NIFTY SDL PLUS AAA PSU BOND JUL 2028 60:40 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -0.13
Weighted mean XIRR by duration -22.77
Mean XIRR -6.97
Standard deviation XIRR 53.85
Range XIRR 153.18

Summary

Duration Min Max Median Average XIRR (%)
1 year 5.87 2168.32 8.39 97.68
3 year -60.04 14.14 -58.30 -55.50
5 year -37.66 15.82 -36.84 -34.66
7 year -27.28 13.72 -26.18 -24.59
10 year -18.23 -17.34 -17.79 -17.78

Rolling return for 1 year

Average return: 97.68
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.74 8.8 9.65 7.89 0.62 8.77 01-2024 01-2025
9.69 2142.02 2168.32 8.42 1073.1 1082.11 12-2023 12-2024
9.61 9.29 10.15 8.75 0.51 9.45 11-2023 11-2024
9.21 9.51 9.84 8.89 0.35 9.36 10-2023 10-2024
8.41 9.01 9.46 7.97 0.57 8.71 09-2023 09-2024
8.19 8.44 9.01 7.63 0.5 8.32 08-2023 08-2024
7.53 7.8 8.7 6.63 0.74 7.66 07-2023 07-2024
6.85 7.21 7.53 6.53 0.38 7.03 06-2023 06-2024
6.94 6.92 8 5.87 0.75 6.93 05-2023 05-2024
7.81 6.9 8.23 6.48 0.7 7.36 04-2023 04-2024
8.59 8.05 9.31 7.34 0.72 8.32 03-2023 03-2024
8.02 8.38 8.61 7.79 0.32 8.2 02-2023 02-2024

Rolling return for 3 year

Average return: -55.50
Min Max Min-Max Max-Min Standard Deviation Mean From To
-58.79 -59.6 -58.68 -59.72 0.47 -59.2 01-2022 01-2025
-58.41 12.15 14.14 -59.14 35.97 -22.82 12-2021 12-2024
-58.83 -59.63 -58.76 -59.7 0.44 -59.23 11-2021 11-2024
-59.34 -59.97 -59.26 -60.04 0.35 -59.65 10-2021 10-2024
-59.1 -59.57 -58.97 -59.7 0.31 -59.33 09-2021 09-2024
-58.21 -59.15 -58.1 -59.25 0.53 -58.68 08-2021 08-2024
-58.15 -58.25 -57.99 -58.4 0.15 -58.2 07-2021 07-2024
-58.19 -58.36 -58.1 -58.45 0.14 -58.28 06-2021 06-2024
-57.3 -58.18 -57.16 -58.31 0.51 -57.74 05-2021 05-2024
-57.16 -57.69 -57.1 -57.74 0.29 -57.42 04-2021 04-2024
-57.26 -58.05 -57.17 -58.14 0.44 -57.66 03-2021 03-2024
-57.3 -58.21 -57.22 -58.28 0.49 -57.75 02-2021 02-2024

Rolling return for 5 year

Average return: -34.66
Min Max Min-Max Max-Min Standard Deviation Mean From To
-36.9 -37.21 -36.79 -37.31 0.21 -37.05 01-2020 01-2025
-36.81 15.02 15.82 -37.24 26.22 -10.8 12-2019 12-2024
-36.89 -37.15 -36.83 -37.21 0.16 -37.02 11-2019 11-2024
-36.17 -36.93 -36.1 -37 0.42 -36.55 10-2019 10-2024
-35.79 -36.69 -35.67 -36.81 0.51 -36.24 09-2019 09-2024
-35.93 -36.27 -35.84 -36.36 0.22 -36.1 08-2019 08-2024
-36.48 -37.29 -36.34 -37.42 0.48 -36.88 07-2019 07-2024
-37.22 -37.58 -37.14 -37.66 0.22 -37.4 06-2019 06-2024
-36.75 -37.49 -36.62 -37.62 0.44 -37.12 05-2019 05-2024
-37.27 -37.45 -37.23 -37.5 0.11 -37.36 04-2019 04-2024
-36.54 -37.31 -36.46 -37.39 0.43 -36.92 03-2019 03-2024
-36.3 -36.78 -36.23 -36.85 0.28 -36.54 02-2019 02-2024

Rolling return for 7 year

Average return: -24.59
Min Max Min-Max Max-Min Standard Deviation Mean From To
-26.61 -27.19 -26.52 -27.28 0.34 -26.9 01-2018 01-2025
-26.22 12.96 13.72 -26.72 19.91 -6.56 12-2017 12-2024
-26.38 -26.67 -26.33 -26.72 0.17 -26.52 11-2017 11-2024
-26.17 -26.64 -26.11 -26.7 0.27 -26.4 10-2017 10-2024
-26.13 -26.47 -26.03 -26.57 0.23 -26.3 09-2017 09-2024
-26.19 -26.54 -26.11 -26.61 0.22 -26.36 08-2017 08-2024
-26.2 -26.58 -26.09 -26.7 0.25 -26.39 07-2017 07-2024
-26.14 -26.27 -26.07 -26.34 0.11 -26.2 06-2017 06-2024
-26 -26.27 -25.89 -26.37 0.19 -26.13 05-2017 05-2024
-25.83 -26.07 -25.79 -26.12 0.14 -25.95 04-2017 04-2024
-25.64 -25.9 -25.57 -25.97 0.17 -25.77 03-2017 03-2024
-25.48 -25.7 -25.43 -25.75 0.14 -25.59 02-2017 02-2024

Rolling return for 10 year

Average return: -17.78
Min Max Min-Max Max-Min Standard Deviation Mean From To
-17.41 -18.16 -17.34 -18.23 0.41 -17.78 01-2015 01-2025