NIFTY SDL JUN 2027 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.12
Weighted mean XIRR by duration -17.85
Mean XIRR -5.24
Standard deviation XIRR 44.94
Range XIRR 128.65

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.22 1778.82 8.39 81.60
3 year -51.92 29.99 -50.36 -47.05
5 year -31.27 25.63 -29.57 -27.18
7 year -24.85 13.94 -23.91 -22.34
10 year -14.33 15.09 -12.50 -11.23

Rolling return for 1 year

Average return: 81.60
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.74 8.6 9.54 7.81 0.61 8.67 01-2024 01-2025
9.52 1759.38 1778.82 8.39 880.1 889.03 12-2023 12-2024
9.58 9.13 10.04 8.68 0.51 9.36 11-2023 11-2024
9.32 9.61 9.97 8.96 0.37 9.46 10-2023 10-2024
8.69 8.99 9.54 8.14 0.51 8.84 09-2023 09-2024
8.39 8.55 9.29 7.66 0.58 8.47 08-2023 08-2024
7.83 8.05 8.71 7.18 0.55 7.94 07-2023 07-2024
7.04 7.61 7.92 6.73 0.47 7.32 06-2023 06-2024
7.13 7.11 8.02 6.22 0.64 7.12 05-2023 05-2024
7.35 6.88 7.77 6.47 0.49 7.12 04-2023 04-2024
8.55 7.31 9.06 6.8 0.91 7.93 03-2023 03-2024
7.83 8.03 8.47 7.39 0.39 7.93 02-2023 02-2024

Rolling return for 3 year

Average return: -47.05
Min Max Min-Max Max-Min Standard Deviation Mean From To
-50.63 -51.48 -50.51 -51.6 0.49 -51.06 01-2022 01-2025
-49.6 27.05 29.99 -50.74 39.36 -10.82 12-2021 12-2024
-50.09 -51.72 -50.02 -51.79 0.85 -50.9 11-2021 11-2024
-50.44 -51.83 -50.34 -51.92 0.74 -51.13 10-2021 10-2024
-49.87 -50.73 -49.74 -50.86 0.5 -50.3 09-2021 09-2024
-49.18 -49.91 -49.03 -50.05 0.44 -49.54 08-2021 08-2024
-49.51 -50.51 -49.37 -50.64 0.57 -50.01 07-2021 07-2024
-50.52 -51.25 -50.38 -51.39 0.44 -50.89 06-2021 06-2024
-49.34 -50.64 -49.2 -50.78 0.72 -49.99 05-2021 05-2024
-49.09 -49.97 -49.03 -50.04 0.47 -49.53 04-2021 04-2024
-49.4 -50.96 -49.32 -51.04 0.82 -50.18 03-2021 03-2024
-49.64 -50.92 -49.54 -51.02 0.69 -50.28 02-2021 02-2024

Rolling return for 5 year

Average return: -27.18
Min Max Min-Max Max-Min Standard Deviation Mean From To
-29.07 -29.69 -28.96 -29.79 0.37 -29.38 01-2020 01-2025
-28.84 24.33 25.63 -29.58 27.1 -2.12 12-2019 12-2024
-29.29 -29.7 -29.24 -29.76 0.23 -29.5 11-2019 11-2024
-28.47 -29.89 -28.39 -29.97 0.75 -29.18 10-2019 10-2024
-27.4 -29.13 -27.28 -29.24 0.92 -28.26 09-2019 09-2024
-27.42 -27.94 -27.3 -28.06 0.33 -27.68 08-2019 08-2024
-27.68 -29.73 -27.57 -29.84 1.08 -28.7 07-2019 07-2024
-29.5 -30.27 -29.38 -30.39 0.45 -29.88 06-2019 06-2024
-29.53 -30.46 -29.41 -30.57 0.53 -29.99 05-2019 05-2024
-30.6 -31.22 -30.55 -31.27 0.34 -30.91 04-2019 04-2024
-30.15 -30.85 -30.08 -30.91 0.38 -30.5 03-2019 03-2024
-29.65 -30.49 -29.57 -30.57 0.46 -30.07 02-2019 02-2024

Rolling return for 7 year

Average return: -22.34
Min Max Min-Max Max-Min Standard Deviation Mean From To
-24.53 -24.74 -24.45 -24.82 0.15 -24.64 01-2018 01-2025
-24.08 12.79 13.94 -24.85 18.92 -5.55 12-2017 12-2024
-24.29 -24.54 -24.24 -24.58 0.15 -24.41 11-2017 11-2024
-24.03 -24.61 -23.97 -24.68 0.32 -24.32 10-2017 10-2024
-23.85 -24.35 -23.77 -24.43 0.29 -24.1 09-2017 09-2024
-23.82 -24.34 -23.73 -24.43 0.31 -24.08 08-2017 08-2024
-23.71 -24.08 -23.62 -24.17 0.23 -23.9 07-2017 07-2024
-23.68 -23.98 -23.59 -24.07 0.2 -23.83 06-2017 06-2024
-23.59 -23.96 -23.5 -24.05 0.23 -23.78 05-2017 05-2024
-23.28 -23.72 -23.23 -23.76 0.24 -23.5 04-2017 04-2024
-22.92 -23.23 -22.87 -23.29 0.18 -23.08 03-2017 03-2024
-22.81 -23.09 -22.75 -23.15 0.17 -22.95 02-2017 02-2024

Rolling return for 10 year

Average return: -11.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
-13.72 -14.27 -13.66 -14.33 0.31 -14 01-2015 01-2025
-13.39 14.22 15.09 -14.04 14.19 0.47 12-2014 12-2024
-13.66 -14.02 -13.62 -14.06 0.2 -13.84 11-2014 11-2024
-13.04 -13.72 -12.99 -13.77 0.37 -13.38 10-2014 10-2024
-13.31 -13.61 -13.24 -13.68 0.19 -13.46 09-2014 09-2024
-12.47 -13.14 -12.4 -13.21 0.37 -12.8 08-2014 08-2024
-12.34 -12.85 -12.27 -12.92 0.29 -12.6 07-2014 07-2024
-12.15 -12.53 -12.08 -12.61 0.23 -12.34 06-2014 06-2024
-10.93 -12.16 -10.85 -12.23 0.65 -11.54 05-2014 05-2024
-10.88 -11.15 -10.84 -11.19 0.16 -11.02 04-2014 04-2024
-10.03 -10.96 -9.99 -11 0.49 -10.5 03-2014 03-2024
-9.51 -10.06 -9.46 -10.12 0.3 -9.79 02-2014 02-2024