NIFTY INDIA CORPORATE GROUP INDEX - TATA GROUP

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 8.27
Weighted mean CAGR by duration 16.15
Mean CAGR 17.21
Standard deviation CAGR 2.08
Range for CAGR 5

Summary

Duration Min Max Median Average XIRR (%)
1 year -18.70 47.48 27.15 19.88
3 year 1.73 36.53 20.95 19.97
5 year 2.95 27.02 19.45 18.86
7 year 7.02 22.74 15.14 15.52
10 year 8.68 25.58 14.88 14.97
12 year 9.08 25.26 14.84 15.38
15 year 11.40 24.58 14.96 15.92

Rolling return for 1 year

Average return: 19.88
Min Max Min-Max Max-Min Standard Deviation Mean From To
-15.68 -11.14 -7.84 -18.7 4.16 -13.34 04-2024 04-2025
-11.77 -11.91 -6.25 -17.1 3.84 -11.76 03-2024 03-2025
-8.8 -1.83 4.72 -14.5 7.23 -5.1 02-2024 02-2025
6.07 8.73 14.17 1.01 4.75 7.5 01-2024 01-2025
19.45 17.78 27.67 10.19 6.21 18.77 12-2023 12-2024
26.63 24.24 33.98 17.43 5.91 25.57 11-2023 11-2024
30.58 34.33 43.46 22.26 7.61 32.66 10-2023 10-2024
38.96 35.88 43.2 31.87 4.15 37.48 09-2023 09-2024
34.33 44.21 47.48 31.36 6.68 39.34 08-2023 08-2024
34.83 40.39 47.03 28.74 6.76 37.75 07-2023 07-2024
29.81 34.54 39.64 25.07 5.42 32.27 06-2023 06-2024
36.73 38.02 44.44 30.65 4.9 37.46 05-2023 05-2024

Rolling return for 3 year

Average return: 19.97
Min Max Min-Max Max-Min Standard Deviation Mean From To
4.29 4.79 7.43 1.73 2.02 4.56 04-2022 04-2025
7.08 6.19 9.27 4.06 1.87 6.65 03-2022 03-2025
7.73 8.4 12.81 3.52 3.29 8.12 02-2022 02-2025
9.21 8.38 11.93 5.76 2.2 8.82 01-2022 01-2025
12.56 12.81 15.09 10.33 1.69 12.7 12-2021 12-2024
12.16 12.24 14.29 10.15 1.46 12.21 11-2021 11-2024
12.79 13.36 16.38 9.86 2.31 13.1 10-2021 10-2024
16.22 15.13 17.39 13.98 1.27 15.68 09-2021 09-2024
17.92 17.16 21.65 13.57 2.87 17.57 08-2021 08-2024
17.98 20.15 21.44 16.73 1.83 19.07 07-2021 07-2024
16.82 16.72 19.7 13.92 2.04 16.79 06-2021 06-2024
18.91 19.16 21.1 17 1.45 19.04 05-2021 05-2024
20.14 19.25 21.61 17.81 1.38 19.7 04-2021 04-2024
21.73 21.89 24.28 19.39 1.73 21.82 03-2021 03-2024
20.8 20.5 23.42 17.93 1.94 20.66 02-2021 02-2024
20.59 18.08 22.57 16.17 2.43 19.35 01-2021 01-2024
21.06 21.29 24.36 18.07 2.23 21.2 12-2020 12-2023
21.31 21.25 24.4 18.24 2.18 21.3 11-2020 11-2023
22.13 21.19 24.84 18.56 2.25 21.68 10-2020 10-2023
26.19 24.72 28.41 22.56 2.13 25.47 09-2020 09-2023
26.62 25.9 27.57 24.96 0.96 26.26 08-2020 08-2023
28.86 26.98 30.87 25.04 2.17 27.94 07-2020 07-2023
28.77 28.5 30.38 26.92 1.23 28.64 06-2020 06-2023
30.75 30.11 32.75 28.15 1.64 30.44 05-2020 05-2023
34.45 27.68 36.02 26.21 4.21 31.09 04-2020 04-2023
33.55 23.71 36.53 21 6.5 28.7 03-2020 03-2023
24.25 22.93 26.89 20.37 2.35 23.61 02-2020 02-2023
21.71 21.24 23.87 19.14 1.68 21.49 01-2020 01-2023
22.86 22.81 26.41 19.36 2.49 22.86 12-2019 12-2022
23.51 22.44 25.1 20.89 1.54 22.98 11-2019 11-2022
23.11 20.05 25.25 18 2.78 21.6 10-2019 10-2022
22.07 23.68 25.29 20.5 1.79 22.88 09-2019 09-2022
23.01 24.06 25.53 21.57 1.45 23.54 08-2019 08-2022
20.29 20.12 23.86 16.66 2.55 20.23 07-2019 07-2022
17.58 20.5 22.1 16.04 2.38 19.05 06-2019 06-2022
21.13 23.36 26.03 18.56 2.76 22.27 05-2019 05-2022

Rolling return for 5 year

Average return: 18.86
Min Max Min-Max Max-Min Standard Deviation Mean From To
24.47 21.98 26.7 19.83 2.58 23.25 04-2020 04-2025
25.49 19.72 27.02 18.28 3.7 22.63 03-2020 03-2025
19.09 20.12 22.43 16.85 2.01 19.62 02-2020 02-2025
20.65 20.87 22.44 19.11 1.18 20.77 01-2020 01-2025
22.98 22.48 24.63 20.86 1.34 22.74 12-2019 12-2024
22.06 21.86 23.44 20.49 1.05 21.96 11-2019 11-2024
23.62 22.8 25.96 20.51 1.95 23.22 10-2019 10-2024
24.97 24.75 25.72 24.01 0.61 24.86 09-2019 09-2024
23.13 24.58 25.45 22.27 1.24 23.86 08-2019 08-2024
22.71 22.58 24.86 20.48 1.55 22.66 07-2019 07-2024
19.74 20.54 21.5 18.79 1 20.14 06-2019 06-2024
21.02 20.8 22.36 19.48 1.02 20.91 05-2019 05-2024
21.91 20.67 22.8 19.8 1.15 21.29 04-2019 04-2024
22.51 23.31 24.04 21.78 0.85 22.91 03-2019 03-2024
22.68 22.37 24.28 20.8 1.24 22.53 02-2019 02-2024
22.24 21.64 23.44 20.46 1.07 21.95 01-2019 01-2024
20.03 20.76 21.99 18.83 1.15 20.4 12-2018 12-2023
18.66 19.05 20.46 17.26 1.14 18.86 11-2018 11-2023
19.07 16.24 20.65 14.72 2.32 17.67 10-2018 10-2023
16.31 16.61 17.53 15.4 0.76 16.46 09-2018 09-2023
16.46 15.73 16.98 15.22 0.67 16.1 08-2018 08-2023
16.68 16.75 17.76 15.67 0.74 16.71 07-2018 07-2023
16.87 16.5 17.74 15.64 0.75 16.69 06-2018 06-2023
15.51 15.77 16.57 14.73 0.66 15.65 05-2018 05-2023
16.78 14.56 17.6 13.76 1.57 15.68 04-2018 04-2023
17.06 16.93 18.62 15.39 1.14 17 03-2018 03-2023
17.06 17.09 18.55 15.63 1.03 17.08 02-2018 02-2023
17.09 15.87 18.33 14.65 1.37 16.48 01-2018 01-2023
17.68 18.41 19.71 16.4 1.2 18.05 12-2017 12-2022
18.47 18.36 19.39 17.46 0.68 18.42 11-2017 11-2022
18.75 18.52 19.99 17.3 0.95 18.64 10-2017 10-2022
19.14 19.99 21.02 18.13 1.07 19.57 09-2017 09-2022
20.24 20.88 21.72 19.42 0.84 20.56 08-2017 08-2022
19.02 19.57 21.13 17.49 1.3 19.3 07-2017 07-2022
18.85 19.35 21.57 16.67 1.74 19.11 06-2017 06-2022
20.51 21.11 23.42 18.26 1.84 20.83 05-2017 05-2022
23.13 23.77 24.98 21.94 1.1 23.46 04-2017 04-2022
21.41 22.59 23.51 20.5 1.14 22 03-2017 03-2022
21.99 23.43 24.94 20.51 1.65 22.72 02-2017 02-2022
23.92 24.95 26.33 22.56 1.38 24.44 01-2017 01-2022
24.51 24.42 26.01 22.94 1.09 24.47 12-2016 12-2021
24.76 23.03 26.12 21.7 1.68 23.9 11-2016 11-2021
21.8 22.87 23.73 20.95 1.05 22.34 10-2016 10-2021
21.67 21.69 23.1 20.27 1 21.68 09-2016 09-2021
18.54 20.11 21.24 17.43 1.46 19.33 08-2016 08-2021
19.4 18.41 20.17 17.65 0.96 18.91 07-2016 07-2021
18.51 18.72 20.32 16.94 1.2 18.62 06-2016 06-2021
18.14 17.82 19.29 16.68 0.93 17.98 05-2016 05-2021
18.79 18.83 20.2 17.44 0.98 18.82 04-2016 04-2021
19.82 18.41 21.23 17.04 1.56 19.12 03-2016 03-2021
20.53 19.7 22.28 17.99 1.54 20.12 02-2016 02-2021
18.45 18.76 21.13 16.13 1.77 18.62 01-2016 01-2021
15.17 15.94 16.92 14.21 1 15.56 12-2015 12-2020
13.13 13.74 14.88 12.01 1.04 13.44 11-2015 11-2020
12.18 13.16 14.19 11.16 1.13 12.67 10-2015 10-2020
10.79 12.08 12.75 10.14 1.03 11.44 09-2015 09-2020
9.86 9.01 10.74 8.15 0.96 9.44 08-2015 08-2020
7.6 8.15 9.56 6.22 1.2 7.88 07-2015 07-2020
6.45 6.09 7.38 5.17 0.79 6.27 06-2015 06-2020
3.87 4.2 5.13 2.95 0.78 4.04 05-2015 05-2020

Rolling return for 7 year

Average return: 15.52
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.06 14.37 16.53 12.93 1.3 14.72 04-2018 04-2025
16.26 16.08 17.28 15.08 0.78 16.18 03-2018 03-2025
15.52 16.79 17.83 14.51 1.26 16.16 02-2018 02-2025
17.65 17.12 18.89 15.9 1.07 17.39 01-2018 01-2025
19.22 19.42 20.36 18.29 0.74 19.32 12-2017 12-2024
18.88 19.11 19.84 18.15 0.6 18.99 11-2017 11-2024
20.33 20.89 21.96 19.28 0.97 20.62 10-2017 10-2024
22 21.78 22.53 21.26 0.46 21.89 09-2017 09-2024
21.12 22.14 22.74 20.52 0.86 21.63 08-2017 08-2024
21.09 21.47 22.6 19.98 0.94 21.29 07-2017 07-2024
20.03 19.7 21.29 18.46 1.01 19.87 06-2017 06-2024
20.61 19.93 21.56 19 0.94 20.27 05-2017 05-2024
21.04 20.84 21.68 20.21 0.52 20.94 04-2017 04-2024
20.42 20.85 21.49 19.78 0.62 20.64 03-2017 03-2024
20.57 20.63 21.68 19.52 0.76 20.6 02-2017 02-2024
20.02 19.92 20.86 19.09 0.63 19.97 01-2017 01-2024
19.95 20.25 21.34 18.87 0.88 20.1 12-2016 12-2023
18.94 18.12 20.23 16.85 1.23 18.54 11-2016 11-2023
16.69 17.2 17.79 16.1 0.62 16.95 10-2016 10-2023
17.06 16.97 17.94 16.1 0.65 17.02 09-2016 09-2023
16.18 15.77 16.55 15.4 0.43 15.98 08-2016 08-2023
16.75 16.29 17.52 15.52 0.73 16.52 07-2016 07-2023
16.26 15.77 16.88 15.16 0.63 16.02 06-2016 06-2023
16.02 15.75 16.78 15 0.64 15.89 05-2016 05-2023
15.93 15.56 16.51 14.99 0.55 15.75 04-2016 04-2023
17.04 16.19 18.15 15.09 1.12 16.62 03-2016 03-2023
18.46 17.73 19.54 16.67 1.05 18.1 02-2016 02-2023
17.32 16.55 18.21 15.68 0.94 16.94 01-2016 01-2023
16.03 16.76 17.46 15.34 0.79 16.4 12-2015 12-2022
16.5 16.31 17.14 15.68 0.52 16.41 11-2015 11-2022
15.44 15.54 16.3 14.69 0.57 15.49 10-2015 10-2022
15.73 16.54 17.04 15.25 0.69 16.14 09-2015 09-2022
16.26 15.96 17.27 14.96 0.82 16.11 08-2015 08-2022
14.64 15.02 16.09 13.59 0.89 14.84 07-2015 07-2022
14 14.86 15.86 13.02 1.05 14.43 06-2015 06-2022
14.17 15.4 16.13 13.45 1.04 14.79 05-2015 05-2022
15.97 15.97 17.21 14.74 0.87 15.97 04-2015 04-2022
15.13 14.91 16.55 13.51 1.08 15.02 03-2015 03-2022
14.62 15.43 16.59 13.48 1.14 15.03 02-2015 02-2022
16.32 16.56 17.93 14.97 1.05 16.45 01-2015 01-2022
15.88 15.07 16.88 14.09 1.03 15.48 12-2014 12-2021
14.49 15 15.38 14.11 0.48 14.75 11-2014 11-2021
15.58 15.33 16.89 14.04 1.01 15.46 10-2014 10-2021
14.68 14.65 15.64 13.7 0.69 14.67 09-2014 09-2021
13.79 14.71 15.64 12.88 1.03 14.26 08-2014 08-2021
13.72 12.98 14.24 12.47 0.68 13.35 07-2014 07-2021
14.5 13.99 15.74 12.77 1.07 14.25 06-2014 06-2021
14.31 14.37 15.11 13.58 0.54 14.34 05-2014 05-2021
14.46 14.79 15.43 13.83 0.58 14.63 04-2014 04-2021
14.61 14.39 15.56 13.45 0.75 14.5 03-2014 03-2021
14.38 14.3 15.56 13.13 0.86 14.34 02-2014 02-2021
13.44 14.14 15.27 12.33 1.07 13.79 01-2014 01-2021
12.84 12.98 14.05 11.77 0.81 12.91 12-2013 12-2020
11.6 12.14 12.83 10.92 0.7 11.87 11-2013 11-2020
12.1 11.62 13.53 10.21 1.19 11.87 10-2013 10-2020
11.11 11.88 12.51 10.49 0.76 11.5 09-2013 09-2020
12.22 10.86 12.86 10.24 1.04 11.54 08-2013 08-2020
12.13 11.57 13.59 10.14 1.24 11.86 07-2013 07-2020
12.41 11.63 13.11 10.94 0.82 12.02 06-2013 06-2020
10.1 10.28 11.05 9.34 0.61 10.19 05-2013 05-2020
8.56 10.56 11.55 7.6 1.57 9.57 04-2013 04-2020
7.82 11.65 12.47 7.02 2.36 9.74 03-2013 03-2020
12.32 13.23 13.86 11.7 0.83 12.78 02-2013 02-2020
13.06 13.42 14.11 12.38 0.62 13.24 01-2013 01-2020
13.13 13.84 14.54 12.44 0.78 13.49 12-2012 12-2019
13.53 13.7 14.58 12.66 0.68 13.62 11-2012 11-2019
12.69 14.3 14.76 12.24 1.06 13.5 10-2012 10-2019
13.52 12.97 14.15 12.35 0.67 13.25 09-2012 09-2019
14.43 14.04 15.01 13.47 0.56 14.24 08-2012 08-2019
14.95 15.18 16.47 13.68 0.99 15.07 07-2012 07-2019
15.58 15.17 16.23 14.52 0.62 15.38 06-2012 06-2019
14.45 14.13 15.5 13.09 0.86 14.29 05-2012 05-2019
14.62 14.46 16.06 13.04 1.07 14.54 04-2012 04-2019
13.9 13.52 14.38 13.04 0.49 13.71 03-2012 03-2019
13.46 13.2 14.73 11.96 0.98 13.34 02-2012 02-2019
14.52 14.43 15.73 13.23 0.88 14.48 01-2012 01-2019
15.51 14.97 16.34 14.15 0.8 15.24 12-2011 12-2018
15.33 14.9 16.31 13.94 0.85 15.12 11-2011 11-2018
15.11 16.26 18.2 13.21 1.81 15.7 10-2011 10-2018
17.48 17.04 18.14 16.39 0.64 17.26 09-2011 09-2018
17.53 14.97 18.44 14.09 1.78 16.26 08-2011 08-2018
13.59 13.39 14.3 12.69 0.57 13.49 07-2011 07-2018
13.63 13.23 14.49 12.38 0.76 13.43 06-2011 06-2018
13.06 12.85 13.62 12.3 0.47 12.96 05-2011 05-2018

Rolling return for 10 year

Average return: 14.97
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.33 12.49 13.34 11.5 0.65 12.41 04-2015 04-2025
12.65 12.22 13.34 11.54 0.65 12.44 03-2015 03-2025
12.51 13.28 14.07 11.72 0.87 12.89 02-2015 02-2025
14.14 14.05 14.98 13.21 0.63 14.1 01-2015 01-2025
14.87 14.39 15.64 13.63 0.73 14.63 12-2014 12-2024
13.79 14.16 14.43 13.52 0.35 13.97 11-2014 11-2024
14.74 14.74 15.82 13.66 0.76 14.74 10-2014 10-2024
15.14 14.79 15.49 14.45 0.39 14.97 09-2014 09-2024
15.02 15.44 16.09 14.37 0.63 15.23 08-2014 08-2024
14.98 15.09 15.98 14.09 0.67 15.04 07-2014 07-2024
15.19 14.81 16.04 13.97 0.74 15 06-2014 06-2024
15.67 15.79 16.31 15.15 0.41 15.73 05-2014 05-2024
16.14 16.11 16.56 15.69 0.31 16.12 04-2014 04-2024
16.7 16.59 17.43 15.87 0.55 16.65 03-2014 03-2024
16.27 16.12 17.02 15.38 0.58 16.2 02-2014 02-2024
15.54 15.31 16.11 14.75 0.49 15.43 01-2014 01-2024
15.24 15.41 16.18 14.48 0.6 15.33 12-2013 12-2023
14.43 14.8 15.3 13.94 0.5 14.62 11-2013 11-2023
15.02 14.41 15.78 13.66 0.78 14.72 10-2013 10-2023
15.43 15.59 16.04 14.99 0.38 15.51 09-2013 09-2023
16.36 15.17 16.62 14.92 0.73 15.77 08-2013 08-2023
16.91 15.98 17.45 15.45 0.78 16.45 07-2013 07-2023
17.08 16.45 17.52 16.01 0.58 16.77 06-2013 06-2023
15.93 15.89 16.46 15.36 0.39 15.91 05-2013 05-2023
15.76 15.44 16.16 15.04 0.41 15.6 04-2013 04-2023
14.97 15.14 15.73 14.37 0.48 15.05 03-2013 03-2023
15.77 16.06 16.51 15.33 0.43 15.92 02-2013 02-2023
15.59 15.71 16.2 15.1 0.39 15.65 01-2013 01-2023
15.97 16.46 16.96 15.47 0.55 16.21 12-2012 12-2022
16.44 16.26 16.88 15.81 0.38 16.35 11-2012 11-2022
15.72 16 16.32 15.4 0.34 15.86 10-2012 10-2022
16.02 16.08 16.93 15.18 0.62 16.05 09-2012 09-2022
16.94 16.96 17.65 16.25 0.5 16.95 08-2012 08-2022
16.53 16.64 17.55 15.63 0.68 16.59 07-2012 07-2022
16.17 16.75 17.5 15.43 0.76 16.46 06-2012 06-2022
16.41 16.82 17.81 15.44 0.85 16.62 05-2012 05-2022
17.92 17.66 18.81 16.79 0.72 17.79 04-2012 04-2022
17.3 17.68 18.31 16.68 0.59 17.49 03-2012 03-2022
17.25 17.55 18.66 16.15 0.89 17.4 02-2012 02-2022
19.09 19.31 20.25 18.16 0.74 19.2 01-2012 01-2022
19.06 18.79 19.78 18.08 0.61 18.93 12-2011 12-2021
19.07 18.71 19.72 18.06 0.6 18.89 11-2011 11-2021
19.28 18.84 20.23 17.91 0.83 19.07 10-2011 10-2021
19.26 19.17 19.95 18.48 0.52 19.22 09-2011 09-2021
18.45 17.33 19.8 16.02 1.39 17.9 08-2011 08-2021
15.79 15.51 16.16 15.15 0.37 15.65 07-2011 07-2021
15.81 15.79 16.69 14.92 0.63 15.8 06-2011 06-2021
14.73 14.74 15.29 14.18 0.39 14.73 05-2011 05-2021
14.29 14.32 14.97 13.65 0.47 14.31 04-2011 04-2021
14.54 14.2 15.21 13.53 0.61 14.37 03-2011 03-2021
14.41 14.36 15.24 13.54 0.6 14.39 02-2011 02-2021
13.37 13.88 14.64 12.61 0.74 13.62 01-2011 01-2021
12.63 12.65 13.48 11.8 0.59 12.64 12-2010 12-2020
11.91 11.88 12.77 11.03 0.62 11.9 11-2010 11-2020
11.86 12.13 12.86 11.13 0.62 12 10-2010 10-2020
12.13 12.07 13.11 11.1 0.71 12.1 09-2010 09-2020
12.17 11.98 12.61 11.54 0.38 12.07 08-2010 08-2020
12.43 12.18 13.45 11.18 0.81 12.31 07-2010 07-2020
12.43 12.11 12.92 11.62 0.47 12.27 06-2010 06-2020
11.8 11 12.47 10.33 0.81 11.4 05-2010 05-2020
9.09 10.76 11.18 8.68 1.06 9.93 04-2010 04-2020
9.43 12.06 12.71 8.79 1.67 10.75 03-2010 03-2020
13.05 13.54 14.13 12.46 0.62 13.29 02-2010 02-2020
13.28 12.85 14.01 12.13 0.68 13.07 01-2010 01-2020
13.11 13.21 14.09 12.23 0.66 13.16 12-2009 12-2019
14.86 14.02 15.6 13.29 0.87 14.44 11-2009 11-2019
14.17 14.79 15.63 13.34 0.84 14.48 10-2009 10-2019
15.39 14.42 15.84 13.97 0.74 14.91 09-2009 09-2019
16.16 15.57 16.57 15.17 0.54 15.87 08-2009 08-2019
18.61 16.65 19.71 15.58 1.62 17.64 07-2009 07-2019
18.9 18.3 19.38 17.83 0.59 18.6 06-2009 06-2019
20.86 19.39 21.64 18.63 1.18 20.13 05-2009 05-2019
22.67 21.85 23.74 20.8 1.08 22.27 04-2009 04-2019
24.85 22.29 25.22 21.93 1.47 23.57 03-2009 03-2019
23.69 23.34 24.66 22.39 0.81 23.52 02-2009 02-2019
22.95 22.09 23.86 21.2 0.99 22.52 01-2009 01-2019
23.43 22.57 24.06 21.95 0.81 23 12-2008 12-2018
23.58 22.04 24.31 21.32 1.19 22.81 11-2008 11-2018
23.26 19.74 25.58 17.53 3.11 21.53 10-2008 10-2018
19.47 17.15 19.94 16.7 1.41 18.31 09-2008 09-2018
16.96 16.63 17.59 16.01 0.57 16.8 08-2008 08-2018
16.97 15.94 17.48 15.44 0.81 16.46 07-2008 07-2018
15.16 13.64 15.77 13.04 1.1 14.4 06-2008 06-2018
13.31 12.97 13.7 12.58 0.41 13.14 05-2008 05-2018
13.61 13.73 15.11 12.25 1.01 13.68 04-2008 04-2018
13.76 13.18 14.58 12.37 0.81 13.47 03-2008 03-2018
13.38 12.6 14.08 11.9 0.82 12.99 02-2008 02-2018
13.7 11.28 14.9 10.11 1.9 12.5 01-2008 01-2018
10.87 10.37 11.48 9.77 0.63 10.62 12-2007 12-2017
11.61 11.3 12.09 10.82 0.46 11.46 11-2007 11-2017
11.04 10.51 11.72 9.83 0.69 10.77 10-2007 10-2017
11.89 11.23 12.37 10.76 0.62 11.56 09-2007 09-2017
12.74 11.82 13.13 11.44 0.68 12.28 08-2007 08-2017
11.28 11.26 12.01 10.54 0.52 11.27 07-2007 07-2017
11.4 11.77 12.43 10.75 0.61 11.59 06-2007 06-2017
10.8 11.45 11.85 10.41 0.56 11.13 05-2007 05-2017
11.96 11.26 12.5 10.72 0.68 11.61 04-2007 04-2017
12.42 11.75 12.85 11.33 0.59 12.09 03-2007 03-2017
11.41 10.81 12.09 10.14 0.72 11.11 02-2007 02-2017
10.7 10.55 11.31 9.95 0.48 10.63 01-2007 01-2017
10.96 10.7 11.66 10 0.59 10.83 12-2006 12-2016
10.67 11.47 12.05 10.1 0.75 11.07 11-2006 11-2016
12.35 11.97 12.75 11.58 0.43 12.16 10-2006 10-2016
12.72 12.71 13.38 12.06 0.47 12.72 09-2006 09-2016
13.65 13.24 14.19 12.71 0.54 13.45 08-2006 08-2016
13.76 13.38 14.61 12.55 0.74 13.57 07-2006 07-2016
15.17 13.59 15.94 12.83 1.23 14.38 06-2006 06-2016
12.8 11.19 13.5 10.5 1.2 12 05-2006 05-2016
11.4 11.07 12.04 10.44 0.58 11.24 04-2006 04-2016
11.24 11.33 12.55 10.03 0.89 11.29 03-2006 03-2016
11.6 12.19 12.8 11 0.67 11.9 02-2006 02-2016
12.7 13.1 13.82 11.99 0.66 12.9 01-2006 01-2016
14.01 13.33 14.49 12.86 0.62 13.67 12-2005 12-2015
15.29 14.51 15.87 13.94 0.74 14.9 11-2005 11-2015
15.93 14.66 16.46 14.14 0.94 15.3 10-2005 10-2015
14.79 14.46 15.13 14.12 0.38 14.62 09-2005 09-2015
15.63 15.79 16.54 14.88 0.59 15.71 08-2005 08-2015
16.52 16.57 17.27 15.82 0.51 16.55 07-2005 07-2015
17.24 17.51 17.95 16.8 0.42 17.38 06-2005 06-2015
18.6 17.77 19.12 17.24 0.73 18.18 05-2005 05-2015

Rolling return for 12 year

Average return: 15.38
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.93 15.18 15.78 14.33 0.52 15.05 04-2013 04-2025
14.86 14.94 15.44 14.36 0.38 14.9 03-2013 03-2025
15.09 16.05 16.43 14.73 0.69 15.58 02-2013 02-2025
16.16 16.47 16.88 15.75 0.41 16.31 01-2013 01-2025
17.13 17.36 17.79 16.71 0.39 17.25 12-2012 12-2024
17.01 17.03 17.56 16.48 0.38 17.02 11-2012 11-2024
17.12 17.77 18.04 16.85 0.48 17.45 10-2012 10-2024
18.16 17.74 18.45 17.45 0.38 17.95 09-2012 09-2024
17.98 18.32 18.9 17.4 0.54 18.15 08-2012 08-2024
18.12 18.21 18.98 17.36 0.57 18.17 07-2012 07-2024
17.29 17.38 18.01 16.67 0.47 17.34 06-2012 06-2024
17.14 16.86 17.68 16.33 0.49 17 05-2012 05-2024
17.6 17.01 17.96 16.65 0.51 17.3 04-2012 04-2024
17.41 17.5 18.02 16.89 0.4 17.45 03-2012 03-2024
17.22 16.94 17.85 16.31 0.55 17.08 02-2012 02-2024
17.67 17.38 18.15 16.9 0.45 17.52 01-2012 01-2024
17.37 17.35 18.16 16.56 0.57 17.36 12-2011 12-2023
16.71 16.61 17.44 15.88 0.55 16.66 11-2011 11-2023
16.74 16.25 17.38 15.62 0.65 16.5 10-2011 10-2023
16.99 16.86 17.5 16.35 0.41 16.92 09-2011 09-2023
17.09 15.29 17.3 15.08 1.01 16.19 08-2011 08-2023
14.87 14.78 15.31 14.33 0.35 14.82 07-2011 07-2023
14.97 14.58 15.32 14.23 0.41 14.78 06-2011 06-2023
14.08 14.06 14.51 13.63 0.31 14.07 05-2011 05-2023
13.41 13.2 13.74 12.87 0.32 13.3 04-2011 04-2023
13.84 13.62 14.47 13 0.53 13.73 03-2011 03-2023
14.25 14.12 14.85 13.53 0.47 14.19 02-2011 02-2023
13.56 13.43 14.06 12.93 0.4 13.5 01-2011 01-2023
13.54 13.65 14.35 12.85 0.53 13.6 12-2010 12-2022
14.05 13.66 14.42 13.3 0.42 13.86 11-2010 11-2022
13.8 13.67 14.29 13.18 0.4 13.73 10-2010 10-2022
14.79 14.66 15.54 13.91 0.58 14.72 09-2010 09-2022
15.53 15.57 16.12 14.99 0.4 15.55 08-2010 08-2022
15.82 15.58 16.67 14.74 0.69 15.7 07-2010 07-2022
15.96 16.35 17.06 15.26 0.65 16.16 06-2010 06-2022
16.7 16.58 17.87 15.43 0.86 16.64 05-2010 05-2022
16.56 16.91 17.29 16.19 0.41 16.74 04-2010 04-2022
16.48 16.75 17.32 15.92 0.5 16.62 03-2010 03-2022
16.93 17.59 18.1 16.42 0.64 17.26 02-2010 02-2022
17.36 17.3 18.31 16.36 0.69 17.33 01-2010 01-2022
17.26 17.09 17.85 16.5 0.48 17.18 12-2009 12-2021
18.51 17.69 19.05 17.16 0.73 18.1 11-2009 11-2021
18.37 18.43 19.15 17.66 0.53 18.4 10-2009 10-2021
19.08 18.43 19.66 17.86 0.68 18.76 09-2009 09-2021
18.57 18.83 19.69 17.72 0.7 18.7 08-2009 08-2021
20.47 18.21 20.79 17.89 1.3 19.34 07-2009 07-2021
19.78 19.63 20.53 18.88 0.59 19.7 06-2009 06-2021
21.42 20.03 21.91 19.55 0.97 20.73 05-2009 05-2021
22.99 22.02 23.59 21.42 0.84 22.51 04-2009 04-2021
24.66 22.81 25.26 22.22 1.26 23.74 03-2009 03-2021
24 23.65 24.75 22.91 0.66 23.83 02-2009 02-2021
23.25 22.92 24.41 21.78 0.94 23.09 01-2009 01-2021
22.6 22.13 23.37 21.37 0.73 22.37 12-2008 12-2020
22.07 20.98 22.85 20.2 1.01 21.52 11-2008 11-2020
21.78 17.91 22.68 17.04 2.42 19.85 10-2008 10-2020
16.53 15.11 17.39 14.28 1.21 15.83 09-2008 09-2020
14.46 14.06 14.84 13.68 0.43 14.26 08-2008 08-2020
14.06 13.66 14.92 12.81 0.76 13.86 07-2008 07-2020
12.68 11.35 13.08 10.95 0.89 12.02 06-2008 06-2020
10.21 10.17 10.76 9.62 0.4 10.19 05-2008 05-2020
10.18 10.82 11.94 9.08 1.04 10.5 04-2008 04-2020
10.6 12.21 13.36 9.48 1.49 11.41 03-2008 03-2020
12.3 11.97 13.19 11.08 0.76 12.13 02-2008 02-2020
13.16 10.77 13.76 10.17 1.52 11.96 01-2008 01-2020
10.78 10.66 11.58 9.86 0.61 10.72 12-2007 12-2019
11.56 11.5 12.16 10.9 0.45 11.53 11-2007 11-2019
11.28 11.45 12.47 10.27 0.78 11.37 10-2007 10-2019
12.38 11.8 12.75 11.44 0.51 12.09 09-2007 09-2019
13.31 12.55 13.64 12.22 0.57 12.93 08-2007 08-2019
12.24 12.47 13.1 11.61 0.53 12.36 07-2007 07-2019
12.91 12.73 13.28 12.36 0.33 12.82 06-2007 06-2019
12.22 12.49 12.82 11.89 0.34 12.36 05-2007 05-2019
13.09 12.86 13.91 12.05 0.66 12.98 04-2007 04-2019
12.91 12.27 13.19 11.99 0.48 12.59 03-2007 03-2019
12.07 11.72 12.79 11 0.64 11.89 02-2007 02-2019
11.35 11.4 12.04 10.72 0.47 11.38 01-2007 01-2019
12.38 12.03 12.85 11.56 0.47 12.21 12-2006 12-2018
12.12 12.19 12.67 11.64 0.36 12.16 11-2006 11-2018
12.12 13.21 13.87 11.47 0.93 12.67 10-2006 10-2018
13.74 13.56 14.11 13.19 0.33 13.65 09-2006 09-2018
13.95 13.67 14.47 13.17 0.47 13.81 08-2006 08-2018
14.28 13.67 14.7 13.27 0.55 13.98 07-2006 07-2018
15.1 13.65 15.61 13.15 1.01 14.38 06-2006 06-2018
13.54 11.92 13.86 11.6 0.98 12.73 05-2006 05-2018
11.8 12.21 13.03 10.99 0.74 12.01 04-2006 04-2018
12.18 11.83 12.85 11.16 0.61 12.01 03-2006 03-2018
13.28 13.35 13.86 12.77 0.39 13.31 02-2006 02-2018
13.56 13.95 14.55 12.96 0.58 13.75 01-2006 01-2018
13.68 13.23 14.2 12.71 0.55 13.46 12-2005 12-2017
14.69 13.97 15.1 13.57 0.6 14.33 11-2005 11-2017
14.49 13.6 15.08 13.01 0.8 14.04 10-2005 10-2017
13.57 13.42 13.97 13.02 0.34 13.5 09-2005 09-2017
14.12 13.83 14.45 13.5 0.35 13.98 08-2005 08-2017
14.4 14.44 15.02 13.83 0.42 14.42 07-2005 07-2017
14.69 15.21 15.57 14.33 0.48 14.95 06-2005 06-2017
15.22 15.03 16.13 14.13 0.71 15.13 05-2005 05-2017
15.26 14.22 15.73 13.76 0.79 14.74 04-2005 04-2017

Rolling return for 15 year

Average return: 15.92
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.99 14.38 14.67 13.7 0.37 14.19 04-2010 04-2025
14.54 14.56 15 14.1 0.32 14.55 03-2010 03-2025
15.03 15.69 16.09 14.63 0.57 15.36 02-2010 02-2025
15.68 15.46 16.25 14.9 0.48 15.57 01-2010 01-2025
16.31 16.22 16.82 15.7 0.4 16.26 12-2009 12-2024
17.21 16.58 17.65 16.14 0.58 16.89 11-2009 11-2024
17.23 17.4 17.97 16.67 0.46 17.32 10-2009 10-2024
18.5 17.76 18.74 17.53 0.5 18.13 09-2009 09-2024
18.44 18.5 19.18 17.76 0.5 18.47 08-2009 08-2024
19.96 18.59 20.66 17.91 1.09 19.28 07-2009 07-2024
19.18 19.04 19.76 18.46 0.46 19.11 06-2009 06-2024
20.91 19.86 21.35 19.42 0.78 20.38 05-2009 05-2024
22.41 21.46 22.71 21.16 0.64 21.94 04-2009 04-2024
24.07 22.63 24.58 22.12 1.01 23.35 03-2009 03-2024
23.36 23.02 23.89 22.49 0.51 23.19 02-2009 02-2024
22.72 21.94 23.12 21.54 0.62 22.33 01-2009 01-2024
22.29 21.96 22.95 21.31 0.59 22.13 12-2008 12-2023
21.92 21.03 22.53 20.42 0.81 21.48 11-2008 11-2023
21.85 18.56 22.38 18.04 1.93 20.21 10-2008 10-2023
18.4 16.97 18.82 16.57 0.94 17.69 09-2008 09-2023
16.79 16.33 16.97 16.16 0.33 16.56 08-2008 08-2023
16.87 16.21 17.24 15.85 0.54 16.54 07-2008 07-2023
15.72 14.59 16.01 14.31 0.72 15.16 06-2008 06-2023
14.04 13.9 14.39 13.55 0.3 13.97 05-2008 05-2023
14.66 14.01 14.93 13.74 0.48 14.34 04-2008 04-2023
14.85 14.42 15.36 13.92 0.53 14.64 03-2008 03-2023
14.59 14.08 15.08 13.6 0.55 14.34 02-2008 02-2023
14.82 12.79 15.22 12.39 1.23 13.8 01-2008 01-2023
13.1 12.99 13.74 12.34 0.5 13.04 12-2007 12-2022
13.85 13.61 14.15 13.32 0.31 13.73 11-2007 11-2022
13.55 13.12 13.94 12.73 0.45 13.34 10-2007 10-2022
14.26 14.08 14.85 13.49 0.49 14.17 09-2007 09-2022
15.19 14.76 15.65 14.3 0.5 14.97 08-2007 08-2022
13.8 13.96 14.47 13.3 0.42 13.88 07-2007 07-2022
13.83 14.24 14.69 13.38 0.49 14.04 06-2007 06-2022
13.95 14.58 14.86 13.68 0.47 14.27 05-2007 05-2022
15.56 15.28 16.14 14.71 0.52 15.42 04-2007 04-2022
15.34 15.25 16.01 14.6 0.5 15.3 03-2007 03-2022
14.83 14.87 15.75 13.96 0.63 14.85 02-2007 02-2022
14.94 15.16 15.69 14.42 0.46 15.05 01-2007 01-2022
15.3 15.09 15.76 14.63 0.41 15.2 12-2006 12-2021
15.18 15.2 15.6 14.78 0.29 15.19 11-2006 11-2021
15.42 15.49 16.03 14.89 0.4 15.46 10-2006 10-2021
15.63 15.63 16.08 15.18 0.32 15.63 09-2006 09-2021
15.26 15.48 16.13 14.62 0.54 15.37 08-2006 08-2021
15.61 15.03 15.86 14.79 0.43 15.32 07-2006 07-2021
16.27 15.27 16.86 14.69 0.84 15.77 06-2006 06-2021
14.55 13.36 14.92 12.99 0.8 13.96 05-2006 05-2021
13.81 13.6 14.26 13.15 0.4 13.71 04-2006 04-2021
14.03 13.64 14.47 13.2 0.47 13.84 03-2006 03-2021
14.5 14.64 15.05 14.09 0.34 14.57 02-2006 02-2021
14.59 14.96 15.45 14.1 0.49 14.77 01-2006 01-2021
14.4 14.19 14.97 13.62 0.48 14.29 12-2005 12-2020
14.57 14.25 15.15 13.67 0.54 14.41 11-2005 11-2020
14.66 14.16 15.35 13.48 0.68 14.41 10-2005 10-2020
13.44 13.66 14.11 13 0.4 13.55 09-2005 09-2020
13.68 13.48 13.98 13.18 0.29 13.58 08-2005 08-2020
13.47 13.69 14.15 13.01 0.41 13.58 07-2005 07-2020
13.53 13.57 13.86 13.24 0.22 13.55 06-2005 06-2020
13.47 13.06 13.92 12.6 0.49 13.26 05-2005 05-2020
12.57 12.82 14.01 11.4 0.93 12.7 04-2005 04-2020