NIFTY200 ALPHA 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 2.55
Weighted mean CAGR by duration 17.69
Mean CAGR 21.84
Standard deviation CAGR 8.58
Range for CAGR 26.38

Summary

Duration Min Max Median Average XIRR (%)
1 year -18.01 93.33 49.12 41.72
3 year 11.04 35.70 24.87 24.34
5 year 7.46 34.09 19.29 19.36
7 year 12.40 24.35 19.41 19.26
10 year 6.76 25.11 16.70 16.58
12 year 5.72 24.96 16.69 16.29
15 year 8.00 23.34 14.38 15.34

Rolling return for 1 year

Average return: 41.72
Min Max Min-Max Max-Min Standard Deviation Mean From To
-10.89 -8.89 -0.97 -18.01 6.07 -9.69 04-2024 04-2025
-6.09 -3.97 6.27 -15.14 7.61 -4.73 03-2024 03-2025
-5.64 2.28 10.38 -12.57 8.59 -1.39 02-2024 02-2025
7.97 22.58 31.94 0.32 12.32 15.7 01-2024 01-2025
33.46 31.19 41.11 24.08 6.08 32.46 12-2023 12-2024
50.24 41.3 61.89 31.13 11.33 46.14 11-2023 11-2024
58.7 64.67 76.57 48.01 10.32 61.99 10-2023 10-2024
63.79 68.2 76.17 56.38 7.17 66.14 09-2023 09-2024
68.88 78.09 85.48 62.15 8.87 73.65 08-2023 08-2024
68.03 77.35 87.38 59.04 10.55 72.95 07-2023 07-2024
57.53 79.9 93.33 46.59 18.33 69.34 06-2023 06-2024
72.4 83.25 93.27 63.45 11.22 78.09 05-2023 05-2024

Rolling return for 3 year

Average return: 24.34
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.05 15.49 19.17 11.5 2.72 15.3 04-2022 04-2025
15.8 17.34 20.68 12.6 2.91 16.61 03-2022 03-2025
17.55 18.47 23.86 12.44 4.05 18.08 02-2022 02-2025
18.03 20.74 26.18 12.93 4.78 19.47 01-2022 01-2025
23.37 22.69 25.69 20.43 1.88 23.05 12-2021 12-2024
20.95 21.17 23.99 18.2 2.05 21.08 11-2021 11-2024
23.23 23.23 27.7 18.92 3.1 23.27 10-2021 10-2024
25.94 26.87 29.04 23.83 1.87 26.42 09-2021 09-2024
27.53 29.01 31.58 25.04 2.37 28.29 08-2021 08-2024
29.34 30.87 34.13 26.2 2.86 30.13 07-2021 07-2024
25.87 32.08 34.77 23.36 4.59 29.02 06-2021 06-2024
29.27 32.31 34.29 27.36 2.68 30.81 05-2021 05-2024
30.37 31.35 34.04 27.75 2.25 30.88 04-2021 04-2024
30.96 32.93 35.46 28.51 2.55 31.97 03-2021 03-2024
32.29 32.09 35.7 28.78 2.45 32.22 02-2021 02-2024
30.88 29.58 34.13 26.44 2.76 30.26 01-2021 01-2024
29.39 29.59 32.57 26.48 2.15 29.51 12-2020 12-2023
26.51 28.58 32.38 22.88 3.44 27.59 11-2020 11-2023
26.38 27.63 29.35 24.7 1.7 27.02 10-2020 10-2023
28.53 27.82 30.53 25.86 1.67 28.19 09-2020 09-2023
27.41 26.76 29.15 25.05 1.47 27.09 08-2020 08-2023
29.45 28.5 31.84 26.16 2.04 28.99 07-2020 07-2023
28.1 27.96 31.22 24.92 2.23 28.05 06-2020 06-2023
29.48 29.18 31.8 26.91 1.73 29.34 05-2020 05-2023
29.89 24.82 32.7 22.17 4.13 27.39 04-2020 04-2023
32.19 18.39 35.36 15.62 8.52 25.39 03-2020 03-2023
16.15 15.11 18 13.3 1.7 15.64 02-2020 02-2023
17.62 17.63 20.42 14.89 1.96 17.64 01-2020 01-2023
19.18 21.28 22.97 17.54 2.06 20.24 12-2019 12-2022
22.01 22.45 23.39 21.09 0.83 22.23 11-2019 11-2022
21.14 21.71 24.11 18.81 1.88 21.44 10-2019 10-2022
22.93 22.61 25.89 19.73 2.18 22.79 09-2019 09-2022
21.56 22.98 24.27 20.29 1.49 22.27 08-2019 08-2022
15.47 16.35 19.97 11.99 2.84 15.95 07-2019 07-2022
11.93 16.23 17.17 11.04 2.65 14.09 06-2019 06-2022
16.47 20.44 22.64 14.37 3.24 18.48 05-2019 05-2022

Rolling return for 5 year

Average return: 19.36
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.49 26.49 31.23 23.85 2.7 27.52 04-2020 04-2025
30.71 23.64 33.99 20.62 5.35 27.24 03-2020 03-2025
20.97 22.99 24.83 19.19 2.12 21.99 02-2020 02-2025
23.64 26.9 28.7 21.91 2.66 25.29 01-2020 01-2025
27.95 28.32 29.39 26.9 0.89 28.14 12-2019 12-2024
27.12 28.45 29.03 26.54 1 27.79 11-2019 11-2024
29.28 30.53 32.07 27.78 1.58 29.91 10-2019 10-2024
31.88 31.72 33.82 29.81 1.42 31.81 09-2019 09-2024
31.6 33.25 34.09 30.77 1.31 32.43 08-2019 08-2024
30.21 30.65 33.08 27.83 1.86 30.44 07-2019 07-2024
24.7 29.29 29.91 24.1 2.62 27 06-2019 06-2024
26.83 28.35 29.76 25.45 1.62 27.6 05-2019 05-2024
24.94 26.49 27.04 24.4 1.08 25.72 04-2019 04-2024
24.5 26.12 27.05 23.59 1.35 25.32 03-2019 03-2024
25.44 25.98 27.37 24.07 1.18 25.72 02-2019 02-2024
24.14 25.23 25.98 23.4 0.99 24.69 01-2019 01-2024
23.33 23.57 25.14 21.78 1.19 23.46 12-2018 12-2023
19.37 21.9 22.67 18.63 1.69 20.64 11-2018 11-2023
20.32 19.26 22.01 17.61 1.6 19.8 10-2018 10-2023
18.37 17.26 19.47 16.18 1.23 17.82 09-2018 09-2023
16.23 15.7 17.18 14.76 0.88 15.97 08-2018 08-2023
16.84 17.09 18.13 15.81 0.82 16.97 07-2018 07-2023
15.1 15.82 16.77 14.16 0.96 15.46 06-2018 06-2023
13.88 13.64 15.1 12.44 0.94 13.77 05-2018 05-2023
12.08 11.72 13.53 10.3 1.15 11.91 04-2018 04-2023
12.1 12.63 13.7 11.04 0.96 12.37 03-2018 03-2023
11.6 10.92 12.66 9.87 1.02 11.26 02-2018 02-2023
10.09 10.79 11.66 9.23 0.89 10.44 01-2018 01-2023
11.94 12.41 14.06 10.31 1.34 12.18 12-2017 12-2022
13.43 13.37 14.19 12.61 0.56 13.4 11-2017 11-2022
13.09 13.03 14.74 11.4 1.18 13.06 10-2017 10-2022
13.62 13.45 15.26 11.84 1.21 13.54 09-2017 09-2022
13.5 13.45 15.01 11.95 1.08 13.48 08-2017 08-2022
11.1 12.15 13.67 9.61 1.48 11.63 07-2017 07-2022
11.39 13.49 14.49 10.42 1.62 12.45 06-2017 06-2022
13.57 15.49 17.14 11.96 1.95 14.54 05-2017 05-2022
17.5 18.29 19.73 16.08 1.32 17.9 04-2017 04-2022
18.23 19.08 20.23 17.09 1.15 18.66 03-2017 03-2022
17.55 19.92 20.72 16.77 1.63 18.74 02-2017 02-2022
22.24 22.43 25.51 19.23 2.22 22.35 01-2017 01-2022
24.39 23.76 26.2 21.98 1.51 24.08 12-2016 12-2021
24.52 22.98 26.25 21.3 1.83 23.76 11-2016 11-2021
21.41 23.24 24.03 20.63 1.37 22.33 10-2016 10-2021
22.34 22.4 23.59 21.16 0.86 22.37 09-2016 09-2021
21.5 21.66 22.95 20.23 0.96 21.59 08-2016 08-2021
20.95 21 22.74 19.23 1.24 20.98 07-2016 07-2021
20.64 21.1 22.11 19.64 0.89 20.87 06-2016 06-2021
20.48 20.43 21.56 19.36 0.78 20.46 05-2016 05-2021
19.42 19.46 20.88 18.02 1.01 19.45 04-2016 04-2021
20.03 18.98 21.4 17.63 1.38 19.51 03-2016 03-2021
20.52 19.32 22.49 17.41 1.85 19.93 02-2016 02-2021
18.22 17.46 20.69 15.06 2.01 17.86 01-2016 01-2021
16.02 16.31 17.61 14.73 1.02 16.17 12-2015 12-2020
13.52 14.6 15.52 12.61 1.1 14.06 11-2015 11-2020
12.49 12.67 13.4 11.77 0.58 12.58 10-2015 10-2020
13.34 13.36 14.77 11.94 1 13.35 09-2015 09-2020
12.09 10.81 13.36 9.58 1.41 11.46 08-2015 08-2020
10.18 10.78 11.89 9.08 1.02 10.48 07-2015 07-2020
10.85 10.94 12.53 9.27 1.15 10.9 06-2015 06-2020
9.51 8.76 10.83 7.46 1.22 9.14 05-2015 05-2020

Rolling return for 7 year

Average return: 19.26
Min Max Min-Max Max-Min Standard Deviation Mean From To
16 16.42 17.76 14.68 1.1 16.21 04-2018 04-2025
16.56 17.84 18.64 15.78 1.11 17.2 03-2018 03-2025
16.21 17.53 18.85 14.92 1.47 16.88 02-2018 02-2025
16.26 18.98 19.64 15.62 1.72 17.62 01-2018 01-2025
19.89 19.6 20.85 18.65 0.78 19.75 12-2017 12-2024
19.26 19.92 20.54 18.64 0.71 19.59 11-2017 11-2024
20.82 21.36 22.67 19.52 1.13 21.09 10-2017 10-2024
22.19 22.09 23.47 20.82 0.94 22.14 09-2017 09-2024
22.5 22.94 24.15 21.3 1.02 22.72 08-2017 08-2024
22.39 23.12 24.31 21.22 1.12 22.76 07-2017 07-2024
20.49 23.3 24.07 19.74 1.83 21.9 06-2017 06-2024
21.57 22.32 23.57 20.34 1.17 21.95 05-2017 05-2024
21.13 21.53 22.58 20.09 0.89 21.33 04-2017 04-2024
21.1 22.02 22.87 20.27 0.98 21.57 03-2017 03-2024
21.3 22.04 22.62 20.72 0.72 21.67 02-2017 02-2024
22.57 21.68 23.86 20.41 1.26 22.13 01-2017 01-2024
22.71 22.28 23.99 21.01 1.06 22.5 12-2016 12-2023
19.72 19.8 22.07 17.5 1.62 19.77 11-2016 11-2023
17.6 18.24 18.78 17.06 0.65 17.92 10-2016 10-2023
18.82 18.78 19.61 17.99 0.57 18.8 09-2016 09-2023
18.35 18.15 19.04 17.46 0.56 18.25 08-2016 08-2023
18.76 18.48 19.7 17.56 0.76 18.62 07-2016 07-2023
18.26 18.78 19.48 17.56 0.7 18.52 06-2016 06-2023
17.98 18.09 18.88 17.19 0.6 18.04 05-2016 05-2023
17 17.08 18.07 16.02 0.73 17.04 04-2016 04-2023
17.98 17.48 19.18 16.29 1.04 17.73 03-2016 03-2023
18.9 17.49 19.71 16.7 1.18 18.2 02-2016 02-2023
17.8 16.71 18.99 15.54 1.28 17.26 01-2016 01-2023
16.99 17.63 18.57 16.06 0.92 17.31 12-2015 12-2022
17.74 17.64 18.31 17.07 0.44 17.69 11-2015 11-2022
16.09 16.76 17.3 15.55 0.66 16.43 10-2015 10-2022
17.15 17.31 18.35 16.12 0.79 17.23 09-2015 09-2022
15.92 15.14 17.03 14.06 1.09 15.54 08-2015 08-2022
13.55 14.61 15.43 12.75 1.02 14.08 07-2015 07-2022
14.48 15.56 16.75 13.32 1.27 15.03 06-2015 06-2022
16.06 17.07 18.66 14.51 1.51 16.57 05-2015 05-2022
18.64 18.26 20.24 16.69 1.26 18.46 04-2015 04-2022
17.45 18.2 18.87 16.79 0.78 17.83 03-2015 03-2022
17.91 18.97 20.18 16.72 1.28 18.45 02-2015 02-2022
20.14 20.4 22.44 18.15 1.52 20.28 01-2015 01-2022
21.33 20.78 22.59 19.54 1.1 21.06 12-2014 12-2021
21.01 21.39 22.21 20.2 0.72 21.2 11-2014 11-2021
22.47 22.83 24.35 20.97 1.2 22.66 10-2014 10-2021
21.93 21.67 22.82 20.79 0.72 21.8 09-2014 09-2021
22.15 22.11 23.18 21.08 0.74 22.13 08-2014 08-2021
21.43 20.93 22.72 19.66 1.1 21.18 07-2014 07-2021
20.86 20.32 21.91 19.29 0.95 20.59 06-2014 06-2021
21.08 20.95 21.86 20.18 0.6 21.02 05-2014 05-2021
20.27 20.69 21.32 19.65 0.61 20.48 04-2014 04-2021
19.61 20.27 20.58 19.3 0.51 19.94 03-2014 03-2021
19.7 20.32 21.08 18.94 0.79 20.01 02-2014 02-2021
19.39 20.32 21.17 18.55 0.98 19.86 01-2014 01-2021
19.1 19.51 20.26 18.36 0.69 19.31 12-2013 12-2020
17.95 18.83 19.43 17.36 0.8 18.39 11-2013 11-2020
18.43 17.97 19.11 17.3 0.66 18.2 10-2013 10-2020
19.23 18.67 20.3 17.61 0.97 18.95 09-2013 09-2020
19.19 18.46 20.14 17.52 0.96 18.83 08-2013 08-2020
16.87 17.02 18.16 15.73 0.86 16.95 07-2013 07-2020
16.8 16.95 18.06 15.7 0.84 16.88 06-2013 06-2020
14.43 14.91 15.41 13.93 0.55 14.67 05-2013 05-2020
14.71 16.21 17.76 13.2 1.7 15.47 04-2013 04-2020
13.12 19.04 19.8 12.4 3.35 16.09 03-2013 03-2020
19.58 20 20.86 18.74 0.76 19.79 02-2013 02-2020
18.49 19.03 19.68 17.84 0.68 18.76 01-2013 01-2020
18.09 18.39 18.79 17.69 0.4 18.24 12-2012 12-2019
18.8 18.35 19.19 17.96 0.46 18.58 11-2012 11-2019
18.13 18.62 19.12 17.64 0.55 18.38 10-2012 10-2019
18.66 18.46 20.01 17.13 1.02 18.57 09-2012 09-2019
18.57 18.59 19.1 18.06 0.37 18.58 08-2012 08-2019
19.46 20.39 21.04 18.82 0.85 19.93 07-2012 07-2019
21.53 20.75 21.95 20.34 0.63 21.14 06-2012 06-2019
20.71 20.69 21.66 19.75 0.68 20.7 05-2012 05-2019
20.53 20.34 20.9 19.97 0.34 20.44 04-2012 04-2019
20.4 20.23 21.03 19.6 0.51 20.31 03-2012 03-2019
20.15 20.05 21.09 19.12 0.7 20.1 02-2012 02-2019
21.67 20.67 22.19 20.16 0.8 21.17 01-2012 01-2019
21.37 20.61 22.47 19.53 1.07 21 12-2011 12-2018
20.7 19.59 21.24 19.06 0.86 20.15 11-2011 11-2018
19.68 20.29 21.65 18.34 1.19 19.99 10-2011 10-2018
21.06 21.53 22.69 19.92 0.99 21.3 09-2011 09-2018
21.87 21.04 22.99 19.94 1.12 21.46 08-2011 08-2018
19.4 19.51 20.16 18.76 0.5 19.46 07-2011 07-2018
19.97 19.87 20.67 19.17 0.53 19.92 06-2011 06-2018
20.11 20.38 21.21 19.29 0.69 20.25 05-2011 05-2018

Rolling return for 10 year

Average return: 16.58
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.55 17.42 18.8 16.19 0.92 17.49 04-2015 04-2025
16.96 17.94 18.41 16.49 0.76 17.45 03-2015 03-2025
17.8 18.82 19.67 16.97 1.02 18.32 02-2015 02-2025
19.51 20.5 21.92 18.11 1.39 20.01 01-2015 01-2025
21.94 21.35 22.62 20.68 0.72 21.65 12-2014 12-2024
20.99 21.33 21.9 20.43 0.53 21.16 11-2014 11-2024
22.7 22.95 24.02 21.64 0.85 22.83 10-2014 10-2024
23.12 23.21 24.02 22.31 0.61 23.16 09-2014 09-2024
23.74 24.14 24.9 22.98 0.69 23.94 08-2014 08-2024
23.75 23.83 25.11 22.49 0.93 23.79 07-2014 07-2024
22.34 23.74 24.87 21.23 1.38 23.05 06-2014 06-2024
23.48 24.25 24.9 22.84 0.78 23.87 05-2014 05-2024
23.22 23.79 24.25 22.77 0.56 23.51 04-2014 04-2024
22.91 23.94 24.16 22.69 0.63 23.43 03-2014 03-2024
23.34 23.74 24.29 22.8 0.55 23.54 02-2014 02-2024
22.73 23.02 23.64 22.12 0.55 22.88 01-2014 01-2024
22.1 22.45 22.99 21.56 0.52 22.27 12-2013 12-2023
20.46 21.68 22.11 20.03 0.85 21.07 11-2013 11-2023
20.76 20.79 21.61 19.95 0.59 20.78 10-2013 10-2023
21.94 21.34 22.51 20.78 0.65 21.64 09-2013 09-2023
21.6 20.89 22.09 20.4 0.65 21.25 08-2013 08-2023
20.51 20.35 21.17 19.69 0.53 20.43 07-2013 07-2023
20.08 20.15 20.95 19.29 0.59 20.12 06-2013 06-2023
18.75 19.02 19.38 18.38 0.37 18.88 05-2013 05-2023
19.07 18.73 19.84 17.97 0.67 18.9 04-2013 04-2023
18.53 18.85 19.38 18.01 0.5 18.69 03-2013 03-2023
18.54 18.51 19.1 17.95 0.41 18.52 02-2013 02-2023
18.22 18.61 19.06 17.77 0.48 18.41 01-2013 01-2023
18.42 19.25 19.54 18.13 0.58 18.84 12-2012 12-2022
19.76 19.57 20.16 19.16 0.36 19.66 11-2012 11-2022
19.03 19.54 19.89 18.68 0.46 19.29 10-2012 10-2022
19.92 19.69 20.78 18.84 0.69 19.81 09-2012 09-2022
19.46 19.89 20.25 19.1 0.43 19.68 08-2012 08-2022
18.25 19.16 19.61 17.81 0.71 18.71 07-2012 07-2022
18.57 19.38 20.21 17.75 0.92 18.98 06-2012 06-2022
19.42 20.61 21.29 18.76 0.99 20.02 05-2012 05-2022
20.74 21.48 21.88 20.35 0.6 21.11 04-2012 04-2022
20.83 21.29 21.85 20.27 0.58 21.06 03-2012 03-2022
20.62 21.51 22.24 19.9 0.89 21.07 02-2012 02-2022
22.56 23.1 24.19 21.48 0.98 22.83 01-2012 01-2022
22.91 22.48 23.8 21.6 0.79 22.7 12-2011 12-2021
22.61 22.29 23.46 21.45 0.72 22.45 11-2011 11-2021
22.36 22.7 23.67 21.4 0.81 22.53 10-2011 10-2021
21.93 21.74 22.55 21.12 0.51 21.84 09-2011 09-2021
21.3 20.66 22.03 19.95 0.77 20.98 08-2011 08-2021
19.32 19.75 20.2 18.87 0.49 19.54 07-2011 07-2021
19.02 19.19 19.74 18.47 0.45 19.11 06-2011 06-2021
18.62 18.57 19.15 18.04 0.39 18.59 05-2011 05-2021
17.21 17.54 17.93 16.83 0.41 17.38 04-2011 04-2021
17.3 17.1 17.97 16.44 0.55 17.2 03-2011 03-2021
17.66 17.67 18.61 16.73 0.66 17.67 02-2011 02-2021
16.64 16.36 17.86 15.16 0.96 16.5 01-2011 01-2021
15.4 15.03 16.19 14.25 0.7 15.22 12-2010 12-2020
13.97 13.68 14.98 12.69 0.82 13.83 11-2010 11-2020
13.71 13.57 14.16 13.12 0.37 13.64 10-2010 10-2020
14.22 14.17 14.94 13.46 0.52 14.2 09-2010 09-2020
14.46 14.46 15.1 13.82 0.45 14.46 08-2010 08-2020
14.28 14.59 15.17 13.71 0.53 14.44 07-2010 07-2020
14.17 14.43 15.04 13.57 0.53 14.3 06-2010 06-2020
13.58 12.98 14.27 12.3 0.73 13.28 05-2010 05-2020
11.43 13.16 13.5 11.1 1.05 12.3 04-2010 04-2020
10.76 14.8 15.3 10.28 2.28 12.79 03-2010 03-2020
15.7 15.99 16.56 15.13 0.52 15.84 02-2010 02-2020
15.17 14.79 15.98 13.99 0.72 14.98 01-2010 01-2020
14.65 14.69 15.12 14.22 0.32 14.67 12-2009 12-2019
15.76 14.69 16.02 14.43 0.68 15.22 11-2009 11-2019
15.07 14.98 15.74 14.32 0.5 15.03 10-2009 10-2019
15.22 15.06 16.13 14.16 0.7 15.14 09-2009 09-2019
15.92 15.5 16.29 15.13 0.44 15.71 08-2009 08-2019
17.38 16.68 18.46 15.61 1.04 17.03 07-2009 07-2019
17.82 17.49 18.1 17.2 0.34 17.65 06-2009 06-2019
19.09 17.85 19.74 17.21 1 18.47 05-2009 05-2019
20.52 19.74 20.78 19.48 0.54 20.13 04-2009 04-2019
21.53 20.42 21.97 19.98 0.81 20.98 03-2009 03-2019
20.41 20.3 21.07 19.64 0.51 20.36 02-2009 02-2019
20.32 19.46 20.68 19.1 0.64 19.89 01-2009 01-2019
21.07 19.62 21.84 18.87 1.17 20.35 12-2008 12-2018
21.29 18.86 21.67 18.49 1.41 20.08 11-2008 11-2018
21.04 15.86 22.43 14.55 3.33 18.47 10-2008 10-2018
16.06 14.18 17.14 13.12 1.57 15.12 09-2008 09-2018
14.24 13.63 14.98 12.9 0.77 13.94 08-2008 08-2018
15.11 13.61 15.62 13.1 1.04 14.36 07-2008 07-2018
14.27 11.6 14.74 11.15 1.58 12.94 06-2008 06-2018
11.01 10.51 11.72 9.8 0.7 10.76 05-2008 05-2018
12.18 10.89 13.08 10.01 1.18 11.54 04-2008 04-2018
12.47 10.52 13 10 1.27 11.5 03-2008 03-2018
10.89 9.77 11.76 8.92 1.08 10.33 02-2008 02-2018
11.75 7.39 12.19 6.97 2.4 9.57 01-2008 01-2018
7.64 7.55 8.43 6.76 0.59 7.59 12-2007 12-2017
8.8 8.12 9.2 7.72 0.58 8.46 11-2007 11-2017
10.16 8.72 10.99 7.9 1.21 9.44 10-2007 10-2017
11.46 10.63 12.34 9.76 0.96 11.05 09-2007 09-2017
12.35 11.74 13.12 10.98 0.79 12.05 08-2007 08-2017
11 11.04 11.75 10.3 0.51 11.02 07-2007 07-2017
11.53 11.2 12.02 10.72 0.47 11.37 06-2007 06-2017
11.66 11.84 12.46 11.04 0.51 11.75 05-2007 05-2017
13.15 12.14 13.84 11.46 0.91 12.65 04-2007 04-2017
13 12.58 13.54 12.04 0.55 12.79 03-2007 03-2017
12.07 10.91 12.44 10.54 0.79 11.49 02-2007 02-2017
9.81 10.56 11.18 9.19 0.75 10.19 01-2007 01-2017
9.68 9.74 10.75 8.67 0.74 9.71 12-2006 12-2016
9.62 10.64 11.07 9.2 0.75 10.13 11-2006 11-2016
11.52 11.21 11.88 10.85 0.38 11.37 10-2006 10-2016
11.43 11.37 11.97 10.83 0.4 11.4 09-2006 09-2016
12.17 11.65 12.76 11.07 0.63 11.91 08-2006 08-2016
12.43 12.04 13.24 11.24 0.72 12.24 07-2006 07-2016
13.26 11.59 13.73 11.13 1.09 12.43 06-2006 06-2016
11.13 8.91 11.65 8.4 1.39 10.02 05-2006 05-2016
9.12 9.04 9.77 8.4 0.49 9.08 04-2006 04-2016
8.99 9.1 10.1 8.01 0.74 9.05 03-2006 03-2016
9.27 10.23 10.71 8.8 0.76 9.75 02-2006 02-2016
11.03 11.41 12.55 9.91 0.94 11.22 01-2006 01-2016
12.41 12.49 13.04 11.86 0.42 12.45 12-2005 12-2015
14.4 13.09 14.86 12.64 0.91 13.75 11-2005 11-2015
15.49 13.66 15.87 13.3 1.12 14.58 10-2005 10-2015
13.38 13.43 14.08 12.73 0.48 13.41 09-2005 09-2015
14.27 14.97 15.58 13.67 0.72 14.62 08-2005 08-2015
15.28 14.83 15.85 14.26 0.58 15.05 07-2005 07-2015
15.1 15.45 15.93 14.63 0.48 15.28 06-2005 06-2015
15.71 15.79 16.81 14.71 0.74 15.75 05-2005 05-2015

Rolling return for 12 year

Average return: 16.29
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.26 20.39 21.33 19.33 0.71 20.33 04-2013 04-2025
20.14 20.94 21.39 19.7 0.66 20.54 03-2013 03-2025
20.16 21.24 21.74 19.66 0.83 20.7 02-2013 02-2025
20.61 22.25 22.64 20.22 1.03 21.43 01-2013 01-2025
22.11 22.43 22.67 21.86 0.31 22.27 12-2012 12-2024
22.2 22.46 22.96 21.7 0.45 22.33 11-2012 11-2024
22.65 23.45 23.75 22.35 0.57 23.05 10-2012 10-2024
24 23.82 24.75 23.07 0.6 23.91 09-2012 09-2024
23.83 24.49 24.8 23.52 0.51 24.16 08-2012 08-2024
23.83 24.57 24.96 23.44 0.6 24.2 07-2012 07-2024
22.84 24.24 24.96 22.14 1.11 23.55 06-2012 06-2024
23.22 23.83 24.4 22.65 0.66 23.52 05-2012 05-2024
22.35 22.87 23.2 22.02 0.46 22.61 04-2012 04-2024
22.09 22.65 23.13 21.62 0.57 22.37 03-2012 03-2024
22.32 22.49 23.1 21.71 0.5 22.41 02-2012 02-2024
22.7 22.55 23.45 21.8 0.59 22.62 01-2012 01-2024
22.18 21.84 22.92 21.1 0.65 22.01 12-2011 12-2023
20.14 20.55 21.51 19.19 0.83 20.35 11-2011 11-2023
19.95 19.86 20.65 19.16 0.53 19.91 10-2011 10-2023
19.93 19.73 20.4 19.27 0.41 19.83 09-2011 09-2023
19.49 18.78 19.9 18.38 0.59 19.14 08-2011 08-2023
18.33 18.5 18.87 17.95 0.33 18.41 07-2011 07-2023
17.91 18.17 18.62 17.46 0.42 18.04 06-2011 06-2023
17.48 17.52 18 17 0.35 17.5 05-2011 05-2023
16.18 16.49 16.8 15.87 0.35 16.34 04-2011 04-2023
16.58 16.55 17.27 15.86 0.5 16.56 03-2011 03-2023
17.2 16.89 17.66 16.43 0.45 17.05 02-2011 02-2023
16.66 16.11 17.35 15.42 0.71 16.38 01-2011 01-2023
16.07 16.01 16.98 15.1 0.67 16.04 12-2010 12-2022
16.35 15.59 16.68 15.26 0.57 15.97 11-2010 11-2022
15.6 15.81 16.31 15.11 0.43 15.71 10-2010 10-2022
16.29 16.34 16.99 15.65 0.47 16.32 09-2010 09-2022
16.32 16.42 16.96 15.78 0.42 16.37 08-2010 08-2022
15.6 16.23 16.71 15.12 0.6 15.91 07-2010 07-2022
15.77 16.58 17.1 15.26 0.71 16.18 06-2010 06-2022
16.79 17.19 18.31 15.69 0.94 17 05-2010 05-2022
17.31 17.94 18.23 17.02 0.48 17.62 04-2010 04-2022
17.36 17.76 18.18 16.94 0.46 17.56 03-2010 03-2022
17.4 18.22 18.71 16.92 0.7 17.81 02-2010 02-2022
17.9 18.19 19.21 16.89 0.83 18.05 01-2010 01-2022
17.83 18.18 18.55 17.47 0.4 18.01 12-2009 12-2021
19.05 18.59 19.74 17.91 0.67 18.82 11-2009 11-2021
18.73 19.14 19.8 18.09 0.62 18.94 10-2009 10-2021
19.21 18.79 19.71 18.29 0.52 19 09-2009 09-2021
19.33 19.24 19.92 18.65 0.45 19.28 08-2009 08-2021
19.62 18.85 20.36 18.12 0.84 19.24 07-2009 07-2021
18.66 18.74 19.26 18.14 0.4 18.7 06-2009 06-2021
19.77 18.64 20.22 18.2 0.82 19.21 05-2009 05-2021
19.96 19.7 20.57 19.1 0.53 19.83 04-2009 04-2021
20.49 19.77 21.06 19.2 0.71 20.13 03-2009 03-2021
19.63 19.8 20.44 19 0.51 19.72 02-2009 02-2021
19.36 19.38 20.39 18.36 0.72 19.37 01-2009 01-2021
20 18.85 20.68 18.18 0.97 19.43 12-2008 12-2020
19.23 17.78 20.1 16.93 1.23 18.51 11-2008 11-2020
19.45 14.46 19.85 14.08 2.7 16.96 10-2008 10-2020
14.07 12.24 14.67 11.65 1.25 13.16 09-2008 09-2020
11.97 11.4 12.5 10.88 0.61 11.69 08-2008 08-2020
12.48 11.56 13.2 10.84 0.9 12.02 07-2008 07-2020
11.39 9.53 12.09 8.84 1.32 10.46 06-2008 06-2020
7.96 7.52 8.5 6.98 0.56 7.74 05-2008 05-2020
8.1 7.99 9.77 6.35 1.21 8.05 04-2008 04-2020
7.87 9.5 11.54 5.89 2.08 8.7 03-2008 03-2020
9.91 8.95 10.59 8.28 0.88 9.43 02-2008 02-2020
9.65 6.34 10.29 5.72 2 8 01-2008 01-2020
6.66 6.3 7.03 5.94 0.41 6.48 12-2007 12-2019
7.58 6.89 7.79 6.69 0.46 7.24 11-2007 11-2019
8.75 7.41 9.29 6.89 0.97 8.09 10-2007 10-2019
9.64 8.96 10.37 8.24 0.79 9.3 09-2007 09-2019
10.63 9.79 10.92 9.5 0.58 10.21 08-2007 08-2019
9.95 10.21 10.79 9.37 0.51 10.08 07-2007 07-2019
11.37 10.91 11.6 10.69 0.36 11.14 06-2007 06-2019
11.27 11.26 11.78 10.76 0.36 11.27 05-2007 05-2019
12.98 11.77 13.18 11.57 0.71 12.38 04-2007 04-2019
13 12.54 13.34 12.2 0.43 12.77 03-2007 03-2019
11.98 11.22 12.49 10.71 0.68 11.6 02-2007 02-2019
11.24 11 11.52 10.72 0.3 11.12 01-2007 01-2019
11.51 11.25 12.1 10.66 0.52 11.38 12-2006 12-2018
11.38 11.31 11.67 11.02 0.23 11.35 11-2006 11-2018
11.45 11.95 12.51 10.89 0.6 11.7 10-2006 10-2018
12.81 13.17 13.69 12.3 0.51 12.99 09-2006 09-2018
14.03 13.7 14.64 13.09 0.56 13.86 08-2006 08-2018
14.24 13.65 14.66 13.23 0.55 13.95 07-2006 07-2018
15.38 13.95 15.77 13.56 0.93 14.66 06-2006 06-2018
13.91 12.16 14.51 11.57 1.21 13.04 05-2006 05-2018
12.39 12.52 13.14 11.77 0.49 12.46 04-2006 04-2018
12.82 12.41 13.27 11.97 0.48 12.62 03-2006 03-2018
13.79 14.11 14.53 13.37 0.43 13.95 02-2006 02-2018
15.34 14.74 15.72 14.37 0.52 15.04 01-2006 01-2018
15.26 15.49 15.97 14.79 0.43 15.38 12-2005 12-2017
16.75 15.6 17.11 15.25 0.77 16.18 11-2005 11-2017
16.86 15.73 17.59 15 1 16.3 10-2005 10-2017
15.46 15.66 16.22 14.91 0.47 15.56 09-2005 09-2017
15.56 15.71 16.22 15.05 0.42 15.64 08-2005 08-2017
16.04 15.83 16.69 15.18 0.54 15.93 07-2005 07-2017
16.32 16.34 16.75 15.92 0.29 16.33 06-2005 06-2017
16.83 16.67 17.52 15.98 0.55 16.75 05-2005 05-2017
16.79 16.6 17.38 16.02 0.49 16.7 04-2005 04-2017

Rolling return for 15 year

Average return: 15.34
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.85 17.44 17.68 16.62 0.43 17.15 04-2010 04-2025
17.05 17.68 18.01 16.71 0.51 17.36 03-2010 03-2025
17.43 18.27 18.66 17.04 0.65 17.85 02-2010 02-2025
17.93 18.69 19.51 17.12 0.89 18.31 01-2010 01-2025
18.92 19.07 19.36 18.63 0.26 19 12-2009 12-2024
19.43 19.1 20.03 18.51 0.55 19.27 11-2009 11-2024
19.62 19.95 20.47 19.1 0.5 19.79 10-2009 10-2024
20.53 20.37 21.11 19.78 0.47 20.45 09-2009 09-2024
20.93 21.13 21.69 20.38 0.47 21.03 08-2009 08-2024
21.51 21.16 22.39 20.28 0.76 21.34 07-2009 07-2024
20.07 21.3 21.72 19.65 0.85 20.69 06-2009 06-2024
21.61 21.25 22.54 20.33 0.79 21.43 05-2009 05-2024
21.97 21.95 22.65 21.27 0.49 21.96 04-2009 04-2024
22.51 22.29 23.34 21.47 0.67 22.4 03-2009 03-2024
22.06 22.16 22.69 21.54 0.41 22.11 02-2009 02-2024
21.58 21.35 22.18 20.76 0.51 21.47 01-2009 01-2024
21.82 20.92 22.42 20.34 0.8 21.38 12-2008 12-2023
20.65 19.87 21.75 18.79 1.08 20.27 11-2008 11-2023
20.8 16.99 21.36 16.44 2.2 18.9 10-2008 10-2023
16.82 15.2 17.18 14.84 1.01 16.01 09-2008 09-2023
14.9 14.31 15.22 14 0.48 14.61 08-2008 08-2023
15.68 14.76 16.11 14.34 0.71 15.22 07-2008 07-2023
14.54 12.99 15.1 12.45 1.09 13.77 06-2008 06-2023
11.96 11.54 12.36 11.15 0.45 11.75 05-2008 05-2023
12.15 11.17 12.63 10.69 0.77 11.66 04-2008 04-2023
12.35 11.22 12.88 10.7 0.87 11.79 03-2008 03-2023
11.13 10.15 11.48 9.81 0.68 10.64 02-2008 02-2023
11.2 8.51 11.72 8 1.62 9.86 01-2008 01-2023
9.05 9.14 9.74 8.46 0.45 9.1 12-2007 12-2022
10.32 9.84 10.57 9.59 0.39 10.08 11-2007 11-2022
11.13 10.13 11.67 9.6 0.81 10.63 10-2007 10-2022
12.18 11.56 12.71 11.03 0.63 11.87 09-2007 09-2022
12.73 12.31 13.23 11.81 0.52 12.52 08-2007 08-2022
11.03 11.41 11.88 10.56 0.49 11.22 07-2007 07-2022
11.48 11.96 12.51 10.94 0.58 11.72 06-2007 06-2022
12.29 13.04 13.46 11.88 0.62 12.67 05-2007 05-2022
14.58 14.15 15.3 13.44 0.67 14.37 04-2007 04-2022
14.71 14.7 15.36 14.06 0.46 14.71 03-2007 03-2022
13.86 13.84 14.88 12.83 0.72 13.85 02-2007 02-2022
13.8 14.38 14.81 13.37 0.55 14.09 01-2007 01-2022
14.37 14.22 14.93 13.67 0.45 14.3 12-2006 12-2021
14.38 14.61 14.9 14.09 0.3 14.49 11-2006 11-2021
14.73 15.08 15.55 14.27 0.47 14.91 10-2006 10-2021
14.96 14.93 15.35 14.54 0.29 14.95 09-2006 09-2021
15.2 14.89 15.65 14.44 0.44 15.04 08-2006 08-2021
15.2 14.95 15.77 14.39 0.5 15.08 07-2006 07-2021
15.67 14.67 16.14 14.21 0.77 15.17 06-2006 06-2021
14.16 12.62 14.5 12.28 0.96 13.39 05-2006 05-2021
12.45 12.41 12.91 11.96 0.34 12.43 04-2006 04-2021
12.55 12.3 12.98 11.88 0.4 12.43 03-2006 03-2021
12.9 13.18 13.51 12.57 0.35 13.04 02-2006 02-2021
13.38 13.39 14.16 12.61 0.55 13.39 01-2006 01-2021
13.6 13.75 14.12 13.23 0.32 13.67 12-2005 12-2020
14.11 13.59 14.77 12.93 0.68 13.85 11-2005 11-2020
14.48 13.33 14.79 13.03 0.74 13.91 10-2005 10-2020
13.36 13.4 13.84 12.93 0.32 13.38 09-2005 09-2020
13.54 13.57 13.96 13.14 0.29 13.55 08-2005 08-2020
13.55 13.46 14.13 12.88 0.44 13.51 07-2005 07-2020
13.67 13.93 14.24 13.35 0.33 13.8 06-2005 06-2020
13.61 13.4 14.06 12.95 0.4 13.5 05-2005 05-2020
13.02 13.81 14.41 12.42 0.76 13.41 04-2005 04-2020