NIFTY SDL PLUS AAA PSU BOND DEC 2027 60:40 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 0.24
Weighted mean XIRR by duration -16.28
Mean XIRR 27.76
Standard deviation XIRR 115.33
Range XIRR 287.46

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.06 5256.47 8.23 225.69
3 year -67.93 22.26 -65.44 -61.77
5 year -38.90 36.16 -37.83 -34.64
7 year -27.62 27.34 -27.18 -18.23

Rolling return for 1 year

Average return: 225.69
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.62 8.57 9.35 7.85 0.53 8.6 01-2024 01-2025
9.37 5204.85 5256.47 8.32 2610.97 2619.75 12-2023 12-2024
9.33 8.91 9.74 8.5 0.46 9.12 11-2023 11-2024
9.01 9.28 9.61 8.69 0.34 9.15 10-2023 10-2024
8.48 8.79 9.33 7.95 0.5 8.64 09-2023 09-2024
8.13 8.4 8.95 7.59 0.49 8.27 08-2023 08-2024
7.54 7.81 8.51 6.85 0.59 7.68 07-2023 07-2024
6.92 7.34 7.63 6.63 0.38 7.13 06-2023 06-2024
6.86 6.92 7.73 6.06 0.59 6.89 05-2023 05-2024
7.62 6.72 8.03 6.31 0.69 7.17 04-2023 04-2024
8.42 7.57 8.97 7.02 0.75 8 03-2023 03-2024
7.71 8.15 8.42 7.44 0.38 7.93 02-2023 02-2024

Rolling return for 3 year

Average return: -61.77
Min Max Min-Max Max-Min Standard Deviation Mean From To
-66.92 -67.86 -66.85 -67.93 0.51 -67.39 01-2022 01-2025
-66.58 18.99 22.26 -67.48 43.84 -23.2 12-2021 12-2024
-66.7 -67.29 -66.66 -67.33 0.32 -67 11-2021 11-2024
-66.55 -67.43 -66.49 -67.49 0.47 -66.99 10-2021 10-2024
-66.24 -66.7 -66.15 -66.78 0.28 -66.47 09-2021 09-2024
-65.39 -66.22 -65.3 -66.3 0.46 -65.8 08-2021 08-2024
-65.11 -65.65 -65.01 -65.76 0.33 -65.38 07-2021 07-2024
-64.9 -65.48 -64.83 -65.56 0.33 -65.19 06-2021 06-2024
-64.18 -64.89 -64.08 -64.99 0.41 -64.54 05-2021 05-2024
-63.61 -64.27 -63.56 -64.31 0.35 -63.94 04-2021 04-2024
-62.89 -63.37 -62.82 -63.43 0.27 -63.13 03-2021 03-2024
-61.59 -62.84 -61.51 -62.92 0.67 -62.22 02-2021 02-2024

Rolling return for 5 year

Average return: -34.64
Min Max Min-Max Max-Min Standard Deviation Mean From To
-38.12 -38.81 -38.04 -38.9 0.39 -38.47 01-2020 01-2025
-37.47 34.85 36.16 -38.07 36.64 -1.13 12-2019 12-2024
-37.71 -37.94 -37.67 -37.99 0.14 -37.83 11-2019 11-2024
-37.15 -37.89 -37.08 -37.96 0.41 -37.52 10-2019 10-2024
-36.87 -37.82 -36.77 -37.92 0.53 -37.34 09-2019 09-2024
-36.78 -37.23 -36.68 -37.32 0.28 -37 08-2019 08-2024
-37.31 -38.13 -37.19 -38.24 0.47 -37.72 07-2019 07-2024
-37.7 -38.01 -37.62 -38.09 0.2 -37.86 06-2019 06-2024
-37.2 -37.9 -37.1 -38 0.4 -37.55 05-2019 05-2024
-37.88 -38.01 -37.83 -38.05 0.09 -37.94 04-2019 04-2024
-37.55 -37.94 -37.49 -38.01 0.23 -37.75 03-2019 03-2024
-37.24 -37.89 -37.15 -37.98 0.37 -37.56 02-2019 02-2024

Rolling return for 7 year

Average return: -18.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
-27.41 -27.55 -27.34 -27.62 0.11 -27.48 01-2018 01-2025
-26.96 26.42 27.34 -27.49 27.06 -0.17 12-2017 12-2024
-26.94 -27.16 -26.9 -27.2 0.13 -27.05 11-2017 11-2024