NIFTY MIDSMALLCAP400 MOMENTUM QUALITY 100

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.63
Weighted mean XIRR by duration 23.84
Mean XIRR 29.01
Standard deviation XIRR 11.04
Range XIRR 30.45

Summary

Duration Min Max Median Average XIRR (%)
1 year 2.50 73.87 53.72 50.27
3 year 13.48 31.88 25.52 25.30
5 year 22.58 34.05 28.45 28.33
7 year 14.18 22.75 20.02 19.82
10 year 16.40 24.11 21.71 21.33

Rolling return for 1 year

Average return: 50.27
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.45 19.92 26.88 2.5 9.53 14.44 01-2024 01-2025
32.2 32.33 40.05 24.91 5.35 32.37 12-2023 12-2024
42.83 37.79 53.8 27.97 9.31 40.6 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 56.6 06-2023 06-2024
57.83 62.98 72.31 49.27 8.35 60.6 05-2023 05-2024
62.11 62.99 71.79 53.8 6.37 62.67 04-2023 04-2024
55.05 57.32 66.4 46.59 7.05 56.34 03-2023 03-2024
57.04 60.27 63.83 53.63 3.78 58.69 02-2023 02-2024

Rolling return for 3 year

Average return: 25.30
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.25 19.57 23.55 13.48 3.65 18.46 01-2022 01-2025
22.97 22.33 25.36 20 1.91 22.66 12-2021 12-2024
21.05 21.25 24.08 18.29 2.05 21.17 11-2021 11-2024
21.53 22.2 25.12 18.69 2.29 21.88 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 27.08 03-2021 03-2024
30.03 29.19 31.88 27.38 1.62 29.62 02-2021 02-2024

Rolling return for 5 year

Average return: 28.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
25.13 26.9 29.12 22.98 2.26 26.03 01-2020 01-2025
29.17 29.84 30.67 28.35 0.85 29.51 12-2019 12-2024
27.9 29.21 29.81 27.32 0.99 28.56 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

Rolling return for 7 year

Average return: 19.82
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.21 16.76 17.82 14.18 1.4 15.99 01-2018 01-2025
18.39 17.96 19.37 16.99 0.86 18.18 12-2017 12-2024
18.21 18.7 19.47 17.45 0.73 18.46 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

Rolling return for 10 year

Average return: 21.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.18 18.25 19.03 16.4 1 17.72 01-2015 01-2025
19.64 19.35 20.34 18.66 0.6 19.5 12-2014 12-2024
19.13 19.46 20.01 18.58 0.52 19.3 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 22.4 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 23.56 02-2014 02-2024