NIFTY MIDCAP150 MOMENTUM 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.7
Weighted mean CAGR by duration 22.53
Mean CAGR 25.96
Standard deviation CAGR 7.01
Range for CAGR 19.96

Summary

Duration Min Max Median Average XIRR (%)
1 year -13.86 86.30 48.80 40.82
3 year 14.52 45.86 32.75 31.89
5 year 6.87 40.38 21.36 22.64
7 year 14.14 28.21 22.19 22.13
10 year 14.44 28.80 21.98 21.88
12 year 10.67 28.77 22.04 21.49
15 year 14.10 29.21 19.86 20.86

Rolling return for 1 year

Average return: 40.82
Min Max Min-Max Max-Min Standard Deviation Mean From To
-6.39 -2.84 5.58 -13.86 6.99 -4.38 04-2024 04-2025
0.73 5.17 14.18 -7.22 7.73 3.21 03-2024 03-2025
-0.39 8.45 16.4 -7.19 8.91 4.32 02-2024 02-2025
11.37 24.53 34.29 3.27 11.92 18.37 01-2024 01-2025
35.71 38.63 46.87 28.1 6.72 37.33 12-2023 12-2024
48.8 42.96 60.18 32.81 9.9 46.19 11-2023 11-2024
52.21 59.63 69.74 43.14 9.77 56.18 10-2023 10-2024
57.02 59.87 68.72 48.79 7.12 58.6 09-2023 09-2024
59.56 65.3 74.28 51.35 8.36 62.62 08-2023 08-2024
66.94 70.81 82.79 56 9.57 69.14 07-2023 07-2024
56.1 76.02 84 49.34 14.14 66.37 06-2023 06-2024
66.69 76.63 86.3 58.04 10.59 71.91 05-2023 05-2024

Rolling return for 3 year

Average return: 31.89
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.02 19.21 21.8 14.52 2.69 18.14 04-2022 04-2025
20.22 20.95 25.35 16 3.32 20.63 03-2022 03-2025
21.16 22.17 27.61 15.99 4.12 21.73 02-2022 02-2025
21.28 25.06 29.08 17.49 4.31 23.23 01-2022 01-2025
27.44 28.01 30.84 24.68 2.19 27.74 12-2021 12-2024
25.76 25.41 28.89 22.36 2.31 25.61 11-2021 11-2024
25.22 25.95 29.86 21.46 2.98 25.62 10-2021 10-2024
29.3 29.85 32.43 26.78 2.01 29.59 09-2021 09-2024
30.56 31.41 34.46 27.6 2.44 31.01 08-2021 08-2024
31.8 33.92 35.84 29.94 2.22 32.88 07-2021 07-2024
28.32 32.52 35.55 25.45 3.87 30.46 06-2021 06-2024
31.89 34.35 36.87 29.46 2.76 33.14 05-2021 05-2024
32.32 33.54 36.04 29.89 2.22 32.95 04-2021 04-2024
32.28 32.98 35.96 29.39 2.34 32.65 03-2021 03-2024
39.18 36.67 42.49 33.49 3.3 37.96 02-2021 02-2024
38.98 39.64 42.52 36.18 2.25 39.33 01-2021 01-2024
38.48 39.17 41.17 36.52 1.66 38.84 12-2020 12-2023
36.26 37.56 41.52 32.44 3.24 36.95 11-2020 11-2023
35.67 37.54 38.48 34.75 1.48 36.61 10-2020 10-2023
37.56 37.23 40.05 34.79 1.86 37.41 09-2020 09-2023
36.87 35.82 39.31 33.44 2.11 36.36 08-2020 08-2023
37.16 37.77 40.3 34.7 1.99 37.48 07-2020 07-2023
38.4 36.95 40.46 34.94 2.02 37.69 06-2020 06-2023
39.32 39.61 41.81 37.16 1.65 39.48 05-2020 05-2023
40.55 35.18 42.73 33.11 3.9 37.89 04-2020 04-2023
43.05 27.73 45.86 25.26 9.08 35.48 03-2020 03-2023
26.57 25.15 27.81 23.94 1.46 25.87 02-2020 02-2023
28.93 27.42 31.4 25.03 2.31 28.2 01-2020 01-2023
30.01 33.16 34.72 28.5 2.47 31.6 12-2019 12-2022
33.12 33.63 34.83 31.93 1.04 33.38 11-2019 11-2022
36.01 34.13 38.01 32.19 2.16 35.09 10-2019 10-2022
37.23 36.04 39.97 33.38 2.37 36.66 09-2019 09-2022
35.51 36.85 38.56 33.83 1.74 36.19 08-2019 08-2022
29.49 29.42 34.42 24.67 3.45 29.5 07-2019 07-2022
24.3 27.47 29.25 22.58 2.61 25.9 06-2019 06-2022
27.41 29.76 31.98 25.27 2.51 28.61 05-2019 05-2022

Rolling return for 5 year

Average return: 22.64
Min Max Min-Max Max-Min Standard Deviation Mean From To
34.51 33.36 37.78 30.19 2.71 33.96 04-2020 04-2025
36.85 29.57 40.32 26.37 5.56 33.28 03-2020 03-2025
26.93 29.31 30.94 25.34 2.15 28.13 02-2020 02-2025
30.52 33.03 35.5 28.14 2.75 31.8 01-2020 01-2025
35.08 36.28 37.23 34.14 1.17 35.68 12-2019 12-2024
34.11 35.37 36.1 33.39 1.06 34.74 11-2019 11-2024
36.08 36.72 39.08 33.77 1.89 36.41 10-2019 10-2024
38.38 38.01 40.38 36.04 1.54 38.2 09-2019 09-2024
37.25 38.65 39.69 36.23 1.32 37.95 08-2019 08-2024
36.68 36.05 39.18 33.6 1.99 36.38 07-2019 07-2024
31.75 35.03 36.16 30.66 2.26 33.4 06-2019 06-2024
32.71 34.33 35.7 31.37 1.63 33.53 05-2019 05-2024
30.43 31.93 32.62 29.75 1.14 31.18 04-2019 04-2024
29.61 30.36 31.76 28.23 1.28 29.99 03-2019 03-2024
31.08 31.77 32.94 29.92 1.1 31.43 02-2019 02-2024
29.89 30.59 31.86 28.64 1.17 30.25 01-2019 01-2024
28.74 28.5 30.23 27.03 1.13 28.62 12-2018 12-2023
24.59 26.93 27.46 24.08 1.45 25.77 11-2018 11-2023
25.01 23.96 26.55 22.45 1.5 24.49 10-2018 10-2023
22.69 21.06 24.02 19.76 1.61 21.88 09-2018 09-2023
20.18 19.49 21.46 18.24 1.16 19.84 08-2018 08-2023
19.91 20.58 21.54 18.95 0.95 20.24 07-2018 07-2023
19.44 19.17 20.51 18.12 0.85 19.31 06-2018 06-2023
17.71 17.51 18.97 16.26 0.96 17.61 05-2018 05-2023
15.54 15.65 16.62 14.58 0.72 15.6 04-2018 04-2023
15.51 15.76 16.87 14.42 0.87 15.64 03-2018 03-2023
15.52 14.49 16.2 13.83 0.91 15.01 02-2018 02-2023
13.41 13.62 14.7 12.34 0.84 13.52 01-2018 01-2023
14.8 15.35 17.28 12.92 1.55 15.09 12-2017 12-2022
17.14 16.93 18.05 16.03 0.72 17.04 11-2017 11-2022
18.42 17.76 19.46 16.74 0.99 18.09 10-2017 10-2022
18.75 18.64 20.16 17.24 1.03 18.7 09-2017 09-2022
19.39 19.37 21 17.78 1.14 19.39 08-2017 08-2022
16.01 17.68 18.64 15.07 1.39 16.85 07-2017 07-2022
15.63 17.38 18.37 14.66 1.45 16.51 06-2017 06-2022
17.88 18.84 20.4 16.36 1.47 18.37 05-2017 05-2022
20.57 21.16 22.14 19.6 0.92 20.87 04-2017 04-2022
20.47 21.55 23.08 18.98 1.5 21.02 03-2017 03-2022
20.82 22.87 24.02 19.7 1.69 21.85 02-2017 02-2022
25.39 25.27 27.8 22.92 1.73 25.34 01-2017 01-2022
26.97 26.6 28.65 24.95 1.31 26.79 12-2016 12-2021
26.84 24.32 28.94 22.29 2.51 25.6 11-2016 11-2021
22.96 24.63 25.24 22.37 1.17 23.8 10-2016 10-2021
23.07 23.63 24.54 22.17 0.86 23.35 09-2016 09-2021
22.23 22.63 23.93 20.95 1.06 22.44 08-2016 08-2021
22.19 22.12 23.23 21.08 0.76 22.16 07-2016 07-2021
22.6 23.31 24.28 21.65 0.96 22.96 06-2016 06-2021
21.42 22.13 22.79 20.78 0.75 21.78 05-2016 05-2021
21.1 21.15 22.46 19.81 0.94 21.13 04-2016 04-2021
20.83 21.14 22.45 19.55 1.03 20.99 03-2016 03-2021
18.31 19 21.3 16.06 1.87 18.67 02-2016 02-2021
16.57 15.67 18 14.26 1.36 16.12 01-2016 01-2021
14.4 14.53 15.39 13.55 0.65 14.47 12-2015 12-2020
12.12 13.4 14.05 11.48 1.02 12.76 11-2015 11-2020
11.76 11.37 12.22 10.92 0.48 11.57 10-2015 10-2020
12.22 12.53 13.6 11.16 0.87 12.38 09-2015 09-2020
11.16 10.53 12.86 8.86 1.43 10.85 08-2015 08-2020
9.71 9.62 10.91 8.43 0.88 9.67 07-2015 07-2020
9.58 9.93 11.26 8.28 1.06 9.76 06-2015 06-2020
8.48 7.88 9.5 6.87 0.95 8.18 05-2015 05-2020

Rolling return for 7 year

Average return: 22.13
Min Max Min-Max Max-Min Standard Deviation Mean From To
18.42 19.76 20.47 17.72 1.08 19.09 04-2018 04-2025
18.96 20.29 21.11 18.15 1.15 19.63 03-2018 03-2025
18.81 20.21 21.49 17.57 1.47 19.52 02-2018 02-2025
18.68 21.07 21.89 17.87 1.65 19.88 01-2018 01-2025
22.25 22.19 23.64 20.82 1 22.22 12-2017 12-2024
22.15 22.61 23.44 21.32 0.77 22.38 11-2017 11-2024
23.24 23.9 25.18 21.99 1.15 23.58 10-2017 10-2024
24.5 24.64 25.78 23.37 0.85 24.57 09-2017 09-2024
24.92 25.29 26.51 23.72 1 25.11 08-2017 08-2024
24.42 25.31 26.04 23.7 0.89 24.87 07-2017 07-2024
23.06 25.23 25.98 22.32 1.5 24.15 06-2017 06-2024
24.09 24.91 26.08 22.94 1.15 24.5 05-2017 05-2024
23.42 24.17 24.89 22.71 0.82 23.8 04-2017 04-2024
23.48 23.83 24.94 22.38 0.91 23.66 03-2017 03-2024
24.35 24.78 25.61 23.52 0.75 24.57 02-2017 02-2024
25.72 25.29 27.09 23.94 1.12 25.51 01-2017 01-2024
25.97 25.57 27.01 24.53 0.89 25.77 12-2016 12-2023
23.53 22.32 25.55 20.35 1.89 22.94 11-2016 11-2023
20.21 20.85 21.27 19.79 0.57 20.53 10-2016 10-2023
21.4 21.7 22.34 20.77 0.57 21.55 09-2016 09-2023
21.04 21.04 21.95 20.13 0.64 21.04 08-2016 08-2023
20.71 21.1 21.89 19.93 0.71 20.91 07-2016 07-2023
20.78 20.87 21.55 20.11 0.51 20.83 06-2016 06-2023
20.24 20.69 21.15 19.78 0.51 20.46 05-2016 05-2023
19.9 19.77 20.7 18.99 0.61 19.84 04-2016 04-2023
20.38 20.47 21.39 19.47 0.68 20.43 03-2016 03-2023
21.15 20 21.66 19.5 0.87 20.58 02-2016 02-2023
20.27 19.54 21.25 18.57 0.98 19.91 01-2016 01-2023
19.35 20.55 21.19 18.72 0.97 19.95 12-2015 12-2022
20.2 20.37 20.87 19.72 0.41 20.29 11-2015 11-2022
19.95 20.06 20.71 19.31 0.5 20.01 10-2015 10-2022
20.57 20.78 21.6 19.76 0.65 20.68 09-2015 09-2022
19.83 19.19 20.98 18.06 1.06 19.52 08-2015 08-2022
17.63 18.54 19.54 16.65 1.07 18.09 07-2015 07-2022
17.88 18.85 19.87 16.88 1.11 18.37 06-2015 06-2022
19.12 19.64 20.93 17.85 1.1 19.39 05-2015 05-2022
21.1 20.09 22.23 18.99 1.2 20.6 04-2015 04-2022
18.81 19.94 20.64 18.12 0.98 19.38 03-2015 03-2022
19.34 20.43 21.59 18.2 1.26 19.89 02-2015 02-2022
21.38 21.5 23.04 19.86 1.13 21.45 01-2015 01-2022
22.55 22.27 23.7 21.13 0.91 22.41 12-2014 12-2021
22.64 23.1 24.09 21.66 0.87 22.87 11-2014 11-2021
24.2 24.55 25.83 22.93 1.03 24.38 10-2014 10-2021
23.76 23.3 24.81 22.26 0.92 23.53 09-2014 09-2021
24.09 23.92 25.31 22.71 0.92 24.01 08-2014 08-2021
24.04 23.72 24.8 22.97 0.66 23.88 07-2014 07-2021
24.85 24.25 26.07 23.05 1.09 24.55 06-2014 06-2021
25.39 24.87 26.39 23.88 0.91 25.13 05-2014 05-2021
24.91 25.26 25.91 24.27 0.59 25.09 04-2014 04-2021
24.41 24.95 25.6 23.77 0.67 24.68 03-2014 03-2021
22.69 24.16 24.9 21.97 1.16 23.43 02-2014 02-2021
22.41 22.76 23.48 21.69 0.64 22.59 01-2014 01-2021
22.32 21.9 23.07 21.15 0.69 22.11 12-2013 12-2020
21.24 22.4 22.73 20.91 0.76 21.82 11-2013 11-2020
21.96 21.43 22.31 21.08 0.47 21.7 10-2013 10-2020
23.18 22.61 24.25 21.55 0.98 22.9 09-2013 09-2020
22.6 22.42 23.95 21.09 1.01 22.52 08-2013 08-2020
20.38 19.9 21.32 18.97 0.85 20.14 07-2013 07-2020
18.68 18.72 19.97 17.44 0.89 18.7 06-2013 06-2020
17.04 16.9 17.82 16.12 0.6 16.97 05-2013 05-2020
16.5 18.45 19.25 15.73 1.42 17.48 04-2013 04-2020
14.92 20.82 21.65 14.14 3.38 17.88 03-2013 03-2020
21.16 21.68 22.26 20.59 0.62 21.42 02-2013 02-2020
20.13 20.83 21.72 19.25 0.91 20.48 01-2013 01-2020
19.7 19.73 20.3 19.13 0.41 19.71 12-2012 12-2019
21.11 20.16 21.58 19.7 0.74 20.64 11-2012 11-2019
20.41 21.34 21.89 19.86 0.79 20.88 10-2012 10-2019
21.01 21.17 22.49 19.7 0.99 21.09 09-2012 09-2019
21.07 21.2 21.71 20.55 0.41 21.13 08-2012 08-2019
21.68 23.04 23.67 21.06 1.04 22.36 07-2012 07-2019
23.74 23.46 24.48 22.73 0.63 23.6 06-2012 06-2019
23.29 23.07 24.19 22.18 0.71 23.18 05-2012 05-2019
23.2 23.15 23.66 22.7 0.34 23.18 04-2012 04-2019
23.55 23.42 24.5 22.49 0.71 23.49 03-2012 03-2019
23.37 23.13 24.15 22.35 0.64 23.25 02-2012 02-2019
25.67 24.6 26.54 23.75 1.06 25.14 01-2012 01-2019
25.78 24.98 26.98 23.8 1.16 25.39 12-2011 12-2018
25.34 23.94 25.71 23.58 0.9 24.64 11-2011 11-2018
24.52 24.98 26.37 23.15 1.15 24.76 10-2011 10-2018
25.94 27.01 28.13 24.84 1.22 26.48 09-2011 09-2018
26.73 26.1 28.21 24.65 1.28 26.42 08-2011 08-2018
23.95 24.18 24.65 23.48 0.42 24.06 07-2011 07-2018
24.56 24.59 25.56 23.61 0.69 24.58 06-2011 06-2018
24.98 25.34 26.09 24.24 0.67 25.16 05-2011 05-2018

Rolling return for 10 year

Average return: 21.88
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.86 19.83 21.31 18.39 1.03 19.85 04-2015 04-2025
19.23 20.24 20.73 18.75 0.79 19.74 03-2015 03-2025
19.89 20.95 21.77 19.08 1.02 20.42 02-2015 02-2025
21.35 22.56 23.64 20.28 1.26 21.96 01-2015 01-2025
24 23.96 24.98 22.99 0.7 23.98 12-2014 12-2024
23.57 23.79 24.48 22.88 0.57 23.68 11-2014 11-2024
24.5 24.97 25.87 23.62 0.81 24.74 10-2014 10-2024
25.4 25.23 26.3 24.33 0.7 25.31 09-2014 09-2024
25.99 26.12 27.11 25.01 0.74 26.06 08-2014 08-2024
26.32 26.7 27.47 25.55 0.69 26.51 07-2014 07-2024
25.88 26.68 27.97 24.61 1.22 26.29 06-2014 06-2024
27.3 27.64 28.73 26.23 0.89 27.48 05-2014 05-2024
27.09 27.69 28.15 26.63 0.58 27.39 04-2014 04-2024
26.72 27.31 27.77 26.27 0.57 27.02 03-2014 03-2024
27.42 27.79 28.33 26.89 0.53 27.61 02-2014 02-2024
27.16 27.6 28.13 26.64 0.55 27.38 01-2014 01-2024
26.96 26.84 27.69 26.11 0.56 26.9 12-2013 12-2023
25.57 26.76 27 25.33 0.73 26.16 11-2013 11-2023
25.92 26.06 26.7 25.29 0.5 25.99 10-2013 10-2023
27.33 26.83 28.01 26.15 0.68 27.08 09-2013 09-2023
26.72 26.29 27.39 25.63 0.64 26.51 08-2013 08-2023
25.19 25 26.04 24.16 0.67 25.1 07-2013 07-2023
24.28 23.92 24.83 23.37 0.53 24.1 06-2013 06-2023
23.32 23.3 23.98 22.64 0.47 23.31 05-2013 05-2023
23.25 23.24 23.82 22.67 0.41 23.24 04-2013 04-2023
22.72 22.85 23.44 22.14 0.46 22.79 03-2013 03-2023
22.76 22.71 23.12 22.35 0.27 22.73 02-2013 02-2023
22.7 22.77 23.4 22.07 0.47 22.73 01-2013 01-2023
22.7 23.61 24.02 22.29 0.69 23.15 12-2012 12-2022
24.6 24.05 25.08 23.57 0.57 24.32 11-2012 11-2022
24.89 25.04 25.44 24.49 0.34 24.96 10-2012 10-2022
25.66 25.45 26.41 24.71 0.61 25.56 09-2012 09-2022
25.23 25.69 26.07 24.86 0.46 25.46 08-2012 08-2022
23.97 24.92 25.37 23.53 0.73 24.45 07-2012 07-2022
23.91 24.65 25.37 23.2 0.81 24.28 06-2012 06-2022
24.51 25.04 25.84 23.72 0.77 24.78 05-2012 05-2022
25.25 25.7 26.06 24.89 0.44 25.48 04-2012 04-2022
25.01 25.59 26.36 24.25 0.77 25.3 03-2012 03-2022
25.15 26.07 26.8 24.43 0.9 25.61 02-2012 02-2022
27.58 27.42 28.8 26.21 0.92 27.5 01-2012 01-2022
27.72 27.14 28.56 26.31 0.82 27.43 12-2011 12-2021
27 26.79 28.05 25.75 0.82 26.9 11-2011 11-2021
27.08 27.26 28.25 26.1 0.76 27.17 10-2011 10-2021
26.08 26.05 26.82 25.3 0.54 26.06 09-2011 09-2021
25.16 24.57 26.03 23.72 0.84 24.87 08-2011 08-2021
23.3 23.5 23.83 22.98 0.31 23.4 07-2011 07-2021
23.65 23.82 24.49 22.99 0.53 23.74 06-2011 06-2021
22.84 23.01 23.52 22.32 0.43 22.92 05-2011 05-2021
21.86 22.14 22.54 21.47 0.39 22 04-2011 04-2021
22.02 21.94 22.83 21.13 0.6 21.98 03-2011 03-2021
21.29 21.64 22.82 20.13 0.96 21.47 02-2011 02-2021
19.96 19.22 20.7 18.49 0.82 19.59 01-2011 01-2021
18.75 18.07 19.26 17.57 0.64 18.41 12-2010 12-2020
17.19 17 18.2 16.01 0.78 17.1 11-2010 11-2020
16.79 16.57 17.03 16.33 0.26 16.68 10-2010 10-2020
17.22 17.17 17.94 16.46 0.52 17.2 09-2010 09-2020
17.16 17.43 18.05 16.54 0.54 17.3 08-2010 08-2020
17.14 17.17 17.78 16.53 0.44 17.16 07-2010 07-2020
16.99 17.2 17.88 16.32 0.56 17.1 06-2010 06-2020
16.53 16.32 17.08 15.77 0.47 16.43 05-2010 05-2020
15.22 16.6 17.11 14.72 0.98 15.91 04-2010 04-2020
15 19.09 19.67 14.44 2.35 17.05 03-2010 03-2020
19.99 20.16 20.74 19.41 0.47 20.07 02-2010 02-2020
19.18 19.18 20.28 18.09 0.77 19.18 01-2010 01-2020
19.1 18.98 19.52 18.57 0.34 19.04 12-2009 12-2019
20.3 19.1 20.62 18.78 0.78 19.7 11-2009 11-2019
19.11 19.23 20.13 18.22 0.68 19.17 10-2009 10-2019
19.37 19.29 20.39 18.27 0.75 19.33 09-2009 09-2019
19.94 19.69 20.39 19.24 0.42 19.82 08-2009 08-2019
21.68 21.08 23.07 19.71 1.21 21.38 07-2009 07-2019
22.26 21.73 22.77 21.22 0.58 22 06-2009 06-2019
24.8 22.46 25.43 21.84 1.52 23.63 05-2009 05-2019
26.95 25.74 27.28 25.41 0.79 26.34 04-2009 04-2019
27.96 26.95 28.64 26.27 0.91 27.45 03-2009 03-2019
26.66 26.1 27.22 25.54 0.63 26.38 02-2009 02-2019
26.54 25.29 27.15 24.69 0.98 25.92 01-2009 01-2019
26.74 25.92 27.59 25.08 0.93 26.33 12-2008 12-2018
26.97 25.12 27.23 24.87 1.06 26.05 11-2008 11-2018
26.47 22.71 27.78 21.45 2.6 24.6 10-2008 10-2018
22.97 21.94 24.47 20.47 1.46 22.46 09-2008 09-2018
21.54 21.5 22.54 20.52 0.71 21.52 08-2008 08-2018
22.68 21.37 23.17 20.89 0.93 22.03 07-2008 07-2018
21.8 19.39 22.48 18.73 1.58 20.6 06-2008 06-2018
18.88 18.31 19.62 17.58 0.75 18.6 05-2008 05-2018
20.35 18.87 20.85 18.37 1.02 19.61 04-2008 04-2018
20.94 18.24 21.52 17.68 1.66 19.59 03-2008 03-2018
17.99 17.17 18.87 16.31 0.95 17.59 02-2008 02-2018
18.61 15 19.18 14.45 2.1 16.81 01-2008 01-2018
15.62 15.4 16.58 14.44 0.76 15.51 12-2007 12-2017
16.52 15.81 17.08 15.26 0.69 16.17 11-2007 11-2017
17.62 16.49 18.47 15.66 1.07 17.06 10-2007 10-2017
18.53 17.71 19.29 16.96 0.87 18.12 09-2007 09-2017
19.05 18.53 19.86 17.73 0.78 18.79 08-2007 08-2017
18.31 18.09 18.79 17.61 0.42 18.2 07-2007 07-2017
19.1 18.57 19.6 18.07 0.57 18.84 06-2007 06-2017
19.14 19.06 19.92 18.29 0.58 19.1 05-2007 05-2017
20.44 19.42 20.92 18.94 0.79 19.93 04-2007 04-2017
19.97 19.64 20.72 18.89 0.66 19.8 03-2007 03-2017
18.58 17.68 19.13 17.13 0.78 18.13 02-2007 02-2017
16.26 17 17.42 15.84 0.62 16.63 01-2007 01-2017
16.55 16.51 17.49 15.58 0.68 16.53 12-2006 12-2016
16.96 18.04 19.11 15.91 1.19 17.5 11-2006 11-2016
19.73 19.25 20.02 18.96 0.41 19.49 10-2006 10-2016
19.91 19.49 20.35 19.06 0.48 19.7 09-2006 09-2016
20.9 20.06 21.54 19.43 0.8 20.48 08-2006 08-2016
21.4 20.47 21.96 19.92 0.79 20.94 07-2006 07-2016
21.52 18.65 21.99 18.19 1.68 20.09 06-2006 06-2016
17.61 15.75 17.93 15.44 1.1 16.68 05-2006 05-2016
15.73 15.67 16.36 15.05 0.46 15.7 04-2006 04-2016
16.4 15.68 17.02 15.06 0.74 16.04 03-2006 03-2016
16.9 17.42 18.02 16.3 0.64 17.16 02-2006 02-2016
18.22 18.28 19.4 17.1 0.81 18.25 01-2006 01-2016
19.87 19.52 20.32 19.07 0.46 19.7 12-2005 12-2015
21.47 20.52 21.82 20.18 0.67 21 11-2005 11-2015
22.05 20.79 22.51 20.33 0.89 21.42 10-2005 10-2015
20.76 20.33 21.33 19.76 0.58 20.55 09-2005 09-2015
22.1 22.14 23.38 20.88 0.88 22.12 08-2005 08-2015
23.72 22.98 24.45 22.26 0.82 23.35 07-2005 07-2015
23.29 23.53 24.03 22.79 0.45 23.41 06-2005 06-2015
23.54 23.5 24.47 22.59 0.66 23.52 05-2005 05-2015

Rolling return for 12 year

Average return: 21.49
Min Max Min-Max Max-Min Standard Deviation Mean From To
23.69 24.45 24.94 23.21 0.67 24.07 04-2013 04-2025
23.59 24.39 24.89 23.1 0.69 23.99 03-2013 03-2025
23.53 24.8 25.15 23.19 0.83 24.17 02-2013 02-2025
24.35 25.77 26.31 23.82 1.01 25.06 01-2013 01-2025
25.88 26.36 26.71 25.53 0.45 26.12 12-2012 12-2024
26.37 26.28 27.15 25.51 0.58 26.33 11-2012 11-2024
26.71 27.52 27.86 26.37 0.6 27.12 10-2012 10-2024
27.96 27.92 28.73 27.15 0.56 27.94 09-2012 09-2024
27.56 28.19 28.5 27.25 0.49 27.88 08-2012 08-2024
27.72 28.3 28.69 27.34 0.52 28.01 07-2012 07-2024
27.02 28.16 28.77 26.41 0.93 27.59 06-2012 06-2024
27.13 27.64 28.32 26.46 0.68 27.39 05-2012 05-2024
26.16 26.74 27.04 25.86 0.46 26.45 04-2012 04-2024
26.04 26.27 26.91 25.4 0.54 26.16 03-2012 03-2024
26.52 26.66 27.27 25.92 0.48 26.59 02-2012 02-2024
27.41 27.07 28.21 26.27 0.7 27.24 01-2012 01-2024
27 26.44 27.62 25.83 0.66 26.72 12-2011 12-2023
25.03 25.18 26.22 24 0.79 25.11 11-2011 11-2023
24.72 24.56 25.36 23.92 0.51 24.64 10-2011 10-2023
24.57 24.5 25.13 23.94 0.42 24.54 09-2011 09-2023
23.96 23.31 24.5 22.76 0.66 23.63 08-2011 08-2023
22.25 22.67 22.94 21.98 0.37 22.46 07-2011 07-2023
22.4 22.3 22.86 21.85 0.36 22.35 06-2011 06-2023
21.9 22.01 22.44 21.47 0.35 21.95 05-2011 05-2023
21.03 21.17 21.49 20.7 0.28 21.1 04-2011 04-2023
21.56 21.41 22.15 20.82 0.47 21.48 03-2011 03-2023
22.47 21.79 22.77 21.49 0.51 22.13 02-2011 02-2023
21.59 20.92 22.17 20.35 0.69 21.26 01-2011 01-2023
20.96 21.03 22.05 19.96 0.74 21 12-2010 12-2022
21.15 20.52 21.54 20.13 0.55 20.84 11-2010 11-2022
20.82 20.87 21.26 20.43 0.29 20.84 10-2010 10-2022
21.35 21.29 21.95 20.69 0.45 21.32 09-2010 09-2022
21.34 21.48 22.02 20.81 0.43 21.41 08-2010 08-2022
20.68 21.29 21.81 20.16 0.62 20.98 07-2010 07-2022
20.75 21.36 21.94 20.18 0.66 21.06 06-2010 06-2022
21.6 22.02 22.68 20.95 0.63 21.81 05-2010 05-2022
22.42 22.64 23.08 21.98 0.4 22.53 04-2010 04-2022
22.28 22.88 23.38 21.79 0.6 22.58 03-2010 03-2022
22.53 23.38 23.88 22.04 0.72 22.96 02-2010 02-2022
23.24 23.28 24.22 22.3 0.68 23.26 01-2010 01-2022
23.41 23.62 24.09 22.95 0.41 23.52 12-2009 12-2021
24.48 24.02 25.34 23.17 0.78 24.25 11-2009 11-2021
24.34 24.51 25.29 23.57 0.61 24.43 10-2009 10-2021
24.44 24.1 25.05 23.49 0.56 24.27 09-2009 09-2021
24.21 24.32 24.92 23.6 0.47 24.26 08-2009 08-2021
25.19 23.94 25.64 23.5 0.88 24.57 07-2009 07-2021
24.61 24.43 25.32 23.73 0.57 24.52 06-2009 06-2021
26.28 24.36 26.87 23.78 1.29 25.32 05-2009 05-2021
27.07 26.37 27.66 25.78 0.71 26.72 04-2009 04-2021
27.58 26.88 28.28 26.18 0.78 27.23 03-2009 03-2021
25.49 25.87 26.8 24.57 0.8 25.68 02-2009 02-2021
24.96 24.06 25.59 23.43 0.83 24.51 01-2009 01-2021
24.77 23.85 25.22 23.41 0.72 24.31 12-2008 12-2020
23.77 22.93 24.65 22.06 0.96 23.35 11-2008 11-2020
23.67 19.77 23.88 19.56 2.06 21.72 10-2008 10-2020
19.46 18.03 20.07 17.43 1.06 18.75 09-2008 09-2020
17.43 17.35 18.18 16.61 0.56 17.39 08-2008 08-2020
18.18 17.27 18.71 16.74 0.77 17.73 07-2008 07-2020
17.01 15.28 17.76 14.55 1.29 16.15 06-2008 06-2020
13.79 13.19 14.23 12.75 0.56 13.49 05-2008 05-2020
13.82 13.8 15.38 12.26 1.1 13.82 04-2008 04-2020
13.77 14.96 17.61 11.21 2.3 14.39 03-2008 03-2020
14.92 14.15 15.53 13.55 0.75 14.54 02-2008 02-2020
14.01 11.52 14.89 10.67 1.73 12.77 01-2008 01-2020
11.95 11.32 12.28 11 0.5 11.64 12-2007 12-2019
12.96 12.19 13.21 11.94 0.53 12.57 11-2007 11-2019
13.75 12.97 14.56 12.17 0.89 13.36 10-2007 10-2019
14.36 13.9 15.17 13.09 0.75 14.13 09-2007 09-2019
15.39 14.68 15.75 14.33 0.56 15.04 08-2007 08-2019
14.73 15.25 15.82 14.16 0.62 14.99 07-2007 07-2019
16.39 15.95 16.8 15.55 0.47 16.17 06-2007 06-2019
16.64 16.44 17.14 15.95 0.43 16.54 05-2007 05-2019
18.17 17.2 18.43 16.95 0.63 17.69 04-2007 04-2019
18.14 17.78 18.66 17.25 0.51 17.96 03-2007 03-2019
16.92 16.16 17.36 15.73 0.64 16.54 02-2007 02-2019
16.2 16.31 16.66 15.85 0.29 16.25 01-2007 01-2019
17 16.84 17.66 16.19 0.52 16.92 12-2006 12-2018
17.6 16.93 17.81 16.73 0.45 17.27 11-2006 11-2018
17.87 18.25 18.89 17.24 0.6 18.06 10-2006 10-2018
19.63 20.13 20.84 18.92 0.7 19.88 09-2006 09-2018
21.28 20.87 22.1 20.05 0.74 21.08 08-2006 08-2018
21.63 20.79 22.03 20.39 0.65 21.21 07-2006 07-2018
21.96 19.72 22.53 19.17 1.43 20.84 06-2006 06-2018
19.1 17.87 19.71 17.26 0.97 18.48 05-2006 05-2018
18.23 18.05 18.64 17.64 0.36 18.14 04-2006 04-2018
19.09 18.41 19.56 17.94 0.62 18.75 03-2006 03-2018
19.95 20.18 20.69 19.44 0.45 20.06 02-2006 02-2018
21.5 21.02 21.98 20.54 0.54 21.26 01-2006 01-2018
21.74 21.9 22.59 21.07 0.54 21.83 12-2005 12-2017
22.57 21.97 23.06 21.48 0.6 22.27 11-2005 11-2017
22.35 21.64 23.08 20.92 0.8 22 10-2005 10-2017
21.5 21.31 22.14 20.66 0.53 21.4 09-2005 09-2017
21.91 21.57 22.6 20.89 0.62 21.74 08-2005 08-2017
23.4 22.6 23.82 22.18 0.65 23 07-2005 07-2017
23.36 23.37 23.79 22.94 0.3 23.37 06-2005 06-2017
23.33 23.2 24 22.53 0.52 23.27 05-2005 05-2017
23.41 23.25 23.82 22.84 0.35 23.33 04-2005 04-2017

Rolling return for 15 year

Average return: 20.86
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.32 21.94 22.3 20.97 0.52 21.63 04-2010 04-2025
21.86 22.49 22.89 21.47 0.55 22.18 03-2010 03-2025
22.26 23.14 23.53 21.86 0.67 22.7 02-2010 02-2025
22.85 23.63 24.39 22.1 0.86 23.24 01-2010 01-2025
24.21 24.49 24.86 23.84 0.37 24.35 12-2009 12-2024
24.74 24.29 25.35 23.69 0.61 24.52 11-2009 11-2024
24.52 24.8 25.43 23.9 0.55 24.66 10-2009 10-2024
25.4 25.23 26 24.63 0.49 25.31 09-2009 09-2024
25.45 25.7 26.19 24.97 0.44 25.58 08-2009 08-2024
26.48 25.87 27.25 25.11 0.79 26.18 07-2009 07-2024
25.35 26.01 26.73 24.63 0.78 25.68 06-2009 06-2024
27.38 26.3 28.33 25.36 1.12 26.84 05-2009 05-2024
28.1 27.77 28.81 27.06 0.63 27.94 04-2009 04-2024
28.5 28.08 29.21 27.38 0.66 28.29 03-2009 03-2024
28.11 27.96 28.72 27.36 0.48 28.04 02-2009 02-2024
27.64 27.03 28.29 26.4 0.7 27.34 01-2009 01-2024
27.4 26.77 27.89 26.29 0.61 27.09 12-2008 12-2023
26.17 25.72 27.13 24.78 0.85 25.95 11-2008 11-2023
25.98 23.13 26.5 22.62 1.7 24.56 10-2008 10-2023
22.88 21.64 23.32 21.21 0.87 22.26 09-2008 09-2023
21.09 20.83 21.51 20.4 0.4 20.96 08-2008 08-2023
21.75 21.11 22.3 20.56 0.66 21.43 07-2008 07-2023
21.01 19.32 21.37 18.97 1.04 20.17 06-2008 06-2023
18.49 18.04 18.91 17.62 0.48 18.27 05-2008 05-2023
18.73 17.78 19.09 17.42 0.68 18.26 04-2008 04-2023
19.1 17.41 19.57 16.95 1.1 18.26 03-2008 03-2023
17.16 16.27 17.39 16.04 0.57 16.71 02-2008 02-2023
16.85 14.54 17.3 14.1 1.4 15.7 01-2008 01-2023
15.35 15.38 16.17 14.56 0.57 15.37 12-2007 12-2022
16.73 16.18 17.03 15.88 0.45 16.45 11-2007 11-2022
17.89 16.92 18.23 16.57 0.68 17.4 10-2007 10-2022
18.6 18.02 19.07 17.55 0.58 18.31 09-2007 09-2022
19.16 18.81 19.69 18.28 0.51 18.98 08-2007 08-2022
17.54 17.96 18.42 17.08 0.5 17.75 07-2007 07-2022
17.93 18.17 18.86 17.25 0.58 18.05 06-2007 06-2022
18.72 18.99 19.56 18.16 0.5 18.86 05-2007 05-2022
20.48 20 21 19.48 0.56 20.24 04-2007 04-2022
20.14 20.27 21 19.42 0.56 20.21 03-2007 03-2022
19.32 19.38 20.37 18.35 0.71 19.36 02-2007 02-2022
19.23 19.69 19.98 18.94 0.4 19.46 01-2007 01-2022
19.93 19.78 20.45 19.26 0.42 19.86 12-2006 12-2021
20.16 20.1 20.82 19.44 0.49 20.13 11-2006 11-2021
20.8 21.02 21.54 20.28 0.45 20.91 10-2006 10-2021
20.96 20.85 21.43 20.38 0.37 20.91 09-2006 09-2021
21.34 20.91 21.9 20.36 0.57 21.13 08-2006 08-2021
21.66 21.02 22.01 20.67 0.53 21.34 07-2006 07-2021
21.88 20.18 22.43 19.64 1.16 21.03 06-2006 06-2021
18.87 17.84 19.31 17.4 0.77 18.36 05-2006 05-2021
17.5 17.47 17.93 17.03 0.32 17.48 04-2006 04-2021
17.86 17.47 18.38 16.95 0.52 17.66 03-2006 03-2021
17.37 17.95 18.35 16.97 0.53 17.66 02-2006 02-2021
17.67 17.4 18.15 16.93 0.44 17.54 01-2006 01-2021
18.02 17.83 18.36 17.5 0.31 17.93 12-2005 12-2020
18.27 18.1 18.94 17.43 0.54 18.19 11-2005 11-2020
18.52 17.56 18.68 17.4 0.57 18.04 10-2005 10-2020
17.84 17.67 18.32 17.19 0.4 17.76 09-2005 09-2020
18.34 18.14 18.94 17.55 0.5 18.24 08-2005 08-2020
18.86 18.35 19.29 17.93 0.51 18.61 07-2005 07-2020
18.54 18.82 19.14 18.22 0.34 18.68 06-2005 06-2020
18.3 18.06 18.67 17.69 0.36 18.18 05-2005 05-2020
17.73 18.58 19.02 17.3 0.68 18.16 04-2005 04-2020