NIFTY HIGH BETA 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.54
Weighted mean XIRR by duration 14.75
Mean XIRR 22.74
Standard deviation XIRR 14.73
Range XIRR 40.74

Summary

Duration Min Max Median Average XIRR (%)
1 year -12.44 93.75 53.22 49.21
3 year 12.31 33.68 25.48 24.77
5 year 14.28 29.45 21.24 21.71
7 year 3.55 12.31 10.18 9.52
10 year 5.03 12.63 8.23 8.47

Rolling return for 1 year

Average return: 49.21
Min Max Min-Max Max-Min Standard Deviation Mean From To
-6.31 -0.71 6.25 -12.44 6.9 -3.3 01-2024 01-2025
15.63 13.49 26.66 3.61 8.19 14.85 12-2023 12-2024
24.01 27.12 38.42 13.89 8.75 25.86 11-2023 11-2024
30.49 41.39 51.58 21.71 11.25 36.29 10-2023 10-2024
41.08 41.94 47.3 35.94 4.03 41.56 09-2023 09-2024
49.84 53.62 61.7 42.35 6.97 51.88 08-2023 08-2024
63.14 60.73 71.6 52.82 6.7 62.07 07-2023 07-2024
56.31 69.84 80.18 47.33 12.57 63.42 06-2023 06-2024
67.58 74.56 82.28 60.49 8.09 71.23 05-2023 05-2024
81.95 78.16 93.75 67.3 9.45 80.29 04-2023 04-2024
72.17 74.33 89.81 58.12 11.24 73.61 03-2023 03-2024
75.24 69.97 82.38 63.32 6.99 72.73 02-2023 02-2024

Rolling return for 3 year

Average return: 24.77
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.57 17.12 20.52 12.31 2.95 16.38 01-2022 01-2025
21.02 20.37 24.75 16.77 2.83 20.73 12-2021 12-2024
19.07 18.22 23.51 13.97 3.39 18.69 11-2021 11-2024
18.81 20.92 24.9 15.03 3.57 19.92 10-2021 10-2024
26.24 25.09 28.07 23.3 1.73 25.68 09-2021 09-2024
28.76 28.16 32.07 24.94 2.53 28.48 08-2021 08-2024
28.53 29.07 30.72 26.92 1.36 28.81 07-2021 07-2024
23.84 27.65 29.84 21.74 3.16 25.77 06-2021 06-2024
27.83 28.03 31.47 24.49 2.47 27.96 05-2021 05-2024
30.91 29.99 33.68 27.3 2.28 30.47 04-2021 04-2024
26 25.88 30.17 21.86 2.94 25.98 03-2021 03-2024
30.39 26.29 32.13 24.62 3.03 28.36 02-2021 02-2024

Rolling return for 5 year

Average return: 21.71
Min Max Min-Max Max-Min Standard Deviation Mean From To
18.31 19.99 21.32 17.01 1.64 19.16 01-2020 01-2025
21.74 22.4 23.97 20.19 1.36 22.08 12-2019 12-2024
21.04 22 23.73 19.35 1.59 21.53 11-2019 11-2024
24.97 25.76 28.77 22.05 2.39 25.39 10-2019 10-2024
26.72 25.19 27.82 24.11 1.42 25.96 09-2019 09-2024
27.5 26.5 29.45 24.59 1.75 27.01 08-2019 08-2024
25.49 22.54 26.77 21.31 2.19 24.03 07-2019 07-2024
20.19 20.8 23.66 17.42 2.22 20.52 06-2019 06-2024
20.65 19.71 22.7 17.72 1.79 20.2 05-2019 05-2024
18.37 17.77 19.87 16.3 1.28 18.08 04-2019 04-2024
17.07 16.53 19.37 14.28 1.81 16.81 03-2019 03-2024
20.21 19.36 21.17 18.41 1.02 19.79 02-2019 02-2024

Rolling return for 7 year

Average return: 9.52
Min Max Min-Max Max-Min Standard Deviation Mean From To
4.33 5.43 6.22 3.55 1.02 4.88 01-2018 01-2025
7.49 7.05 8.9 5.66 1.16 7.28 12-2017 12-2024
7.22 7.82 8.91 6.14 1 7.52 11-2017 11-2024
8.78 9.3 11.14 6.99 1.48 9.05 10-2017 10-2024
10.87 10.15 11.55 9.48 0.77 10.51 09-2017 09-2024
11.1 10.86 12.31 9.66 0.94 10.98 08-2017 08-2024
11.37 11.07 12.17 10.27 0.68 11.22 07-2017 07-2024
9.75 11.37 12.01 9.13 1.17 10.56 06-2017 06-2024
10.5 10.21 11.84 8.9 1.04 10.36 05-2017 05-2024
10.36 10.3 11.36 9.31 0.73 10.33 04-2017 04-2024
10.01 10.57 11.55 9.04 0.91 10.29 03-2017 03-2024
11.53 11.07 12.16 10.44 0.63 11.3 02-2017 02-2024

Rolling return for 10 year

Average return: 8.47
Min Max Min-Max Max-Min Standard Deviation Mean From To
5.8 6.36 7.14 5.03 0.77 6.08 01-2015 01-2025
7.29 7.06 8.27 6.09 0.78 7.18 12-2014 12-2024
6.48 7.03 7.66 5.86 0.67 6.76 11-2014 11-2024
8.16 8.45 9.8 6.84 1.05 8.31 10-2014 10-2024
9.24 8.25 9.71 7.79 0.76 8.75 09-2014 09-2024
8.23 8.23 9.06 7.41 0.58 8.23 08-2014 08-2024
8.42 7.48 8.97 6.94 0.79 7.95 07-2014 07-2024
6.38 6.76 7.9 5.25 0.95 6.57 06-2014 06-2024
9.87 7.15 10.8 6.26 1.87 8.52 05-2014 05-2024
10.39 10.06 11.09 9.37 0.62 10.23 04-2014 04-2024
11.38 10.35 12.48 9.28 1.19 10.87 03-2014 03-2024
12.18 12.18 12.63 11.74 0.31 12.18 02-2014 02-2024