NIFTY MIDSMALLCAP400 MOMENTUM QUALITY 100

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.99
Weighted mean CAGR by duration 19.71
Mean CAGR 22.22
Standard deviation CAGR 5.57
Range for CAGR 15.87

Summary

Duration Min Max Median Average XIRR (%)
1 year -17.22 73.87 42.41 34.61
3 year 9.41 40.87 26.45 25.79
5 year 4.13 34.79 18.11 18.82
7 year 11.92 24.88 19.14 18.94
10 year 11.25 26.91 19.57 19.45
12 year 10.02 25.65 19.59 19.19
15 year 12.81 26.04 18.24 18.74

Rolling return for 1 year

Average return: 34.61
Min Max Min-Max Max-Min Standard Deviation Mean From To
-12.27 -5.38 0.27 -17.22 6.65 -8.65 04-2024 04-2025
-3.15 1.19 8.59 -9.76 6.67 -0.78 03-2024 03-2025
-5.07 5.87 10.45 -9 7.89 0.56 02-2024 02-2025
7.24 20.51 27.5 1.36 10.37 14.15 01-2024 01-2025
30.43 32.71 40.45 23.24 6.14 31.71 12-2023 12-2024
41.89 37.79 53.8 27.13 9.55 40.15 11-2023 11-2024
49.18 52.49 62.79 39.74 8.24 51.05 10-2023 10-2024
51.59 49.3 56.18 44.91 4.07 50.5 09-2023 09-2024
52.71 57.03 63.81 46.38 6.35 54.98 08-2023 08-2024
65.45 63.16 73.87 55.26 6.63 64.44 07-2023 07-2024
49.12 63.64 70.73 42.93 11.09 56.61 06-2023 06-2024
57.83 62.98 72.31 49.27 8.35 60.6 05-2023 05-2024

Rolling return for 3 year

Average return: 25.79
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.68 14.39 16.76 9.41 2.77 13.06 04-2022 04-2025
15.62 16.02 20.12 11.67 2.99 15.86 03-2022 03-2025
17.06 17.27 23.12 11.5 4.11 17.24 02-2022 02-2025
16.82 19.77 23.75 13.05 3.92 18.35 01-2022 01-2025
22.42 22.45 25.47 19.47 2.12 22.45 12-2021 12-2024
20.79 21.25 24.08 18.04 2.14 21.04 11-2021 11-2024
21.53 22.2 25.12 18.69 2.29 21.89 10-2021 10-2024
25.13 24.17 26.38 22.94 1.26 24.65 09-2021 09-2024
25.55 26.6 28.52 23.68 1.75 26.09 08-2021 08-2024
28.32 28.02 30.46 25.92 1.61 28.18 07-2021 07-2024
25.5 28.2 31.29 22.55 3.23 26.88 06-2021 06-2024
27.69 28.97 31.48 25.25 2.25 28.35 05-2021 05-2024
28.21 28.84 30.71 26.38 1.55 28.53 04-2021 04-2024
26.53 27.62 29.54 24.65 1.77 27.09 03-2021 03-2024
30.03 29.19 31.88 27.38 1.62 29.62 02-2021 02-2024
29.28 29.57 31.74 27.15 1.63 29.43 01-2021 01-2024
29.2 29.28 31.66 26.86 1.7 29.25 12-2020 12-2023
28.07 28.66 32.85 24.03 3.13 28.4 11-2020 11-2023
27.44 29.43 30.25 26.64 1.46 28.44 10-2020 10-2023
30.88 29.55 32.86 27.62 1.91 30.23 09-2020 09-2023
30.91 28.64 32.77 26.84 2.24 29.79 08-2020 08-2023
32.08 31.85 34.91 29.09 2.06 31.98 07-2020 07-2023
32.78 32.15 34.67 30.29 1.56 32.47 06-2020 06-2023
33.74 33.72 36.25 31.26 1.76 33.74 05-2020 05-2023
35.74 30.23 38.14 27.97 4.09 33.02 04-2020 04-2023
38.26 23.15 40.87 20.86 8.87 30.78 03-2020 03-2023
22.16 20.32 23.06 19.44 1.44 21.25 02-2020 02-2023
22.71 20.95 24.49 19.22 1.96 21.84 01-2020 01-2023
23.52 25.78 27.12 22.22 1.91 24.66 12-2019 12-2022
24.99 25.15 26.11 24.04 0.73 25.07 11-2019 11-2022
27.46 25.33 28.97 23.86 1.96 26.41 10-2019 10-2022
28.68 27.97 31.67 25.06 2.35 28.34 09-2019 09-2022
29.11 29.17 31.22 27.1 1.46 29.15 08-2019 08-2022
23.15 22.5 27.14 18.66 3.01 22.86 07-2019 07-2022
18.25 21.03 22.88 16.47 2.47 19.66 06-2019 06-2022
21.22 23.18 25.68 18.81 2.53 22.22 05-2019 05-2022

Rolling return for 5 year

Average return: 18.82
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.89 27.78 32.38 24.41 2.85 28.37 04-2020 04-2025
31.74 24.35 34.79 21.53 5.37 28.1 03-2020 03-2025
22.14 24.2 25.89 20.5 2.04 23.18 02-2020 02-2025
24.85 27.03 29.24 22.71 2.43 25.96 01-2020 01-2025
28.82 29.92 30.75 28.01 1.04 29.38 12-2019 12-2024
27.74 29.21 29.81 27.15 1.07 28.48 11-2019 11-2024
30.24 30.28 32.54 28.03 1.59 30.27 10-2019 10-2024
32.66 31.19 33.46 30.41 1.2 31.93 09-2019 09-2024
32.18 32.79 34.05 30.94 1.12 32.49 08-2019 08-2024
32.05 30.43 33.37 29.14 1.6 31.25 07-2019 07-2024
26.27 28.55 29.73 25.12 1.82 27.42 06-2019 06-2024
26.81 27.51 29.05 25.29 1.35 27.16 05-2019 05-2024
24.82 25.58 26.27 24.13 0.8 25.2 04-2019 04-2024
24.02 24.33 25.78 22.58 1.14 24.18 03-2019 03-2024
26 25.86 27.07 24.79 0.81 25.93 02-2019 02-2024
24.74 24.73 26.15 23.33 1 24.74 01-2019 01-2024
23.06 22.95 24.46 21.56 1.03 23.01 12-2018 12-2023
19.39 21.58 22.04 18.94 1.34 20.49 11-2018 11-2023
20.5 20.01 22.08 18.45 1.3 20.26 10-2018 10-2023
19.39 17.25 20.47 16.2 1.69 18.33 09-2018 09-2023
16.4 15.91 17.39 14.93 0.89 16.16 08-2018 08-2023
16.5 16.7 17.99 15.22 0.98 16.6 07-2018 07-2023
16.19 15.71 17.18 14.73 0.88 15.95 06-2018 06-2023
13.88 13.77 15.16 12.51 0.94 13.83 05-2018 05-2023
12.09 12.04 13.28 10.87 0.85 12.07 04-2018 04-2023
12.19 12.33 13.45 11.08 0.84 12.26 03-2018 03-2023
12.34 11.1 12.84 10.61 0.9 11.72 02-2018 02-2023
10.17 9.73 11.12 8.79 0.84 9.95 01-2018 01-2023
11.31 11.37 13.24 9.46 1.34 11.35 12-2017 12-2022
12.97 12.55 13.58 11.95 0.6 12.76 11-2017 11-2022
14.47 13.4 15.28 12.6 1.02 13.94 10-2017 10-2022
14.94 14.97 16.53 13.4 1.11 14.96 09-2017 09-2022
15.86 15.48 16.99 14.37 0.94 15.68 08-2017 08-2022
12.6 14.17 14.77 12.01 1.12 13.39 07-2017 07-2022
12.44 14.11 15.06 11.51 1.39 13.28 06-2017 06-2022
14.58 15.57 17.09 13.09 1.46 15.08 05-2017 05-2022
17.17 17.73 18.62 16.29 0.85 17.45 04-2017 04-2022
17.07 17.97 19.53 15.53 1.45 17.52 03-2017 03-2022
17.4 19.75 20.88 16.31 1.82 18.58 02-2017 02-2022
21.56 22.12 23.98 19.75 1.51 21.85 01-2017 01-2022
22.91 23.11 24.73 21.32 1.21 23.02 12-2016 12-2021
22.99 20.62 24.71 18.96 2.2 21.82 11-2016 11-2021
19.66 20.92 21.37 19.22 0.88 20.29 10-2016 10-2021
20.26 20.53 21.55 19.26 0.82 20.4 09-2016 09-2021
20.06 19.98 21.14 18.9 0.79 20.02 08-2016 08-2021
19.86 20.34 21.22 18.99 0.81 20.1 07-2016 07-2021
18.95 19.93 20.67 18.22 0.93 19.44 06-2016 06-2021
18.17 18.87 19.55 17.5 0.77 18.52 05-2016 05-2021
17.57 17.41 18.59 16.39 0.78 17.49 04-2016 04-2021
18.04 17.86 19.1 16.81 0.81 17.95 03-2016 03-2021
17.52 16.76 18.98 15.32 1.32 17.14 02-2016 02-2021
16.14 14.59 17.31 13.46 1.47 15.38 01-2016 01-2021
13.4 13.58 14.65 12.34 0.82 13.49 12-2015 12-2020
11.33 12.71 13.49 10.57 1.14 12.03 11-2015 11-2020
10.69 10.41 11.11 9.99 0.41 10.55 10-2015 10-2020
10.89 11.45 12.58 9.78 1.01 11.17 09-2015 09-2020
9.75 9.39 11.85 7.34 1.6 9.58 08-2015 08-2020
7.16 7.71 8.64 6.24 0.87 7.44 07-2015 07-2020
7.22 7.02 8.44 5.82 0.93 7.12 06-2015 06-2020
5.77 5.31 6.96 4.13 1.01 5.54 05-2015 05-2020

Rolling return for 7 year

Average return: 18.94
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.09 15.39 16.29 13.2 1.19 14.74 04-2018 04-2025
15.05 16.12 16.95 14.24 1.03 15.59 03-2018 03-2025
15.05 16.27 17.56 13.78 1.4 15.66 02-2018 02-2025
15.02 16.85 17.9 13.99 1.53 15.94 01-2018 01-2025
18.16 18 19.42 16.76 0.94 18.09 12-2017 12-2024
18.1 18.7 19.47 17.34 0.78 18.4 11-2017 11-2024
19.87 19.96 21.38 18.47 1.03 19.92 10-2017 10-2024
21.32 20.67 21.84 20.16 0.64 21 09-2017 09-2024
21.53 21.62 22.75 20.4 0.83 21.58 08-2017 08-2024
21.42 21.83 22.29 20.97 0.49 21.63 07-2017 07-2024
19.54 21.15 21.88 18.83 1.22 20.35 06-2017 06-2024
20.25 20.63 21.77 19.13 0.94 20.44 05-2017 05-2024
19.62 19.97 20.62 18.98 0.59 19.8 04-2017 04-2024
19.64 19.72 20.85 18.52 0.82 19.68 03-2017 03-2024
20.87 20.79 21.6 20.06 0.55 20.83 02-2017 02-2024
21.67 21.34 22.65 20.37 0.81 21.51 01-2017 01-2024
21.67 21.52 22.65 20.54 0.75 21.59 12-2016 12-2023
19.58 18.61 21.47 16.76 1.7 19.11 11-2016 11-2023
16.72 17.51 17.82 16.42 0.57 17.12 10-2016 10-2023
18.35 18.4 19.11 17.64 0.52 18.38 09-2016 09-2023
18.25 18.14 18.96 17.43 0.54 18.2 08-2016 08-2023
17.86 18.32 18.93 17.25 0.62 18.09 07-2016 07-2023
17.85 18.05 18.57 17.33 0.44 17.95 06-2016 06-2023
17.21 17.67 18.15 16.74 0.52 17.44 05-2016 05-2023
16.55 16.58 17.43 15.71 0.61 16.57 04-2016 04-2023
16.96 17.02 17.9 16.08 0.64 16.99 03-2016 03-2023
17.75 16.54 18.12 16.17 0.81 17.14 02-2016 02-2023
16.9 15.67 17.62 14.96 1.04 16.29 01-2016 01-2023
15.85 16.51 17.29 15.08 0.82 16.18 12-2015 12-2022
16.58 16.46 17.03 16.01 0.36 16.52 11-2015 11-2022
16.05 16.11 16.63 15.52 0.39 16.08 10-2015 10-2022
16.74 17.05 17.9 15.91 0.71 16.9 09-2015 09-2022
16.48 15.45 17.29 14.65 1 15.97 08-2015 08-2022
14.02 14.88 15.59 13.32 0.86 14.45 07-2015 07-2022
14.3 15.11 16.19 13.23 1.08 14.71 06-2015 06-2022
15.33 15.84 17.14 14.06 1.1 15.59 05-2015 05-2022
17.3 16.36 18.34 15.34 1.11 16.84 04-2015 04-2022
15.12 16.01 16.85 14.3 0.95 15.57 03-2015 03-2022
15.18 16.73 17.61 14.32 1.29 15.96 02-2015 02-2022
17.14 17.68 18.8 16.04 0.99 17.41 01-2015 01-2022
18.25 18.09 19.49 16.86 0.93 18.17 12-2014 12-2021
18.31 18.71 19.49 17.54 0.7 18.51 11-2014 11-2021
19.78 19.86 21 18.65 0.83 19.82 10-2014 10-2021
19.6 19.16 20.51 18.26 0.81 19.38 09-2014 09-2021
20.23 19.69 21.01 18.92 0.76 19.96 08-2014 08-2021
20.08 19.95 21.05 18.98 0.73 20.02 07-2014 07-2021
20.06 19.39 21.29 18.18 1.12 19.73 06-2014 06-2021
20.77 20.32 21.77 19.34 0.87 20.55 05-2014 05-2021
20.68 20.71 21.43 19.96 0.52 20.7 04-2014 04-2021
20.96 20.96 21.74 20.19 0.55 20.96 03-2014 03-2021
20.93 21.16 22 20.1 0.68 21.05 02-2014 02-2021
20.87 20.93 21.73 20.08 0.58 20.9 01-2014 01-2021
20.33 20.2 21.27 19.27 0.71 20.27 12-2013 12-2020
19.33 20.41 20.98 18.77 0.87 19.87 11-2013 11-2020
20.54 19.68 20.87 19.36 0.61 20.11 10-2013 10-2020
21.14 21.25 22.45 19.95 0.88 21.2 09-2013 09-2020
20.56 20.98 22.2 19.35 1.02 20.77 08-2013 08-2020
18.2 17.99 19.36 16.84 0.89 18.1 07-2013 07-2020
16.92 16.7 17.87 15.76 0.75 16.81 06-2013 06-2020
15.04 15.23 15.97 14.31 0.59 15.14 05-2013 05-2020
14.06 16.36 16.98 13.46 1.49 15.21 04-2013 04-2020
12.74 18.56 19.43 11.92 3.36 15.66 03-2013 03-2020
18.94 19.44 20.09 18.3 0.66 19.19 02-2013 02-2020
18.28 18.97 19.75 17.51 0.83 18.63 01-2013 01-2020
18 18.13 18.54 17.6 0.34 18.07 12-2012 12-2019
19.01 18.62 19.41 18.23 0.44 18.82 11-2012 11-2019
18.25 19.35 19.71 17.89 0.75 18.8 10-2012 10-2019
18.89 19.01 20.36 17.56 0.99 18.96 09-2012 09-2019
18.67 18.91 19.47 18.11 0.49 18.79 08-2012 08-2019
19.66 20.64 21.58 18.73 1.07 20.15 07-2012 07-2019
21.49 21.43 22.28 20.64 0.58 21.46 06-2012 06-2019
21.14 21.16 22.19 20.12 0.73 21.15 05-2012 05-2019
21.15 21 21.62 20.53 0.39 21.07 04-2012 04-2019
20.88 21.15 21.89 20.14 0.63 21.02 03-2012 03-2019
20.77 20.13 21.6 19.31 0.84 20.45 02-2012 02-2019
23.36 22.18 24.37 21.19 1.2 22.78 01-2012 01-2019
23.73 22.51 24.81 21.44 1.27 23.12 12-2011 12-2018
22.84 21.2 23.18 20.87 1 22.02 11-2011 11-2018
21.29 21.42 22.78 19.95 1 21.36 10-2011 10-2018
22.22 23.43 24.61 21.07 1.32 22.83 09-2011 09-2018
23.76 22.73 24.88 21.62 1.21 23.25 08-2011 08-2018
20.64 21.04 21.59 20.09 0.55 20.84 07-2011 07-2018
21.14 21.22 22.24 20.13 0.75 21.18 06-2011 06-2018
21.7 22 22.76 20.95 0.65 21.85 05-2011 05-2018

Rolling return for 10 year

Average return: 19.45
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.58 15.77 17.14 14.23 1.03 15.68 04-2015 04-2025
15.27 16.01 16.6 14.69 0.72 15.64 03-2015 03-2025
15.74 16.89 17.51 15.13 0.93 16.32 02-2015 02-2025
17.04 18.3 19.09 16.27 1.09 17.68 01-2015 01-2025
19.48 19.38 20.37 18.5 0.66 19.43 12-2014 12-2024
19.05 19.46 20.01 18.51 0.55 19.26 11-2014 11-2024
20.3 20.55 21.36 19.51 0.66 20.43 10-2014 10-2024
21.23 20.64 21.6 20.28 0.51 20.94 09-2014 09-2024
21.8 21.72 22.66 20.87 0.63 21.76 08-2014 08-2024
22.49 22.32 23.1 21.71 0.5 22.41 07-2014 07-2024
21.67 21.97 23.33 20.33 1.07 21.82 06-2014 06-2024
22.8 22.86 23.89 21.78 0.75 22.83 05-2014 05-2024
22.89 23.09 23.61 22.38 0.44 22.99 04-2014 04-2024
22.6 22.92 23.47 22.06 0.51 22.76 03-2014 03-2024
23.59 23.52 24.11 23 0.39 23.55 02-2014 02-2024
23.33 23.46 24.03 22.77 0.45 23.4 01-2014 01-2024
22.92 22.86 23.62 22.16 0.52 22.89 12-2013 12-2023
21.89 22.83 23.24 21.48 0.71 22.36 11-2013 11-2023
22.57 22.53 23.37 21.73 0.58 22.55 10-2013 10-2023
23.98 23.68 24.54 23.13 0.51 23.83 09-2013 09-2023
23.58 23.23 24.1 22.71 0.51 23.41 08-2013 08-2023
22.2 21.99 22.98 21.21 0.63 22.1 07-2013 07-2023
21.47 21.14 21.99 20.62 0.5 21.3 06-2013 06-2023
20.36 20.49 21.03 19.82 0.43 20.42 05-2013 05-2023
20.18 20.36 20.81 19.73 0.39 20.27 04-2013 04-2023
19.86 19.92 20.53 19.25 0.45 19.89 03-2013 03-2023
19.9 19.71 20.16 19.44 0.26 19.8 02-2013 02-2023
19.59 19.56 20.11 19.04 0.38 19.57 01-2013 01-2023
19.63 20.38 20.66 19.34 0.54 20 12-2012 12-2022
20.78 20.54 21.1 20.22 0.32 20.66 11-2012 11-2022
20.94 21.11 21.37 20.68 0.25 21.02 10-2012 10-2022
21.75 21.63 22.59 20.79 0.64 21.69 09-2012 09-2022
21.71 21.9 22.3 21.31 0.36 21.8 08-2012 08-2022
20.7 21.19 21.85 20.04 0.66 20.95 07-2012 07-2022
20.51 21.31 21.91 19.92 0.76 20.91 06-2012 06-2022
21.17 21.76 22.49 20.45 0.75 21.47 05-2012 05-2022
22.01 22.32 22.76 21.57 0.43 22.17 04-2012 04-2022
21.36 22.11 22.63 20.85 0.68 21.74 03-2012 03-2022
21.55 22.3 23.34 20.52 1.03 21.93 02-2012 02-2022
24.34 24.02 25.57 22.8 0.99 24.18 01-2012 01-2022
24.44 23.73 25.35 22.83 0.93 24.09 12-2011 12-2021
23.49 22.94 24.34 22.1 0.82 23.22 11-2011 11-2021
23.35 23.26 24.22 22.39 0.65 23.3 10-2011 10-2021
22.56 22.4 23.21 21.75 0.52 22.48 09-2011 09-2021
22.04 21.11 22.59 20.57 0.79 21.58 08-2011 08-2021
20.11 20.41 20.79 19.73 0.39 20.26 07-2011 07-2021
19.85 20.01 20.71 19.15 0.55 19.93 06-2011 06-2021
19.1 19.27 19.79 18.58 0.43 19.19 05-2011 05-2021
18.01 18.16 18.52 17.65 0.31 18.09 04-2011 04-2021
18.62 18.3 19.15 17.77 0.5 18.46 03-2011 03-2021
18.69 18.46 19.43 17.73 0.61 18.58 02-2011 02-2021
17.61 16.74 18.2 16.16 0.78 17.18 01-2011 01-2021
16.36 15.82 17 15.18 0.67 16.09 12-2010 12-2020
14.72 14.4 15.83 13.31 0.9 14.56 11-2010 11-2020
14.11 13.84 14.33 13.62 0.27 13.97 10-2010 10-2020
14.39 14.6 15.26 13.74 0.54 14.5 09-2010 09-2020
14.38 14.8 15.47 13.72 0.64 14.59 08-2010 08-2020
14.14 14.33 14.92 13.55 0.49 14.23 07-2010 07-2020
14.08 14.1 14.73 13.46 0.45 14.09 06-2010 06-2020
13.6 13.29 14.24 12.65 0.57 13.45 05-2010 05-2020
12.04 13.43 14.04 11.44 1.04 12.74 04-2010 04-2020
11.83 15.83 16.44 11.25 2.32 13.84 03-2010 03-2020
16.78 16.95 17.57 16.16 0.5 16.87 02-2010 02-2020
16.24 16.17 17.25 15.17 0.74 16.21 01-2010 01-2020
16.15 16.03 16.52 15.66 0.31 16.09 12-2009 12-2019
17.37 16.3 17.64 16.03 0.68 16.84 11-2009 11-2019
16.25 16.45 17.25 15.46 0.64 16.35 10-2009 10-2019
16.42 16.5 17.42 15.51 0.68 16.46 09-2009 09-2019
16.96 16.52 17.52 15.97 0.57 16.74 08-2009 08-2019
19.05 18.31 20.39 16.99 1.23 18.68 07-2009 07-2019
19.71 19.26 20.25 18.72 0.56 19.48 06-2009 06-2019
22.31 19.87 23.05 19.15 1.63 21.09 05-2009 05-2019
25.02 23.52 25.36 23.18 0.94 24.27 04-2009 04-2019
26.17 25.35 26.91 24.62 0.86 25.76 03-2009 03-2019
24.97 24.59 25.57 23.99 0.57 24.78 02-2009 02-2019
24.67 23.54 25.38 22.84 0.98 24.11 01-2009 01-2019
25.14 24.29 25.9 23.53 0.89 24.72 12-2008 12-2018
25.32 23.54 25.56 23.31 1.01 24.43 11-2008 11-2018
24.25 20.43 25.32 19.4 2.49 22.35 10-2008 10-2018
20.68 20.01 22.33 18.4 1.41 20.35 09-2008 09-2018
19.7 19.55 20.46 18.8 0.59 19.63 08-2008 08-2018
20.4 19.6 21.06 18.94 0.8 20 07-2008 07-2018
19.46 17.98 20.21 17.23 1.18 18.72 06-2008 06-2018
17.6 17.37 18.32 16.66 0.59 17.49 05-2008 05-2018
18.82 17.72 19.47 17.08 0.93 18.27 04-2008 04-2018
19.16 17.26 19.75 16.68 1.28 18.21 03-2008 03-2018
17.22 16.57 18.14 15.67 0.9 16.9 02-2008 02-2018
17.73 14.87 18.47 14.15 1.83 16.3 01-2008 01-2018
15.11 14.89 16.07 13.93 0.76 15 12-2007 12-2017
15.57 15.13 16.1 14.61 0.55 15.35 11-2007 11-2017
16.1 15.33 17.06 14.39 0.98 15.72 10-2007 10-2017
16.89 16.53 17.68 15.75 0.69 16.71 09-2007 09-2017
17.39 17.04 18.16 16.28 0.68 17.22 08-2007 08-2017
16.87 16.71 17.17 16.4 0.28 16.79 07-2007 07-2017
17.4 17.05 17.89 16.56 0.49 17.23 06-2007 06-2017
17.63 17.58 18.4 16.82 0.56 17.61 05-2007 05-2017
18.8 17.92 19.25 17.48 0.7 18.36 04-2007 04-2017
18.25 18.09 19.03 17.32 0.61 18.17 03-2007 03-2017
16.85 16.31 17.4 15.77 0.61 16.58 02-2007 02-2017
15.55 15.92 16.43 15.05 0.51 15.74 01-2007 01-2017
16.03 15.81 16.79 15.06 0.62 15.92 12-2006 12-2016
15.97 17.28 17.92 15.34 1.02 16.63 11-2006 11-2016
18.39 17.99 18.6 17.78 0.32 18.19 10-2006 10-2016
18.32 18.16 18.82 17.67 0.41 18.24 09-2006 09-2016
18.8 17.98 19.37 17.41 0.75 18.39 08-2006 08-2016
19.61 17.7 20.05 17.27 1.19 18.66 07-2006 07-2016
20.33 16.81 20.7 16.45 1.95 18.57 06-2006 06-2016
16.61 14.98 16.94 14.65 0.99 15.8 05-2006 05-2016
16.17 15.56 16.76 14.98 0.67 15.87 04-2006 04-2016
17.1 16.28 17.71 15.67 0.78 16.69 03-2006 03-2016
17.54 18.07 18.65 16.96 0.63 17.8 02-2006 02-2016
18.69 19.13 20.09 17.74 0.85 18.91 01-2006 01-2016
20.45 20.23 21.01 19.67 0.48 20.34 12-2005 12-2015
21.8 20.94 22.22 20.53 0.67 21.37 11-2005 11-2015
22.6 21.22 22.99 20.83 0.91 21.91 10-2005 10-2015
21.27 20.98 21.88 20.37 0.54 21.12 09-2005 09-2015
22.66 22.7 24.03 21.34 0.95 22.68 08-2005 08-2015
24.63 23.69 25.17 23.16 0.78 24.16 07-2005 07-2015
24.23 24.55 25.04 23.73 0.48 24.39 06-2005 06-2015
24.89 24.69 25.86 23.72 0.76 24.79 05-2005 05-2015

Rolling return for 12 year

Average return: 19.19
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.02 20.99 21.36 19.65 0.7 20.5 04-2013 04-2025
20.3 20.94 21.46 19.79 0.63 20.62 03-2013 03-2025
20.26 21.4 21.79 19.88 0.79 20.83 02-2013 02-2025
20.97 22.26 22.73 20.51 0.91 21.62 01-2013 01-2025
22.39 22.91 23.15 22.15 0.4 22.65 12-2012 12-2024
22.57 22.92 23.4 22.1 0.48 22.75 11-2012 11-2024
23.11 23.79 24.01 22.89 0.46 23.45 10-2012 10-2024
24.45 23.94 24.76 23.63 0.44 24.2 09-2012 09-2024
24.12 24.51 24.85 23.78 0.4 24.31 08-2012 08-2024
24.67 24.63 25.19 24.11 0.38 24.65 07-2012 07-2024
23.46 24.35 24.86 22.95 0.75 23.91 06-2012 06-2024
23.47 23.76 24.38 22.86 0.55 23.62 05-2012 05-2024
22.66 22.89 23.26 22.3 0.35 22.78 04-2012 04-2024
22.18 22.46 22.9 21.74 0.42 22.32 03-2012 03-2024
22.92 22.48 23.36 22.05 0.49 22.7 02-2012 02-2024
23.93 23.24 24.52 22.66 0.7 23.59 01-2012 01-2024
23.45 22.69 24.03 22.11 0.73 23.07 12-2011 12-2023
21.39 21.36 22.51 20.25 0.8 21.38 11-2011 11-2023
20.96 20.83 21.62 20.18 0.51 20.9 10-2011 10-2023
21.03 20.82 21.49 20.37 0.4 20.93 09-2011 09-2023
20.63 19.84 21.06 19.42 0.64 20.24 08-2011 08-2023
18.89 19.21 19.52 18.58 0.35 19.05 07-2011 07-2023
19.05 18.89 19.47 18.47 0.36 18.97 06-2011 06-2023
18.38 18.5 18.93 17.95 0.35 18.44 05-2011 05-2023
17.33 17.55 17.85 17.04 0.3 17.44 04-2011 04-2023
17.89 17.73 18.44 17.18 0.45 17.81 03-2011 03-2023
18.63 18.04 18.85 17.83 0.42 18.34 02-2011 02-2023
17.81 17.02 18.23 16.6 0.64 17.41 01-2011 01-2023
17.32 17.17 18.16 16.33 0.65 17.25 12-2010 12-2022
17.26 16.31 17.52 16.05 0.62 16.79 11-2010 11-2022
16.71 16.63 17.05 16.29 0.27 16.67 10-2010 10-2022
17.27 17.38 17.94 16.71 0.44 17.32 09-2010 09-2022
17.61 17.52 18.09 17.04 0.37 17.56 08-2010 08-2022
17.11 17.53 18.04 16.6 0.53 17.32 07-2010 07-2022
17.2 17.79 18.33 16.67 0.62 17.5 06-2010 06-2022
18.07 18.31 19.14 17.25 0.67 18.19 05-2010 05-2022
18.87 18.95 19.48 18.34 0.4 18.91 04-2010 04-2022
18.74 19.25 19.78 18.22 0.58 19 03-2010 03-2022
18.91 19.84 20.37 18.39 0.77 19.38 02-2010 02-2022
19.61 19.66 20.59 18.69 0.67 19.64 01-2010 01-2022
19.69 20 20.42 19.27 0.42 19.84 12-2009 12-2021
20.72 20.26 21.41 19.57 0.67 20.49 11-2009 11-2021
20.54 20.56 21.26 19.86 0.5 20.55 10-2009 10-2021
20.73 20.48 21.27 19.95 0.47 20.61 09-2009 09-2021
20.92 20.52 21.37 20.06 0.48 20.72 08-2009 08-2021
22 20.81 22.58 20.24 0.93 21.41 07-2009 07-2021
20.96 20.85 21.68 20.13 0.55 20.91 06-2009 06-2021
22.84 20.76 23.43 20.18 1.36 21.8 05-2009 05-2021
24.15 23.07 24.59 22.63 0.79 23.61 04-2009 04-2021
25.18 24.36 25.65 23.9 0.68 24.77 03-2009 03-2021
24.16 23.99 24.8 23.35 0.52 24.07 02-2009 02-2021
23.57 22.57 24.08 22.06 0.8 23.07 01-2009 01-2021
23.28 22.52 23.84 21.96 0.72 22.9 12-2008 12-2020
22.15 21.48 23.14 20.51 0.96 21.82 11-2008 11-2020
21.9 18.11 22.09 17.92 1.99 20 10-2008 10-2020
17.73 16.6 18.47 15.87 1 17.17 09-2008 09-2020
15.7 15.88 16.61 14.97 0.58 15.79 08-2008 08-2020
16.04 15.53 16.7 14.87 0.67 15.79 07-2008 07-2020
15.01 13.76 15.55 13.22 0.93 14.39 06-2008 06-2020
12.36 12.14 12.89 11.61 0.46 12.25 05-2008 05-2020
12.17 12.45 13.83 10.8 1.08 12.31 04-2008 04-2020
11.96 13.78 15.79 10.02 2.14 12.89 03-2008 03-2020
13.98 13.36 14.63 12.72 0.71 13.67 02-2008 02-2020
13.34 11.26 14.16 10.46 1.5 12.3 01-2008 01-2020
11.52 10.87 11.82 10.58 0.49 11.2 12-2007 12-2019
12.26 11.69 12.48 11.48 0.41 11.98 11-2007 11-2019
12.76 12.16 13.57 11.37 0.81 12.46 10-2007 10-2019
13.32 13.2 14.13 12.39 0.62 13.26 09-2007 09-2019
14.01 13.55 14.45 13.11 0.5 13.78 08-2007 08-2019
13.57 14.25 14.63 13.2 0.56 13.91 07-2007 07-2019
15.1 14.85 15.54 14.42 0.41 14.98 06-2007 06-2019
15.48 15.39 16.06 14.81 0.44 15.43 05-2007 05-2019
16.85 16.03 17.12 15.77 0.56 16.44 04-2007 04-2019
16.72 16.51 17.29 15.95 0.48 16.62 03-2007 03-2019
15.49 15.06 15.96 14.6 0.5 15.28 02-2007 02-2019
15.34 15.47 15.89 14.93 0.34 15.41 01-2007 01-2019
16.4 16.18 17 15.59 0.5 16.29 12-2006 12-2018
16.64 16.29 16.82 16.11 0.28 16.46 11-2006 11-2018
16.55 16.88 17.38 16.05 0.48 16.71 10-2006 10-2018
17.9 18.68 19.23 17.35 0.72 18.29 09-2006 09-2018
19.49 18.95 20.12 18.32 0.66 19.22 08-2006 08-2018
19.9 18.48 20.45 17.94 1.02 19.19 07-2006 07-2018
20.62 17.99 21.26 17.37 1.66 19.31 06-2006 06-2018
18.12 17.06 18.72 16.46 0.88 17.59 05-2006 05-2018
18.14 17.66 18.68 17.13 0.57 17.9 04-2006 04-2018
19.12 18.4 19.62 17.91 0.66 18.76 03-2006 03-2018
19.9 20.18 20.68 19.41 0.46 20.04 02-2006 02-2018
21.35 21.18 21.99 20.54 0.52 21.27 01-2006 01-2018
21.68 21.87 22.53 21.03 0.53 21.78 12-2005 12-2017
22.51 21.9 22.98 21.44 0.59 22.21 11-2005 11-2017
22.18 21.54 23.02 20.71 0.85 21.86 10-2005 10-2017
21.29 21.22 21.97 20.54 0.51 21.25 09-2005 09-2017
21.88 21.44 22.54 20.79 0.64 21.66 08-2005 08-2017
23.44 22.49 23.71 22.22 0.62 22.97 07-2005 07-2017
23.35 23.37 23.78 22.94 0.3 23.36 06-2005 06-2017
23.58 23.29 24.25 22.62 0.59 23.43 05-2005 05-2017
23.82 23.7 24.2 23.32 0.31 23.76 04-2005 04-2017

Rolling return for 15 year

Average return: 18.74
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.4 18.02 18.45 16.98 0.56 17.71 04-2010 04-2025
18.11 18.6 19.02 17.7 0.5 18.36 03-2010 03-2025
18.54 19.32 19.74 18.12 0.64 18.93 02-2010 02-2025
19.04 19.68 20.42 18.31 0.78 19.36 01-2010 01-2025
20.23 20.48 20.82 19.89 0.34 20.36 12-2009 12-2024
20.73 20.46 21.38 19.81 0.56 20.59 11-2009 11-2024
20.74 20.89 21.44 20.19 0.45 20.81 10-2009 10-2024
21.6 21.21 21.84 20.97 0.34 21.41 09-2009 09-2024
21.83 21.71 22.4 21.14 0.45 21.77 08-2009 08-2024
23.24 22.22 23.65 21.81 0.74 22.73 07-2009 07-2024
21.85 22.28 22.96 21.18 0.65 22.07 06-2009 06-2024
23.79 22.36 24.52 21.65 1.13 23.08 05-2009 05-2024
24.95 24.2 25.43 23.72 0.66 24.58 04-2009 04-2024
25.45 25.01 26.04 24.42 0.59 25.23 03-2009 03-2024
25.31 25.01 25.67 24.66 0.37 25.16 02-2009 02-2024
24.69 23.94 25.16 23.47 0.65 24.31 01-2009 01-2024
24.44 23.84 24.91 23.37 0.58 24.14 12-2008 12-2023
23.31 22.89 24.22 21.99 0.8 23.1 11-2008 11-2023
22.98 20.29 23.52 19.76 1.63 21.64 10-2008 10-2023
20.25 19.08 20.61 18.73 0.78 19.67 09-2008 09-2023
18.59 18.32 18.93 17.99 0.35 18.46 08-2008 08-2023
19.08 18.62 19.59 18.12 0.54 18.85 07-2008 07-2023
18.36 17.22 18.69 16.89 0.75 17.79 06-2008 06-2023
16.35 16.15 16.78 15.72 0.38 16.25 05-2008 05-2023
16.53 15.8 16.94 15.39 0.61 16.16 04-2008 04-2023
16.79 15.59 17.23 15.16 0.85 16.19 03-2008 03-2023
15.57 14.72 15.74 14.55 0.52 15.15 02-2008 02-2023
15.15 13.13 15.48 12.81 1.18 14.14 01-2008 01-2023
13.82 13.7 14.48 13.05 0.51 13.76 12-2007 12-2022
14.7 14.26 14.91 14.06 0.34 14.48 11-2007 11-2022
15.56 14.68 15.83 14.41 0.59 15.12 10-2007 10-2022
16.24 16.01 16.77 15.48 0.46 16.12 09-2007 09-2022
16.88 16.52 17.26 16.14 0.42 16.7 08-2007 08-2022
15.43 15.86 16.17 15.12 0.4 15.64 07-2007 07-2022
15.73 16.06 16.62 15.17 0.53 15.89 06-2007 06-2022
16.6 16.91 17.45 16.07 0.5 16.76 05-2007 05-2022
18.25 17.86 18.74 17.38 0.5 18.06 04-2007 04-2022
17.85 18.05 18.67 17.23 0.51 17.95 03-2007 03-2022
17.03 17.45 18.18 16.31 0.68 17.24 02-2007 02-2022
17.52 17.95 18.29 17.18 0.42 17.73 01-2007 01-2022
18.28 18.2 18.86 17.62 0.44 18.24 12-2006 12-2021
18.27 18.38 18.81 17.83 0.35 18.32 11-2006 11-2021
18.81 18.96 19.37 18.4 0.35 18.88 10-2006 10-2021
18.97 18.95 19.39 18.53 0.3 18.96 09-2006 09-2021
19.21 18.64 19.57 18.29 0.5 18.93 08-2006 08-2021
19.69 18.58 20.15 18.13 0.81 19.14 07-2006 07-2021
19.87 17.84 20.44 17.28 1.33 18.86 06-2006 06-2021
17.13 16.26 17.58 15.81 0.7 16.7 05-2006 05-2021
16.64 16.17 16.97 15.84 0.43 16.41 04-2006 04-2021
17.41 16.8 17.76 16.46 0.51 17.11 03-2006 03-2021
17.53 17.63 18.02 17.15 0.31 17.58 02-2006 02-2021
17.84 17.6 18.23 17.21 0.37 17.72 01-2006 01-2021
18.05 17.97 18.48 17.54 0.33 18.01 12-2005 12-2020
18.21 18.13 18.97 17.38 0.56 18.17 11-2005 11-2020
18.5 17.5 18.65 17.35 0.58 18 10-2005 10-2020
17.71 17.72 18.3 17.12 0.42 17.71 09-2005 09-2020
18.2 18.09 18.95 17.35 0.57 18.15 08-2005 08-2020
18.51 18.12 19.05 17.58 0.54 18.32 07-2005 07-2020
18.28 18.41 18.72 17.96 0.27 18.34 06-2005 06-2020
18.16 17.86 18.6 17.42 0.43 18.01 05-2005 05-2020
17.49 18.5 18.89 17.11 0.72 18 04-2005 04-2020