NIFTY100 LOW VOLATILITY 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) -1.55
Weighted mean XIRR by duration -25.68
Mean XIRR -40.02
Standard deviation XIRR 25.88
Range XIRR 70.93

Summary

Duration Min Max Median Average XIRR (%)
1 year -94.10 8.28 -93.16 -84.77
3 year -58.54 -47.44 -50.13 -52.46
5 year -29.13 -26.75 -28.13 -28.12
7 year -25.05 -19.64 -20.53 -20.92
10 year -15.72 -12.22 -13.93 -13.84

Rolling return for 1 year

Average return: -84.77
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.06 7.52 8.28 7.29 0.4 7.79 01-2024 01-2025
-93.67 -94.08 -93.65 -94.1 0.22 -93.88 12-2023 12-2024
-93.21 -93.64 -93.16 -93.68 0.24 -93.42 11-2023 11-2024
-93.16 -93.49 -93.14 -93.52 0.18 -93.33 10-2023 10-2024
-93.42 -93.59 -93.37 -93.64 0.11 -93.5 09-2023 09-2024
-93.34 -93.41 -93.3 -93.46 0.06 -93.38 08-2023 08-2024
-93.31 -93.46 -93.25 -93.52 0.11 -93.38 07-2023 07-2024
-93.04 -93.28 -92.99 -93.33 0.15 -93.16 06-2023 06-2024
-92.88 -93.06 -92.82 -93.12 0.12 -92.97 05-2023 05-2024
-92.58 -92.86 -92.56 -92.88 0.15 -92.72 04-2023 04-2024
-92.42 -92.74 -92.38 -92.78 0.18 -92.58 03-2023 03-2024
-92.61 -92.86 -92.58 -92.89 0.14 -92.74 02-2023 02-2024

Rolling return for 3 year

Average return: -52.46
Min Max Min-Max Max-Min Standard Deviation Mean From To
-57.21 -58.2 -57.18 -58.23 0.51 -57.7 01-2022 01-2025
-56.89 -57.67 -56.84 -57.71 0.41 -57.28 12-2021 12-2024
-57.35 -58.14 -57.25 -58.23 0.45 -57.74 11-2021 11-2024
-57.75 -58.49 -57.7 -58.54 0.4 -58.12 10-2021 10-2024
-50.75 -57.92 -50.63 -58.02 3.64 -54.33 09-2021 09-2024
-50.07 -50.73 -49.95 -50.84 0.39 -50.4 08-2021 08-2024
-49.83 -50.08 -49.68 -50.23 0.21 -49.96 07-2021 07-2024
-49.5 -50.06 -49.37 -50.18 0.35 -49.78 06-2021 06-2024
-48.52 -49.51 -48.37 -49.66 0.57 -49.02 05-2021 05-2024
-48.08 -48.82 -48.03 -48.87 0.4 -48.45 04-2021 04-2024
-48.08 -49.06 -47.98 -49.15 0.54 -48.57 03-2021 03-2024
-47.52 -48.76 -47.44 -48.84 0.66 -48.14 02-2021 02-2024

Rolling return for 5 year

Average return: -28.12
Min Max Min-Max Max-Min Standard Deviation Mean From To
-28.07 -28.75 -28.04 -28.78 0.36 -28.41 01-2020 01-2025
-27.85 -28.29 -27.81 -28.33 0.24 -28.07 12-2019 12-2024
-28.03 -28.31 -27.93 -28.4 0.19 -28.17 11-2019 11-2024
-27.15 -28.14 -27.09 -28.19 0.52 -27.64 10-2019 10-2024
-26.86 -27.92 -26.75 -28.03 0.59 -27.39 09-2019 09-2024
-26.85 -27.31 -26.75 -27.41 0.28 -27.08 08-2019 08-2024
-27.42 -28.62 -27.28 -28.75 0.67 -28.02 07-2019 07-2024
-28.45 -28.97 -28.34 -29.08 0.32 -28.71 06-2019 06-2024
-28.03 -28.92 -27.9 -29.04 0.51 -28.47 05-2019 05-2024
-28.83 -29.09 -28.79 -29.13 0.15 -28.96 04-2019 04-2024
-28.13 -29.02 -28.05 -29.09 0.48 -28.57 03-2019 03-2024
-27.65 -28.22 -27.58 -28.29 0.32 -27.93 02-2019 02-2024

Rolling return for 7 year

Average return: -20.92
Min Max Min-Max Max-Min Standard Deviation Mean From To
-21.19 -21.61 -21.17 -21.64 0.22 -21.4 01-2018 01-2025
-20.65 -21.3 -20.61 -21.33 0.34 -20.97 12-2017 12-2024
-20.62 -20.96 -20.55 -21.03 0.21 -20.79 11-2017 11-2024
-20.18 -20.81 -20.14 -20.85 0.34 -20.49 10-2017 10-2024
-20.06 -20.57 -19.97 -20.65 0.3 -20.31 09-2017 09-2024
-19.88 -20.35 -19.8 -20.43 0.28 -20.12 08-2017 08-2024
-20.04 -20.4 -19.94 -20.51 0.24 -20.22 07-2017 07-2024
-19.93 -20.12 -19.85 -20.2 0.14 -20.02 06-2017 06-2024
-19.73 -20.18 -19.64 -20.28 0.28 -19.96 05-2017 05-2024
-24.92 -25.01 -24.88 -25.05 0.07 -24.96 02-2017 02-2024

Rolling return for 10 year

Average return: -13.84
Min Max Min-Max Max-Min Standard Deviation Mean From To
-14.84 -15.71 -14.82 -15.72 0.44 -15.27 01-2015 01-2025
-14.49 -15.2 -14.47 -15.23 0.37 -14.85 12-2014 12-2024
-14.8 -15.12 -14.75 -15.17 0.19 -14.96 11-2014 11-2024
-13.95 -14.76 -13.92 -14.79 0.42 -14.36 10-2014 10-2024
-14.09 -14.58 -14.03 -14.64 0.28 -14.34 09-2014 09-2024
-13.54 -14.15 -13.48 -14.21 0.34 -13.84 08-2014 08-2024
-13.39 -13.91 -13.31 -13.99 0.3 -13.65 07-2014 07-2024
-12.97 -13.7 -12.91 -13.77 0.4 -13.34 06-2014 06-2024
-12.59 -12.93 -12.51 -13.01 0.21 -12.76 05-2014 05-2024
-12.44 -12.77 -12.42 -12.79 0.18 -12.6 04-2014 04-2024
-12.27 -12.37 -12.22 -12.42 0.08 -12.32 03-2014 03-2024