 -36.6 -37.2 0.27 -36.9 02-2019 02-2024

Rolling return for 7 year

Average return: -26.80
Min Max Min-Max Max-Min Standard Deviation Mean From To
-26.91 -27.5 -26.82 -27.58 0.34 -27.2 01-2018 01-2025
-26.54 -27.01 -26.51 -27.03 0.25 -26.77 12-2017 12-2024
-26.72 -26.99 -26.65 -27.05 0.17 -26.85 11-2017 11-2024
-26.49 -26.97 -26.45 -27.01 0.26 -26.73 10-2017 10-2024
-26.43 -26.78 -26.34 -26.87 0.22 -26.6 09-2017 09-2024
-26.48 -26.84 -26.41 -26.91 0.22 -26.66 08-2017 08-2024