NIFTY INDIA SOVEREIGN GREEN BOND JAN 2033

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.79
Weighted mean XIRR by duration 22.26
Mean XIRR 24.89
Standard deviation XIRR 13.92
Range XIRR 38.24

Summary

Duration Min Max Median Average XIRR (%)
1 year 11.91 65.71 43.20 43.33
3 year -20.81 45.38 -14.76 5.09
5 year 22.68 36.13 30.51 30.17
7 year 17.71 23.25 21.04 20.96

Rolling return for 1 year

Average return: 43.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.48 24.57 35.23 11.91 8.32 23.3 01-2024 01-2025
38.75 41.36 47.66 32.83 5.32 40.15 12-2023 12-2024
44.8 41.61 56.79 30.78 9.27 43.5 11-2023 11-2024
49.48 54.59 65.71 39.45 9.46 52.31 10-2023 10-2024
58.2 56.45 64.97 50.03 5.32 57.41 09-2023 09-2024

Rolling return for 3 year

Average return: 5.09
Min Max Min-Max Max-Min Standard Deviation Mean From To
-17.12 -16.4 -14.1 -19.34 1.87 -16.74 01-2022 01-2025
-14.84 -14.97 -13.05 -16.72 1.3 -14.9 12-2021 12-2024
-17.58 -17.04 -15.36 -19.21 1.37 -17.3 11-2021 11-2024
-17.56 -16.54 -14.68 -19.36 1.69 -17.03 10-2021 10-2024
-16.05 -15.94 -14.87 -17.11 0.79 -15.99 09-2021 09-2024
-15.97 -15.4 -13.73 -17.59 1.38 -15.67 08-2021 08-2024
-15.5 -14.25 -13.64 -16.1 0.98 -14.87 07-2021 07-2024
37.32 -16.16 45.38 -20.81 30.1 11.43 06-2021 06-2024
40.96 41.17 44.01 38.18 2.06 41.08 05-2021 05-2024
40.6 42.31 43.78 39.16 1.74 41.46 04-2021 04-2024
37.05 41.14 44.16 34.18 3.81 39.13 03-2021 03-2024
41.18 39.68 43.89 37.05 2.48 40.45 02-2021 02-2024

Rolling return for 5 year

Average return: 30.17
Min Max Min-Max Max-Min Standard Deviation Mean From To
29.63 31.5 32.44 28.71 1.48 30.57 01-2020 01-2025
31.71 32.51 33.36 30.87 0.92 32.11 12-2019 12-2024
30.02 31.5 32.1 29.42 1.08 30.76 11-2019 11-2024
31.66 32.87 34.4 30.15 1.56 32.27 10-2019 10-2024
34.99 32.91 36.13 31.81 1.7 33.96 09-2019 09-2024
33.51 34.41 35.63 32.31 1.22 33.96 08-2019 08-2024
33.26 32.61 35.01 30.88 1.48 32.94 07-2019 07-2024
26.92 29.84 31.34 25.48 2.31 28.4 06-2019 06-2024
28.29 28.01 29.95 26.38 1.27 28.16 05-2019 05-2024
26.66 27.34 28.37 25.64 0.99 27 04-2019 04-2024
23.67 26.46 27.48 22.68 1.96 25.07 03-2019 03-2024
26.89 26.83 28.34 25.39 1.04 26.86 02-2019 02-2024

Rolling return for 7 year

Average return: 20.96
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.81 21.28 21.66 19.44 0.94 20.55 01-2018 01-2025
22.09 21.95 23.18 20.87 0.82 22.02 12-2017 12-2024
21.05 21.99 22.43 20.61 0.72 21.52 11-2017 11-2024
21.3 22.46 23.1 20.67 0.95 21.88 10-2017 10-2024
22.52 22.48 23.25 21.75 0.53 22.5 09-2017 09-2024
21.63 22.25 23.01 20.88 0.78 21.94 08-2017 08-2024
21.07 21.81 22.21 20.68 0.6 21.44 07-2017 07-2024
18.47 21.02 21.4 18.09 1.48 19.74 06-2017 06-2024
19.74 19.82 20.84 18.72 0.75 19.78 05-2017 05-2024
19.81 20.4 20.96 19.25 0.64 20.1 04-2017 04-2024
18.22 20.29 20.81 17.71 1.32 19.26 03-2017 03-2024
20.61 21.08 21.59 20.09 0.56 20.84 02-2017 02-2024