NIFTY100 ALPHA 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.1
Weighted mean CAGR by duration 15.28
Mean CAGR 19.02
Standard deviation CAGR 9.06
Range for CAGR 27.36

Summary

Duration Min Max Median Average XIRR (%)
1 year -17.49 81.68 51.00 41.04
3 year 3.81 25.96 17.30 17.09
5 year 6.87 26.13 16.52 16.19
7 year 10.08 21.13 16.48 16.30
10 year 5.18 20.73 14.82 14.51
12 year 5.06 20.62 15.15 14.33
15 year 6.86 20.07 13.40 13.68

Rolling return for 1 year

Average return: 41.04
Min Max Min-Max Max-Min Standard Deviation Mean From To
-13.2 -8.63 -3.87 -17.49 5.08 -10.8 04-2024 04-2025
-7.81 -2.36 3.42 -12.96 6.11 -4.93 03-2024 03-2025
-2.11 2.68 11.57 -9.9 7.78 0.56 02-2024 02-2025
9.94 21.37 28.14 4.13 9.4 15.9 01-2024 01-2025
34.53 31.67 43.82 23.16 7.38 33.3 12-2023 12-2024
50.72 43.97 60.01 35.61 8.95 47.58 11-2023 11-2024
59.73 67.5 76.84 51.28 9.45 63.84 10-2023 10-2024
70.09 70.94 77.38 63.92 4.77 70.58 09-2023 09-2024
67.48 75.41 79.62 63.55 6.34 71.52 08-2023 08-2024
67.62 74.37 78.2 64.03 5.55 71.06 07-2023 07-2024
58.62 72.01 81.68 50.18 12.11 65.62 06-2023 06-2024
63.54 72.69 80.36 56.59 9.01 68.3 05-2023 05-2024

Rolling return for 3 year

Average return: 17.09
Min Max Min-Max Max-Min Standard Deviation Mean From To
5.94 7.4 9.6 3.81 2.11 6.69 04-2022 04-2025
7.61 9.13 11.81 5.03 2.46 8.4 03-2022 03-2025
9.24 10.86 14.11 6.13 2.88 10.09 02-2022 02-2025
10.41 12.45 16.19 6.86 3.38 11.48 01-2022 01-2025
14.47 14.82 17.05 12.29 1.69 14.66 12-2021 12-2024
13.41 13.76 15.69 11.51 1.48 13.59 11-2021 11-2024
15.77 17.13 19.77 13.22 2.37 16.47 10-2021 10-2024
18.67 18.59 20.34 16.94 1.2 18.64 09-2021 09-2024
21.29 19.8 24.15 17.04 2.57 20.57 08-2021 08-2024
23.42 24.23 25.96 21.72 1.53 23.83 07-2021 07-2024
18.24 21.67 23.72 16.28 2.9 19.98 06-2021 06-2024
21.11 21.72 25.13 17.81 2.6 21.44 05-2021 05-2024
21.69 21.99 23.76 19.94 1.35 21.85 04-2021 04-2024
21.78 22.27 24.14 19.95 1.49 22.04 03-2021 03-2024
20.08 21.09 23.44 17.78 2.03 20.6 02-2021 02-2024
18.82 17.47 20.98 15.36 2.04 18.16 01-2021 01-2024
16.11 17.3 19.58 13.89 2.06 16.72 12-2020 12-2023
15.1 15.62 19.22 11.62 2.69 15.39 11-2020 11-2023
15.3 16.37 17.4 14.29 1.16 15.84 10-2020 10-2023
17.29 16.31 18.75 14.89 1.41 16.81 09-2020 09-2023
15.86 15.3 16.78 14.4 0.86 15.59 08-2020 08-2023
18.23 16.57 19.09 15.73 1.33 17.41 07-2020 07-2023
16.98 17.16 19.13 15.04 1.45 17.08 06-2020 06-2023
18.89 17.78 20.63 16.09 1.65 18.35 05-2020 05-2023
20.69 15.28 22.81 13.29 3.87 18.02 04-2020 04-2023
22.49 11.04 24.47 9.27 6.73 16.82 03-2020 03-2023
9.15 9.8 12.66 6.38 2.23 9.5 02-2020 02-2023
14.36 17.31 19.27 12.48 2.62 15.86 01-2020 01-2023
18.02 19.98 21.46 16.58 1.86 19.01 12-2019 12-2022
21.08 21.8 22.81 20.09 0.99 21.45 11-2019 11-2022
19.77 20.49 22.63 17.68 1.77 20.14 10-2019 10-2022
22.42 22.49 25.53 19.45 2.15 22.47 09-2019 09-2022
21.65 22.84 24.16 20.35 1.41 22.25 08-2019 08-2022
15.45 17.01 19.76 12.79 2.53 16.25 07-2019 07-2022
12.17 14.93 15.89 11.24 1.91 13.56 06-2019 06-2022
16.19 20.49 22.74 14.06 3.42 18.37 05-2019 05-2022

Rolling return for 5 year

Average return: 16.19
Min Max Min-Max Max-Min Standard Deviation Mean From To
21 18.9 23.5 16.5 2.58 19.98 04-2020 04-2025
22.91 17.44 25.77 14.77 4.34 20.22 03-2020 03-2025
15.26 16.51 18.32 13.5 1.76 15.9 02-2020 02-2025
17.04 19.48 20.68 15.88 1.9 18.27 01-2020 01-2025
20.2 20.92 21.81 19.32 0.92 20.56 12-2019 12-2024
20.18 21.02 21.62 19.58 0.78 20.6 11-2019 11-2024
21.96 23.17 24.47 20.69 1.4 22.57 10-2019 10-2024
25 24.21 26.05 23.17 1.06 24.61 09-2019 09-2024
24.37 25.32 26.13 23.58 0.96 24.85 08-2019 08-2024
23.95 23.73 25.47 22.23 1.15 23.84 07-2019 07-2024
19.89 22.58 23.19 19.3 1.67 21.24 06-2019 06-2024
20.82 21.85 23.21 19.49 1.36 21.34 05-2019 05-2024
19.71 20.18 20.93 18.96 0.72 19.95 04-2019 04-2024
19.52 19.61 20.91 18.24 0.94 19.57 03-2019 03-2024
19.11 19.87 21.1 17.9 1.16 19.5 02-2019 02-2024
17.77 17.85 19.06 16.57 0.88 17.81 01-2019 01-2024
15.5 16.41 17.56 14.37 1.17 15.96 12-2018 12-2023
13.03 14.39 15.44 12 1.31 13.71 11-2018 11-2023
13.59 12.55 14.83 11.34 1.29 13.08 10-2018 10-2023
11.78 11.13 12.61 10.31 0.85 11.46 09-2018 09-2023
10.54 10.05 11.06 9.53 0.57 10.29 08-2018 08-2023
11.9 11.04 12.39 10.56 0.71 11.47 07-2018 07-2023
10.86 11.36 12.08 10.15 0.7 11.11 06-2018 06-2023
10.27 10.56 11.23 9.6 0.59 10.41 05-2018 05-2023
9.84 9.43 10.99 8.3 0.96 9.64 04-2018 04-2023
9.88 9.46 10.95 8.41 0.91 9.68 03-2018 03-2023
8.33 8.92 10.4 6.87 1.27 8.63 02-2018 02-2023
10.04 12.04 12.85 9.25 1.46 11.04 01-2018 01-2023
12.91 13.26 14.87 11.32 1.26 13.09 12-2017 12-2022
14.5 14.37 15.47 13.4 0.73 14.43 11-2017 11-2022
13.33 13.79 14.95 12.19 0.99 13.56 10-2017 10-2022
14.34 14.43 16.07 12.72 1.18 14.39 09-2017 09-2022
14.06 14.16 15.47 12.77 0.96 14.11 08-2017 08-2022
12.41 13.31 14.91 10.84 1.47 12.87 07-2017 07-2022
12.29 13.47 14.51 11.27 1.22 12.88 06-2017 06-2022
13.61 16.01 17.41 12.26 2.01 14.82 05-2017 05-2022
17.67 17.71 19.12 16.29 1 17.7 04-2017 04-2022
17.72 18.33 19.45 16.62 1.02 18.03 03-2017 03-2022
16.9 18.18 18.94 16.15 1.09 17.54 02-2017 02-2022
20.42 19.79 22.81 17.46 1.9 20.12 01-2017 01-2022
22.05 21.22 23.46 19.83 1.32 21.64 12-2016 12-2021
22.38 20.65 23.62 19.44 1.6 21.52 11-2016 11-2021
19.51 20.31 21.13 18.71 0.9 19.91 10-2016 10-2021
20.08 20.12 21.14 19.06 0.74 20.1 09-2016 09-2021
18.02 19.65 20.57 17.12 1.35 18.84 08-2016 08-2021
18.4 17.59 19.38 16.62 1.02 18 07-2016 07-2021
19.81 20.07 21.02 18.87 0.77 19.94 06-2016 06-2021
18.53 19.44 20.51 17.48 1.12 18.99 05-2016 05-2021
18.13 17.93 19.16 16.92 0.8 18.04 04-2016 04-2021
17.87 17.59 18.94 16.53 0.86 17.73 03-2016 03-2021
18.62 17.57 20 16.22 1.39 18.1 02-2016 02-2021
16.83 16.2 18.92 14.16 1.7 16.53 01-2016 01-2021
15.19 15.24 16.53 13.91 0.93 15.22 12-2015 12-2020
12.83 13.83 14.93 11.75 1.18 13.33 11-2015 11-2020
11.54 11.46 12.13 10.87 0.45 11.5 10-2015 10-2020
11.68 12.07 13.08 10.68 0.86 11.88 09-2015 09-2020
11.38 10.22 12.24 9.38 1.09 10.81 08-2015 08-2020
9.5 9.82 10.91 8.42 0.89 9.66 07-2015 07-2020
10.39 10.08 11.49 8.98 0.89 10.23 06-2015 06-2020
9.12 8.63 10.69 7.08 1.29 8.88 05-2015 05-2020

Rolling return for 7 year

Average return: 16.3
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.04 13.55 14.7 11.91 1 13.3 04-2018 04-2025
13.63 14.4 15.51 12.54 1.08 14.02 03-2018 03-2025
12.87 13.9 15 11.79 1.19 13.39 02-2018 02-2025
13.11 15.02 15.61 12.53 1.28 14.07 01-2018 01-2025
15.85 15.79 16.96 14.69 0.8 15.82 12-2017 12-2024
15.72 15.91 16.71 14.93 0.63 15.82 11-2017 11-2024
16.64 17.5 18.35 15.8 0.95 17.07 10-2017 10-2024
18.34 17.84 19.05 17.14 0.7 18.09 09-2017 09-2024
18.03 18.25 19.22 17.08 0.76 18.14 08-2017 08-2024
19.16 19.01 20.21 17.97 0.79 19.09 07-2017 07-2024
17.72 19.25 20.03 16.96 1.21 18.49 06-2017 06-2024
17.58 18.22 19.24 16.58 0.97 17.9 05-2017 05-2024
17.49 17.35 18.35 16.5 0.66 17.42 04-2017 04-2024
17.3 17.48 18.27 16.52 0.62 17.39 03-2017 03-2024
16.47 17.32 17.86 15.94 0.74 16.9 02-2017 02-2024
17.54 16.37 18.46 15.47 1.14 16.96 01-2017 01-2024
17.1 17.04 18.59 15.57 1.07 17.07 12-2016 12-2023
14.98 14.72 16.73 13 1.32 14.86 11-2016 11-2023
13.11 13.44 13.99 12.57 0.52 13.28 10-2016 10-2023
13.67 13.59 14.28 12.99 0.46 13.63 09-2016 09-2023
13.59 13.35 13.97 12.96 0.37 13.47 08-2016 08-2023
14.68 13.8 15.04 13.45 0.64 14.24 07-2016 07-2023
14.46 14.71 15.36 13.81 0.56 14.59 06-2016 06-2023
14.25 14.23 14.96 13.53 0.51 14.24 05-2016 05-2023
13.58 13.59 14.43 12.75 0.59 13.59 04-2016 04-2023
13.86 13.72 14.65 12.94 0.61 13.79 03-2016 03-2023
14.27 14.15 15.83 12.61 1.14 14.21 02-2016 02-2023
15.45 15.62 17.55 13.56 1.41 15.55 01-2016 01-2023
15.83 16.34 17.27 14.92 0.85 16.09 12-2015 12-2022
16.86 16.76 17.57 16.06 0.54 16.81 11-2015 11-2022
15.19 15.86 16.36 14.69 0.64 15.52 10-2015 10-2022
16.24 16.74 17.49 15.49 0.73 16.49 09-2015 09-2022
15.25 14.77 16.27 13.77 0.9 15.02 08-2015 08-2022
12.59 13.57 14.38 11.8 0.98 13.09 07-2015 07-2022
13.12 13.68 14.72 12.09 0.95 13.4 06-2015 06-2022
14.56 15.72 17.29 13.03 1.56 15.15 05-2015 05-2022
17.29 16.76 18.32 15.75 0.93 17.03 04-2015 04-2022
15.95 16.58 17.16 15.38 0.67 16.27 03-2015 03-2022
16.03 16.61 17.48 15.17 0.84 16.32 02-2015 02-2022
17.63 17.5 19.29 15.86 1.21 17.57 01-2015 01-2022
18.44 18.3 19.43 17.33 0.74 18.38 12-2014 12-2021
18.61 18.71 19.47 17.85 0.57 18.66 11-2014 11-2021
19.97 19.6 21.13 18.46 0.95 19.79 10-2014 10-2021
19.54 19.73 20.29 18.98 0.47 19.63 09-2014 09-2021
18.92 19.75 20.75 17.93 1.04 19.34 08-2014 08-2021
18.4 18.08 19.11 17.39 0.62 18.24 07-2014 07-2021
19.47 19.22 20.33 18.37 0.7 19.35 06-2014 06-2021
18.65 19.45 20.06 18.05 0.76 19.05 05-2014 05-2021
17.94 18.4 18.67 17.67 0.39 18.17 04-2014 04-2021
17.28 17.68 18.05 16.92 0.42 17.48 03-2014 03-2021
17.44 17.64 18.41 16.67 0.62 17.54 02-2014 02-2021
17.12 17.77 18.61 16.29 0.85 17.45 01-2014 01-2021
16.83 17.26 17.8 16.29 0.56 17.05 12-2013 12-2020
15.5 16.34 17.03 14.82 0.84 15.92 11-2013 11-2020
15.54 14.97 15.97 14.54 0.54 15.25 10-2013 10-2020
16.34 15.47 17.37 14.45 1.08 15.91 09-2013 09-2020
17.11 16.04 17.76 15.41 0.91 16.58 08-2013 08-2020
14.53 14.68 15.59 13.63 0.69 14.61 07-2013 07-2020
14.77 14.43 15.6 13.62 0.71 14.61 06-2013 06-2020
12.25 12.82 13.41 11.68 0.64 12.54 05-2013 05-2020
12.15 13.84 15.23 10.79 1.68 13 04-2013 04-2020
10.74 15.61 16.29 10.08 2.79 13.18 03-2013 03-2020
16.01 16.53 17.29 15.26 0.74 16.27 02-2013 02-2020
15.32 15.62 16.14 14.8 0.49 15.47 01-2013 01-2020
15.01 15.27 15.62 14.67 0.35 15.14 12-2012 12-2019
15.69 15.27 16.1 14.87 0.46 15.48 11-2012 11-2019
15.26 15.82 16.12 14.95 0.46 15.54 10-2012 10-2019
15.74 15.68 16.96 14.47 0.88 15.71 09-2012 09-2019
16.01 15.82 16.55 15.29 0.45 15.92 08-2012 08-2019
16.93 17.55 18.1 16.38 0.65 17.24 07-2012 07-2019
18.82 17.82 19.25 17.4 0.74 18.32 06-2012 06-2019
17.91 17.71 18.85 16.78 0.74 17.81 05-2012 05-2019
17.41 17.56 17.94 17.04 0.32 17.49 04-2012 04-2019
16.83 17.28 17.74 16.38 0.51 17.06 03-2012 03-2019
16.58 16.49 17.44 15.64 0.64 16.54 02-2012 02-2019
17.71 17.54 18.58 16.68 0.67 17.63 01-2012 01-2019
18.24 17.64 19.08 16.82 0.83 17.95 12-2011 12-2018
17.62 17 18.39 16.23 0.79 17.31 11-2011 11-2018
17.05 17.33 18.74 15.66 1.09 17.19 10-2011 10-2018
18.48 18.65 19.61 17.53 0.74 18.57 09-2011 09-2018
19.22 18.15 20 17.38 1 18.69 08-2011 08-2018
16.67 17.18 17.68 16.17 0.56 16.93 07-2011 07-2018
17.24 16.9 17.78 16.36 0.52 17.07 06-2011 06-2018
16.8 16.46 17.31 15.95 0.5 16.63 05-2011 05-2018

Rolling return for 10 year

Average return: 14.51
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.76 13.87 14.93 12.72 0.78 13.82 04-2015 04-2025
13.38 14.3 14.69 12.99 0.68 13.84 03-2015 03-2025
13.95 14.85 15.45 13.36 0.8 14.4 02-2015 02-2025
15.41 15.96 17.19 14.2 1.07 15.69 01-2015 01-2025
17.24 17.24 18.02 16.46 0.55 17.24 12-2014 12-2024
17.02 17.2 17.73 16.5 0.44 17.11 11-2014 11-2024
18.7 18.85 19.91 17.65 0.8 18.78 10-2014 10-2024
19.28 19.38 19.78 18.88 0.32 19.33 09-2014 09-2024
19.63 19.77 20.47 18.93 0.55 19.7 08-2014 08-2024
19.89 19.89 20.62 19.16 0.52 19.89 07-2014 07-2024
19.1 19.95 20.73 18.33 0.9 19.53 06-2014 06-2024
19.38 20.13 20.56 18.96 0.62 19.76 05-2014 05-2024
19.05 19.46 19.65 18.86 0.31 19.26 04-2014 04-2024
18.62 19.04 19.3 18.36 0.36 18.83 03-2014 03-2024
18.22 18.66 19.21 17.68 0.56 18.44 02-2014 02-2024
17.63 17.68 18.27 17.04 0.44 17.66 01-2014 01-2024
16.61 17.27 17.65 16.24 0.55 16.94 12-2013 12-2023
15.38 16.12 16.61 14.9 0.66 15.75 11-2013 11-2023
15.47 15.39 16.09 14.76 0.47 15.43 10-2013 10-2023
16.62 15.72 17.05 15.29 0.7 16.17 09-2013 09-2023
16.74 15.82 17.01 15.55 0.61 16.28 08-2013 08-2023
15.63 15.24 15.88 14.99 0.34 15.44 07-2013 07-2023
15.43 15.24 16.06 14.61 0.52 15.34 06-2013 06-2023
14.2 14.29 14.7 13.79 0.32 14.25 05-2013 05-2023
14.64 14.27 15.24 13.67 0.57 14.46 04-2013 04-2023
14.14 14.22 14.69 13.67 0.36 14.18 03-2013 03-2023
13.91 14.47 14.99 13.39 0.6 14.19 02-2013 02-2023
15.03 16.13 16.49 14.67 0.75 15.58 01-2013 01-2023
15.9 16.66 16.91 15.66 0.52 16.28 12-2012 12-2022
17.28 17.19 17.78 16.7 0.38 17.24 11-2012 11-2022
16.59 17.2 17.42 16.38 0.43 16.9 10-2012 10-2022
17.7 17.68 18.59 16.8 0.63 17.69 09-2012 09-2022
17.68 17.88 18.4 17.16 0.44 17.78 08-2012 08-2022
16.48 17.39 17.77 16.1 0.67 16.94 07-2012 07-2022
16.79 16.94 17.94 15.8 0.76 16.87 06-2012 06-2022
17.39 18.54 19.34 16.6 1.05 17.97 05-2012 05-2022
18.63 19.09 19.35 18.37 0.38 18.86 04-2012 04-2022
18.29 18.83 19.15 17.97 0.46 18.56 03-2012 03-2022
18.08 18.44 19.11 17.41 0.61 18.26 02-2012 02-2022
19.21 19.65 20.39 18.48 0.69 19.43 01-2012 01-2022
19.54 19.22 20.23 18.53 0.61 19.38 12-2011 12-2021
19.49 19.11 20.1 18.51 0.58 19.3 11-2011 11-2021
19.34 19.15 20.15 18.35 0.64 19.25 10-2011 10-2021
19.26 19.12 19.79 18.59 0.43 19.19 09-2011 09-2021
18.15 18.13 19.42 16.87 0.9 18.14 08-2011 08-2021
16.49 16.63 16.98 16.15 0.3 16.56 07-2011 07-2021
17.21 17.18 17.8 16.59 0.43 17.2 06-2011 06-2021
16.1 16.47 17.07 15.51 0.57 16.29 05-2011 05-2021
15.15 15.33 15.66 14.83 0.3 15.24 04-2011 04-2021
15.24 14.94 15.76 14.41 0.49 15.09 03-2011 03-2021
15.49 15.47 16.16 14.81 0.48 15.48 02-2011 02-2021
14.71 14.63 15.73 13.62 0.75 14.67 01-2011 01-2021
13.91 13.99 14.57 13.34 0.44 13.95 12-2010 12-2020
12.9 13 13.95 11.96 0.7 12.95 11-2010 11-2020
12.67 12.62 12.97 12.33 0.23 12.65 10-2010 10-2020
13.14 13.14 13.85 12.44 0.5 13.14 09-2010 09-2020
13.54 13.62 13.97 13.18 0.28 13.58 08-2010 08-2020
13.53 13.71 14.26 12.98 0.46 13.62 07-2010 07-2020
13.64 13.57 14.21 13.01 0.42 13.61 06-2010 06-2020
13.02 12.71 13.83 11.9 0.69 12.87 05-2010 05-2020
11.01 12.76 13.13 10.64 1.08 11.88 04-2010 04-2020
10.35 13.83 14.2 10 1.93 12.09 03-2010 03-2020
14.61 14.96 15.49 14.08 0.51 14.79 02-2010 02-2020
14.43 13.91 15 13.35 0.61 14.17 01-2010 01-2020
14.05 14.02 14.47 13.6 0.31 14.04 12-2009 12-2019
15.14 14.16 15.43 13.87 0.65 14.65 11-2009 11-2019
14.64 14.47 15.25 13.87 0.49 14.56 10-2009 10-2019
14.61 14.39 15.46 13.55 0.68 14.5 09-2009 09-2019
15.14 14.49 15.51 14.12 0.54 14.81 08-2009 08-2019
16.26 15.42 17.08 14.62 0.92 15.84 07-2009 07-2019
16.55 16.2 16.85 15.91 0.35 16.38 06-2009 06-2019
17.57 16.33 18.22 15.69 1 16.95 05-2009 05-2019
18.89 18.22 19.26 17.85 0.55 18.55 04-2009 04-2019
19.66 18.76 20.3 18.12 0.83 19.21 03-2009 03-2019
18.55 18.48 19.16 17.88 0.45 18.52 02-2009 02-2019
18.51 18.12 19.12 17.52 0.58 18.32 01-2009 01-2019
19.24 18.23 19.83 17.65 0.85 18.74 12-2008 12-2018
19.32 17.32 19.86 16.78 1.3 18.32 11-2008 11-2018
19.06 14.07 20.26 12.93 3.14 16.58 10-2008 10-2018
14.2 12.63 14.96 11.89 1.22 13.42 09-2008 09-2018
12.97 12.27 13.49 11.76 0.66 12.62 08-2008 08-2018
13.52 12.36 14.2 11.69 0.98 12.94 07-2008 07-2018
12.7 10.24 13.06 9.88 1.42 11.47 06-2008 06-2018
9.49 8.57 9.82 8.24 0.65 9.03 05-2008 05-2018
10.08 8.8 10.86 8.03 1.1 9.44 04-2008 04-2018
10.03 8.82 10.78 8.09 1.04 9.43 03-2008 03-2018
8.72 7.66 9.45 6.94 0.96 8.19 02-2008 02-2018
8.98 5.68 9.38 5.3 1.86 7.34 01-2008 01-2018
6.01 5.92 6.76 5.18 0.56 5.97 12-2007 12-2017
6.82 6.56 7.34 6.05 0.47 6.69 11-2007 11-2017
8.16 6.56 8.7 6.02 1.1 7.36 10-2007 10-2017
9.69 8.84 10.48 8.07 0.9 9.27 09-2007 09-2017
10.65 10.15 11.28 9.52 0.65 10.4 08-2007 08-2017
9.31 9.29 10.08 8.53 0.55 9.3 07-2007 07-2017
9.73 9.56 10.23 9.06 0.42 9.64 06-2007 06-2017
10.12 9.87 10.79 9.22 0.56 10 05-2007 05-2017
11.41 10.54 12.07 9.88 0.83 10.97 04-2007 04-2017
11.19 10.82 11.71 10.31 0.51 11.01 03-2007 03-2017
10.46 9.42 10.82 9.07 0.72 9.94 02-2007 02-2017
8.87 9.47 10.24 8.11 0.78 9.17 01-2007 01-2017
8.59 8.62 9.59 7.62 0.7 8.61 12-2006 12-2016
8.74 9.2 10.07 7.88 0.79 8.97 11-2006 11-2016
10.72 10.2 11.1 9.83 0.49 10.46 10-2006 10-2016
11.37 10.86 11.84 10.39 0.54 11.11 09-2006 09-2016
12.22 11.61 12.65 11.18 0.56 11.91 08-2006 08-2016
12.4 12.01 13.25 11.16 0.75 12.21 07-2006 07-2016
12.84 11.27 13.29 10.84 1.03 12.06 06-2006 06-2016
10.73 8.8 11.23 8.32 1.23 9.77 05-2006 05-2016
9.28 9.16 9.84 8.59 0.44 9.22 04-2006 04-2016
9.36 9.28 9.98 8.66 0.47 9.32 03-2006 03-2016
9.64 10.29 10.76 9.17 0.61 9.96 02-2006 02-2016
11.26 11.44 12.56 10.16 0.85 11.36 01-2006 01-2016
12.3 12.34 12.92 11.72 0.42 12.32 12-2005 12-2015
14.18 13 14.74 12.45 0.91 13.59 11-2005 11-2015
15.04 13.82 15.39 13.48 0.8 14.43 10-2005 10-2015
14.04 13.69 14.55 13.18 0.5 13.86 09-2005 09-2015
14.91 15.42 15.96 14.38 0.59 15.17 08-2005 08-2015
16.11 15.76 16.68 15.19 0.54 15.93 07-2005 07-2015
15.81 16.14 16.55 15.4 0.42 15.98 06-2005 06-2015
16.19 16.56 17.29 15.47 0.66 16.38 05-2005 05-2015

Rolling return for 12 year

Average return: 14.33
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.75 15.92 16.74 14.94 0.64 15.84 04-2013 04-2025
15.66 16.37 16.77 15.26 0.59 16.02 03-2013 03-2025
15.7 16.52 16.96 15.26 0.67 16.11 02-2013 02-2025
16.03 17.22 17.52 15.73 0.76 16.62 01-2013 01-2025
17.14 17.59 17.8 16.94 0.34 17.37 12-2012 12-2024
17.54 17.64 18.13 17.05 0.38 17.59 11-2012 11-2024
18 18.83 19.01 17.82 0.51 18.41 10-2012 10-2024
19.51 19.16 19.93 18.75 0.44 19.34 09-2012 09-2024
19.43 19.69 20.12 18.99 0.41 19.56 08-2012 08-2024
19.8 20.09 20.42 19.48 0.35 19.95 07-2012 07-2024
19.27 19.78 20.62 18.43 0.8 19.52 06-2012 06-2024
19.11 19.42 20.09 18.45 0.59 19.27 05-2012 05-2024
18.36 18.64 18.86 18.14 0.27 18.5 04-2012 04-2024
17.95 18.25 18.51 17.68 0.31 18.1 03-2012 03-2024
17.63 17.89 18.44 17.08 0.49 17.76 02-2012 02-2024
17.74 17.67 18.27 17.14 0.4 17.7 01-2012 01-2024
17.09 17.13 17.96 16.27 0.6 17.11 12-2011 12-2023
15.68 15.9 16.7 14.89 0.64 15.79 11-2011 11-2023
15.6 15.32 16.12 14.8 0.48 15.46 10-2011 10-2023
15.64 15.46 16 15.1 0.32 15.55 09-2011 09-2023
15.52 14.7 15.75 14.48 0.53 15.11 08-2011 08-2023
14.66 14.58 14.86 14.37 0.18 14.62 07-2011 07-2023
14.54 14.56 15.06 14.04 0.36 14.55 06-2011 06-2023
14.03 13.96 14.45 13.55 0.32 14 05-2011 05-2023
13.03 13.25 13.52 12.76 0.28 13.14 04-2011 04-2023
13.36 13.14 13.82 12.69 0.41 13.25 03-2011 03-2023
13.5 13.84 14.41 12.94 0.53 13.67 02-2011 02-2023
14.27 14.56 15.48 13.36 0.76 14.42 01-2011 01-2023
14.5 14.83 15.32 14.01 0.48 14.66 12-2010 12-2022
15.23 14.83 15.63 14.43 0.45 15.03 11-2010 11-2022
14.62 15 15.29 14.32 0.37 14.81 10-2010 10-2022
15.56 15.68 16.29 14.96 0.47 15.62 09-2010 09-2022
15.45 15.74 16.05 15.15 0.33 15.6 08-2010 08-2022
14.69 15.29 15.75 14.23 0.58 14.99 07-2010 07-2022
14.72 15.12 15.66 14.19 0.54 14.92 06-2010 06-2022
15.6 16.23 17.2 14.64 0.93 15.92 05-2010 05-2022
16.42 16.69 17.01 16.1 0.34 16.55 04-2010 04-2022
16.15 16.55 16.86 15.84 0.39 16.35 03-2010 03-2022
16.26 16.66 17.11 15.82 0.48 16.46 02-2010 02-2022
16.54 16.58 17.5 15.63 0.66 16.56 01-2010 01-2022
16.46 16.64 17.03 16.08 0.34 16.55 12-2009 12-2021
17.66 17.07 18.16 16.58 0.6 17.37 11-2009 11-2021
17.35 17.34 18.01 16.69 0.47 17.35 10-2009 10-2021
17.8 17.33 18.24 16.89 0.51 17.56 09-2009 09-2021
17.37 17.54 18.42 16.5 0.68 17.46 08-2009 08-2021
17.64 16.65 18.04 16.25 0.72 17.14 07-2009 07-2021
17.51 17.46 18 16.97 0.36 17.48 06-2009 06-2021
18.03 17.26 18.85 16.46 0.89 17.65 05-2009 05-2021
18.54 18.1 18.97 17.68 0.48 18.32 04-2009 04-2021
19.08 18.25 19.53 17.8 0.68 18.66 03-2009 03-2021
18.41 18.41 18.98 17.84 0.4 18.41 02-2009 02-2021
18.12 18.17 19 17.3 0.6 18.15 01-2009 01-2021
18.45 17.7 19.03 17.14 0.72 18.08 12-2008 12-2020
17.71 16.51 18.61 15.62 1.14 17.11 11-2008 11-2020
17.69 12.87 17.95 12.62 2.54 15.28 10-2008 10-2020
12.44 11.11 13.02 10.54 0.99 11.78 09-2008 09-2020
11.24 10.6 11.6 10.25 0.53 10.92 08-2008 08-2020
11.7 10.79 12.3 10.2 0.81 11.25 07-2008 07-2020
10.89 9.03 11.35 8.58 1.18 9.96 06-2008 06-2020
7.58 7.19 8.22 6.55 0.61 7.38 05-2008 05-2020
7.47 7.5 9.19 5.81 1.2 7.49 04-2008 04-2020
7.06 8.54 10.16 5.48 1.74 7.81 03-2008 03-2020
8.45 7.65 9.14 6.97 0.82 8.05 02-2008 02-2020
8.11 5.5 8.56 5.06 1.54 6.81 01-2008 01-2020
5.95 5.58 6.27 5.26 0.38 5.76 12-2007 12-2019
6.56 6.14 6.78 5.92 0.34 6.35 11-2007 11-2019
7.51 6.2 7.98 5.74 0.92 6.86 10-2007 10-2019
8.58 7.9 9.25 7.24 0.75 8.24 09-2007 09-2019
9.43 8.8 9.73 8.51 0.49 9.12 08-2007 08-2019
9.09 9.07 9.72 8.44 0.45 9.08 07-2007 07-2019
10.18 9.85 10.41 9.62 0.3 10.02 06-2007 06-2019
10.08 9.83 10.59 9.32 0.46 9.96 05-2007 05-2019
11.53 10.54 11.82 10.25 0.66 11.04 04-2007 04-2019
11.31 11.07 11.81 10.57 0.45 11.19 03-2007 03-2019
10.4 9.71 10.88 9.24 0.63 10.06 02-2007 02-2019
10.18 10.01 10.66 9.54 0.4 10.1 01-2007 01-2019
10.59 10.23 11.05 9.78 0.47 10.41 12-2006 12-2018
10.54 10.23 10.97 9.81 0.42 10.39 11-2006 11-2018
10.92 11.1 11.85 10.17 0.6 11.01 10-2006 10-2018
12.53 12.32 13.16 11.71 0.52 12.43 09-2006 09-2018
13.73 13.28 14.17 12.85 0.49 13.51 08-2006 08-2018
13.93 13.46 14.51 12.89 0.6 13.7 07-2006 07-2018
14.62 13.23 14.93 12.92 0.86 13.93 06-2006 06-2018
12.97 11.2 13.25 10.91 1.04 12.08 05-2006 05-2018
11.53 11.6 12.19 10.95 0.44 11.57 04-2006 04-2018
11.74 11.77 12.37 11.14 0.43 11.75 03-2006 03-2018
12.88 13.11 13.52 12.48 0.38 13 02-2006 02-2018
14.21 13.61 14.56 13.26 0.51 13.91 01-2006 01-2018
14.09 14.27 14.76 13.6 0.42 14.18 12-2005 12-2017
15.61 14.6 16.07 14.14 0.77 15.11 11-2005 11-2017
15.85 15.02 16.34 14.53 0.7 15.43 10-2005 10-2017
15.19 15.15 15.88 14.47 0.5 15.17 09-2005 09-2017
15.46 15.56 16.01 15.02 0.35 15.51 08-2005 08-2017
15.59 15.5 16.27 14.83 0.51 15.55 07-2005 07-2017
15.71 15.81 16.15 15.37 0.28 15.76 06-2005 06-2017
16.32 16.3 16.9 15.72 0.42 16.31 05-2005 05-2017
16.2 16.06 16.78 15.48 0.46 16.13 04-2005 04-2017

Rolling return for 15 year

Average return: 13.68
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.24 14.77 15.02 13.99 0.41 14.5 04-2010 04-2025
14.39 15.02 15.27 14.15 0.45 14.71 03-2010 03-2025
14.82 15.48 15.83 14.47 0.53 15.15 02-2010 02-2025
15.29 15.74 16.47 14.56 0.69 15.52 01-2010 01-2025
16.06 16.28 16.58 15.76 0.3 16.17 12-2009 12-2024
16.8 16.4 17.26 15.94 0.49 16.6 11-2009 11-2024
17.03 17.3 17.83 16.51 0.48 17.17 10-2009 10-2024
17.97 17.58 18.31 17.25 0.4 17.78 09-2009 09-2024
18.14 17.99 18.69 17.44 0.45 18.06 08-2009 08-2024
18.77 18.13 19.25 17.65 0.61 18.45 07-2009 07-2024
17.66 18.29 18.73 17.22 0.58 17.98 06-2009 06-2024
18.64 18.14 19.42 17.37 0.75 18.39 05-2009 05-2024
19.16 18.87 19.57 18.47 0.4 19.02 04-2009 04-2024
19.61 19.04 20.07 18.59 0.56 19.33 03-2009 03-2024
18.74 18.94 19.4 18.29 0.4 18.84 02-2009 02-2024
18.26 18.03 18.69 17.6 0.39 18.15 01-2009 01-2024
17.98 17.62 18.68 16.93 0.63 17.8 12-2008 12-2023
17.18 16.33 18.01 15.52 0.93 16.76 11-2008 11-2023
17.21 13.56 17.64 13.15 2.05 15.39 10-2008 10-2023
13.39 12.13 13.67 11.85 0.78 12.76 09-2008 09-2023
12.15 11.52 12.33 11.35 0.41 11.84 08-2008 08-2023
12.98 11.92 13.14 11.76 0.62 12.45 07-2008 07-2023
12.08 10.61 12.49 10.21 0.96 11.35 06-2008 06-2023
9.75 9.23 10.07 8.91 0.45 9.49 05-2008 05-2023
10 9.01 10.38 8.63 0.71 9.51 04-2008 04-2023
9.98 9.03 10.33 8.69 0.67 9.51 03-2008 03-2023
8.59 8.08 9.28 7.4 0.69 8.34 02-2008 02-2023
9.33 7.76 10.26 6.86 1.32 8.55 01-2008 01-2023
8.26 8.31 8.88 7.69 0.42 8.29 12-2007 12-2022
9.32 9.1 9.63 8.79 0.31 9.21 11-2007 11-2022
9.86 8.92 10.37 8.41 0.77 9.39 10-2007 10-2022
11.22 10.67 11.78 10.12 0.62 10.95 09-2007 09-2022
11.77 11.47 12.23 11.02 0.44 11.62 08-2007 08-2022
10.33 10.61 11.14 9.81 0.48 10.47 07-2007 07-2022
10.57 10.85 11.3 10.13 0.43 10.71 06-2007 06-2022
11.27 11.88 12.5 10.66 0.69 11.58 05-2007 05-2022
13.46 12.88 13.92 12.42 0.57 13.17 04-2007 04-2022
13.33 13.27 13.88 12.72 0.41 13.3 03-2007 03-2022
12.57 12.27 13.22 11.62 0.58 12.42 02-2007 02-2022
12.6 12.8 13.33 12.07 0.45 12.7 01-2007 01-2022
12.9 12.66 13.34 12.23 0.4 12.78 12-2006 12-2021
13.11 12.89 13.49 12.51 0.36 13 11-2006 11-2021
13.58 13.47 14.09 12.97 0.4 13.53 10-2006 10-2021
14.2 13.86 14.54 13.53 0.38 14.03 09-2006 09-2021
14.12 14.23 14.94 13.41 0.54 14.18 08-2006 08-2021
14.36 13.84 14.68 13.52 0.45 14.1 07-2006 07-2021
15.12 14.13 15.5 13.75 0.71 14.62 06-2006 06-2021
13.27 12.24 13.9 11.62 0.88 12.76 05-2006 05-2021
12.15 12.01 12.48 11.68 0.29 12.08 04-2006 04-2021
12.12 11.98 12.46 11.64 0.29 12.05 03-2006 03-2021
12.55 12.66 12.99 12.23 0.27 12.61 02-2006 02-2021
13.09 13 13.76 12.34 0.5 13.05 01-2006 01-2021
13.25 13.3 13.69 12.86 0.29 13.27 12-2005 12-2020
13.73 13.27 14.43 12.58 0.67 13.5 11-2005 11-2020
13.86 13.03 14.06 12.83 0.52 13.45 10-2005 10-2020
13.25 13.14 13.72 12.68 0.37 13.2 09-2005 09-2020
13.72 13.66 14.01 13.37 0.23 13.69 08-2005 08-2020
13.86 13.74 14.35 13.26 0.39 13.8 07-2005 07-2020
13.97 14.08 14.35 13.7 0.23 14.03 06-2005 06-2020
13.78 13.86 14.33 13.31 0.36 13.82 05-2005 05-2020
13.01 13.89 14.45 12.46 0.77 13.45 04-2005 04-2020