NIFTY SMALLCAP250 MOMENTUM QUALITY 100

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.77
Weighted mean XIRR by duration 23.49
Mean XIRR 28.12
Standard deviation XIRR 10.14
Range XIRR 28.45

Summary

Duration Min Max Median Average XIRR (%)
1 year -6.40 77.67 49.70 47.33
3 year 10.00 35.51 24.31 24.13
5 year 22.02 34.77 28.71 28.70
7 year 12.34 21.96 19.16 18.88
10 year 16.44 25.65 21.42 21.54

Rolling return for 1 year

Average return: 47.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
0.49 13.83 22.22 -6.4 11.17 7.54 01-2024 01-2025
27.11 29.28 36.89 20.04 6.01 28.33 12-2023 12-2024
35.84 33.45 48.59 22 9.44 34.97 11-2023 11-2024
41.85 45.68 56.32 32.19 8.64 44.01 10-2023 10-2024
47.65 46.05 51.82 42.04 3.5 46.89 09-2023 09-2024
47.49 51.34 59.26 40.15 6.89 49.56 08-2023 08-2024
60.62 58.22 68.53 50.8 6.33 59.54 07-2023 07-2024
43.57 59.63 66.53 37.63 11.69 51.84 06-2023 06-2024
54.63 56.84 64.6 47.34 6.15 55.85 05-2023 05-2024
64.93 66 77.67 54.1 8.34 65.68 04-2023 04-2024
55.4 63.67 75.31 45.08 11.09 59.86 03-2023 03-2024
62.27 65.43 71.79 56.26 5.6 63.94 02-2023 02-2024

Rolling return for 3 year

Average return: 24.13
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.3 17.41 20.94 10 4.13 15.41 01-2022 01-2025
21.43 21.42 24.47 18.46 2.12 21.44 12-2021 12-2024
19.67 20.85 23.31 17.3 2.17 20.28 11-2021 11-2024
20.2 20.84 24.15 16.99 2.54 20.54 10-2021 10-2024
24.99 23.45 26.16 22.31 1.47 24.23 09-2021 09-2024
25 23.94 28.24 20.8 2.66 24.49 08-2021 08-2024
25.43 24.52 27.46 22.54 1.77 24.99 07-2021 07-2024
22.37 25.33 28.57 19.28 3.45 23.89 06-2021 06-2024
25.97 25.32 28.62 22.74 2.09 25.66 05-2021 05-2024
29.15 29.32 32.39 26.15 2.21 29.25 04-2021 04-2024
26.22 28.59 31.39 23.53 2.9 27.43 03-2021 03-2024
32.96 30.88 35.51 28.42 2.61 31.94 02-2021 02-2024

Rolling return for 5 year

Average return: 28.70
Min Max Min-Max Max-Min Standard Deviation Mean From To
24.9 27.65 29.89 22.75 2.71 26.3 01-2020 01-2025
30.44 31.34 32.39 29.41 1.1 30.9 12-2019 12-2024
28.79 30.16 31.13 27.84 1.26 29.48 11-2019 11-2024
30.33 31.1 32.89 28.57 1.55 30.72 10-2019 10-2024
33.28 31.23 34.03 30.5 1.44 32.26 09-2019 09-2024
32.72 33.4 34.77 31.37 1.23 33.07 08-2019 08-2024
32.45 30.24 33.73 29 1.85 31.35 07-2019 07-2024
25.62 28.02 29.4 24.28 2 26.83 06-2019 06-2024
26.48 26.04 28.07 24.48 1.28 26.27 05-2019 05-2024
25 26.16 26.87 24.29 1 25.58 04-2019 04-2024
23.92 25 26.94 22.02 1.78 24.47 03-2019 03-2024
27.17 27.22 28.63 25.77 1.01 27.2 02-2019 02-2024

Rolling return for 7 year

Average return: 18.88
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.43 15.53 16.64 12.34 1.69 14.48 01-2018 01-2025
17.33 17.29 18.58 16.06 0.89 17.31 12-2017 12-2024
16.8 17.57 18.31 16.08 0.83 17.19 11-2017 11-2024
19 18.35 20.66 16.72 1.41 18.68 10-2017 10-2024
20.82 19.99 21.3 19.51 0.7 20.4 09-2017 09-2024
20.63 20.58 21.96 19.26 0.95 20.61 08-2017 08-2024
20.49 20.68 21.32 19.86 0.52 20.59 07-2017 07-2024
18.25 19.96 20.78 17.44 1.33 19.11 06-2017 06-2024
19.05 18.7 20.12 17.65 0.88 18.88 05-2017 05-2024
19.07 19.36 20.34 18.1 0.8 19.22 04-2017 04-2024
18.74 19.5 20.81 17.46 1.21 19.13 03-2017 03-2024
20.94 21.05 21.93 20.07 0.66 21 02-2017 02-2024

Rolling return for 10 year

Average return: 21.54
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.24 18.74 19.55 16.44 1.22 17.99 01-2015 01-2025
20.01 19.99 20.9 19.1 0.64 20 12-2014 12-2024
19 19.68 20.08 18.61 0.57 19.34 11-2014 11-2024
20.22 20.6 21.4 19.44 0.71 20.42 10-2014 10-2024
21.29 20.62 21.63 20.29 0.53 20.96 09-2014 09-2024
21.54 21.74 22.48 20.81 0.59 21.64 08-2014 08-2024
22.28 21.87 22.87 21.29 0.58 22.08 07-2014 07-2024
21.16 21.44 22.97 19.65 1.18 21.3 06-2014 06-2024
23.06 22.06 23.83 21.3 0.96 22.56 05-2014 05-2024
23.64 23.84 24.56 22.92 0.58 23.74 04-2014 04-2024
23.19 23.91 24.68 22.42 0.84 23.55 03-2014 03-2024
24.93 24.85 25.65 24.14 0.53 24.89 02-2014 02-2024