NIFTY SDL JUL 2033 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.55
Weighted mean XIRR by duration -22.03
Mean XIRR -11.52
Standard deviation XIRR 21.03
Range XIRR 42.06

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.06 12.66 9.45 9.51
3 year -35.96 -29.88 -32.17 -32.55

Rolling return for 1 year

Average return: 9.51
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.43 11.15 12.66 9.94 0.97 11.29 01-2024 01-2025
12.04 11.14 12.47 10.72 0.7 11.59 12-2023 12-2024
11.57 11.38 12.26 10.7 0.56 11.48 11-2023 11-2024
11.21 10.93 11.78 10.37 0.51 11.07 10-2023 10-2024
9.29 10.12 10.91 8.52 0.89 9.71 09-2023 09-2024
8.83 9.15 9.94 8.05 0.68 8.99 08-2023 08-2024
8.23 8.38 9.47 7.15 0.82 8.31 07-2023 07-2024
7.09 7.74 8.13 6.7 0.56 7.42 06-2023 06-2024
7.59 7.31 8.86 6.06 0.99 7.45 05-2023 05-2024
9.23 7.51 9.61 7.14 1.06 8.37 04-2023 04-2024
9.67 9.38 10.37 8.69 0.6 9.53 03-2023 03-2024
8.27 9.43 9.84 7.87 0.81 8.85 02-2023 02-2024

Rolling return for 3 year

Average return: -32.55
Min Max Min-Max Max-Min Standard Deviation Mean From To
-32.66 -33.9 -32.42 -34.14 0.75 -33.28 01-2022 01-2025
-31.62 -32.96 -31.53 -33.04 0.71 -32.29 12-2021 12-2024
-32.28 -34.32 -32.14 -34.45 1.09 -33.3 11-2021 11-2024
-33.61 -35.85 -33.5 -35.96 1.18 -34.73 10-2021 10-2024
-31.78 -34.17 -31.44 -34.49 1.37 -32.97 09-2021 09-2024
-30.83 -31.83 -30.6 -32.06 0.63 -31.33 08-2021 08-2024
-31.73 -31.94 -31.47 -32.2 0.27 -31.84 07-2021 07-2024
-31.72 -32.82 -31.5 -33.04 0.67 -32.27 06-2021 06-2024
-30.15 -31.78 -29.88 -32.05 0.96 -30.96 05-2021 05-2024