NIFTY SDL SEP 2026 V1 INDEX

Index type: Fixed Income

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -1.21
Weighted mean XIRR by duration -27.85
Mean XIRR -26.65
Standard deviation XIRR 22.09
Range XIRR 67.05

Summary

Duration Min Max Median Average XIRR (%)
1 year 6.22 9.47 8.00 8.02
3 year -60.60 -57.59 -58.92 -59.03
5 year -38.06 -36.20 -37.36 -37.32
7 year -27.91 -26.01 -26.84 -26.89
10 year -18.42 -17.59 -18.01 -18.01

Rolling return for 1 year

Average return: 8.02
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.32 8.33 9.02 7.63 0.49 8.32 01-2024 01-2025
8.86 8.28 9.19 7.95 0.48 8.57 12-2023 12-2024
8.94 8.65 9.47 8.13 0.48 8.8 11-2023 11-2024
8.72 8.92 9.32 8.32 0.36 8.82 10-2023 10-2024
8.28 8.56 9.13 7.71 0.51 8.42 09-2023 09-2024
8.01 8.25 8.84 7.42 0.51 8.13 08-2023 08-2024
7.69 7.94 8.49 7.15 0.48 7.82 07-2023 07-2024
7.06 7.56 7.89 6.74 0.44 7.31 06-2023 06-2024
7.18 7.02 7.98 6.22 0.62 7.1 05-2023 05-2024
7.4 6.98 7.89 6.49 0.52 7.19 04-2023 04-2024
8.4 7.39 8.98 6.82 0.84 7.9 03-2023 03-2024
7.7 8 8.38 7.31 0.39 7.85 02-2023 02-2024

Rolling return for 3 year

Average return: -59.03
Min Max Min-Max Max-Min Standard Deviation Mean From To
-59.32 -60.16 -59.23 -60.25 0.47 -59.74 01-2022 01-2025
-59.02 -59.71 -58.97 -59.76 0.37 -59.36 12-2021 12-2024
-59.44 -60.22 -59.37 -60.29 0.43 -59.83 11-2021 11-2024
-59.9 -60.53 -59.83 -60.6 0.35 -60.22 10-2021 10-2024
-59.67 -60.13 -59.57 -60.24 0.29 -59.9 09-2021 09-2024
-58.83 -59.7 -58.72 -59.8 0.49 -59.26 08-2021 08-2024
-58.69 -58.83 -58.58 -58.93 0.13 -58.76 07-2021 07-2024
-58.71 -58.91 -58.61 -59.01 0.16 -58.81 06-2021 06-2024
-57.81 -58.72 -57.7 -58.82 0.51 -58.26 05-2021 05-2024
-57.66 -58.15 -57.59 -58.21 0.28 -57.9 04-2021 04-2024
-57.74 -58.53 -57.66 -58.61 0.44 -58.14 03-2021 03-2024
-57.74 -58.63 -57.65 -58.72 0.49 -58.18 02-2021 02-2024

Rolling return for 5 year

Average return: -37.32
Min Max Min-Max Max-Min Standard Deviation Mean From To
-37.37 -37.68 -37.29 -37.76 0.2 -37.52 01-2020 01-2025
-37.27 -37.66 -37.23 -37.7 0.22 -37.47 12-2019 12-2024
-37.39 -37.64 -37.33 -37.7 0.16 -37.52 11-2019 11-2024
-36.66 -37.45 -36.59 -37.52 0.43 -37.06 10-2019 10-2024
-36.3 -37.21 -36.2 -37.31 0.51 -36.75 09-2019 09-2024
-36.39 -36.74 -36.29 -36.83 0.23 -36.56 08-2019 08-2024
-36.88 -37.72 -36.78 -37.81 0.47 -37.3 07-2019 07-2024
-37.6 -37.97 -37.5 -38.06 0.24 -37.78 06-2019 06-2024
-37.15 -37.9 -37.06 -38 0.43 -37.53 05-2019 05-2024
-37.74 -37.92 -37.68 -37.97 0.12 -37.83 04-2019 04-2024
-37.06 -37.81 -36.99 -37.88 0.41 -37.44 03-2019 03-2024
-36.78 -37.27 -36.7 -37.35 0.29 -37.03 02-2019 02-2024

Rolling return for 7 year

Average return: -26.89
Min Max Min-Max Max-Min Standard Deviation Mean From To
-27.34 -27.84 -27.28 -27.91 0.28 -27.59 01-2018 01-2025
-26.96 -27.43 -26.92 -27.47 0.26 -27.2 12-2017 12-2024
-27.08 -27.38 -27.03 -27.43 0.18 -27.23 11-2017 11-2024
-26.85 -27.33 -26.79 -27.39 0.27 -27.09 10-2017 10-2024
-26.77 -27.16 -26.69 -27.24 0.24 -26.96 09-2017 09-2024
-26.82 -27.16 -26.74 -27.24 0.21 -26.99 08-2017 08-2024
-26.78 -27.2 -26.71 -27.28 0.25 -26.99 07-2017 07-2024
-26.73 -26.84 -26.64 -26.92 0.11 -26.78 06-2017 06-2024
-26.62 -26.84 -26.54 -26.92 0.16 -26.73 05-2017 05-2024
-26.46 -26.71 -26.41 -26.75 0.15 -26.58 04-2017 04-2024
-26.22 -26.5 -26.16 -26.56 0.17 -26.36 03-2017 03-2024
-26.08 -26.28 -26.01 -26.35 0.14 -26.18 02-2017 02-2024

Rolling return for 10 year

Average return: -18.01
Min Max Min-Max Max-Min Standard Deviation Mean From To
-17.64 -18.37 -17.59 -18.42 0.39 -18.01 01-2015 01-2025