NIFTY200 VALUE 30

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.58
Weighted mean XIRR by duration 21.48
Mean XIRR 32.7
Standard deviation XIRR 20.67
Range XIRR 57.02

Summary

Duration Min Max Median Average XIRR (%)
1 year 3.32 103.94 77.18 70.14
3 year 26.10 46.64 37.95 37.07
5 year 21.02 34.88 27.94 28.05
7 year 11.45 18.19 15.27 15.11
10 year 9.75 17.20 13.00 13.12

Rolling return for 1 year

Average return: 70.14
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.47 15.02 24.09 3.32 7.45 13.48 01-2024 01-2025
33.22 31.15 45.96 19.7 9.32 32.51 12-2023 12-2024
54.71 47.55 67.3 36.45 11.2 51.5 11-2023 11-2024
64.18 72.74 84.51 53.71 11.31 68.78 10-2023 10-2024
74.3 74.02 86.58 62.57 8.49 74.37 09-2023 09-2024
77.39 84.37 90.38 71.78 7.02 80.98 08-2023 08-2024
85.36 84.21 97.61 72.79 8.79 84.99 07-2023 07-2024
77.12 92.98 103.94 67.59 14.03 85.41 06-2023 06-2024
84.54 94.69 99.9 79.73 7.98 89.72 05-2023 05-2024
87.9 92.11 103.68 77.23 9.47 90.23 04-2023 04-2024
79.82 88.36 97.32 71.65 9.57 84.29 03-2023 03-2024
81.36 89.15 95.42 75.54 7.55 85.37 02-2023 02-2024

Rolling return for 3 year

Average return: 37.07
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.72 30.7 33.41 26.1 2.68 29.73 01-2022 01-2025
34.49 35.17 38.65 31.11 2.68 34.86 12-2021 12-2024
33.23 32.3 36.75 28.9 2.79 32.8 11-2021 11-2024
32.45 33.39 37.7 28.3 3.34 32.96 10-2021 10-2024
38.36 37.17 41.54 34.09 2.67 37.79 09-2021 09-2024
40.14 40.51 43.49 37.24 2.21 40.35 08-2021 08-2024
39.66 41.49 42.68 38.51 1.61 40.58 07-2021 07-2024
34.75 38.67 41.24 32.3 3.45 36.74 06-2021 06-2024
38.94 38.9 42.69 35.25 2.63 38.94 05-2021 05-2024
40.96 41.18 44.8 37.44 2.6 41.1 04-2021 04-2024
38.19 38.25 42.54 34.03 3.01 38.25 03-2021 03-2024
43.03 38.42 46.64 35.01 4.42 40.78 02-2021 02-2024

Rolling return for 5 year

Average return: 28.05
Min Max Min-Max Max-Min Standard Deviation Mean From To
27.06 27.89 29.81 25.17 1.67 27.48 01-2020 01-2025
29.07 30.05 31.45 27.7 1.37 29.57 12-2019 12-2024
28.59 29.48 30.61 27.47 1.15 29.04 11-2019 11-2024
30.82 31.87 33.91 28.83 1.83 31.36 10-2019 10-2024
32.57 32.05 34.39 30.27 1.47 32.32 09-2019 09-2024
32.99 31.9 34.88 30.05 1.75 32.46 08-2019 08-2024
30.38 27.99 32.06 26.36 2.19 29.2 07-2019 07-2024
24.5 26.77 28.06 23.24 1.88 25.64 06-2019 06-2024
26.33 25.84 28.37 23.84 1.61 26.1 05-2019 05-2024
23.77 24.75 25.78 22.76 1.12 24.26 04-2019 04-2024
23.47 23.29 25.78 21.02 1.68 23.39 03-2019 03-2024
25.74 25.84 27.64 23.98 1.29 25.8 02-2019 02-2024

Rolling return for 7 year

Average return: 15.11
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.04 13.17 13.77 11.45 0.91 12.61 01-2018 01-2025
14.18 14.59 15.68 13.11 0.92 14.39 12-2017 12-2024
14.03 14.28 15.31 13.01 0.82 14.16 11-2017 11-2024
15.34 15.41 17.28 13.51 1.33 15.38 10-2017 10-2024
16.48 16.51 17.61 15.39 0.78 16.5 09-2017 09-2024
16.51 16.54 17.69 15.37 0.82 16.53 08-2017 08-2024
17.12 17.19 18.19 16.13 0.73 17.16 07-2017 07-2024
15.48 16.92 17.83 14.59 1.25 16.21 06-2017 06-2024
15.17 15.34 16.49 14.03 0.87 15.26 05-2017 05-2024
14.21 14.98 15.54 13.66 0.72 14.6 04-2017 04-2024
13.85 14.61 15.37 13.1 0.85 14.23 03-2017 03-2024
14.01 14.56 15.23 13.35 0.69 14.29 02-2017 02-2024

Rolling return for 10 year

Average return: 13.12
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.85 11.48 12.05 10.29 0.66 11.17 01-2015 01-2025
12 12.01 13.03 10.99 0.72 12.01 12-2014 12-2024
11.64 11.89 12.52 11.02 0.54 11.77 11-2014 11-2024
13.1 13.14 14.42 11.82 0.92 13.12 10-2014 10-2024
13.63 13.08 14.4 12.32 0.76 13.36 09-2014 09-2024
12.96 13.05 13.76 12.26 0.53 13.01 08-2014 08-2024
12.94 12.18 13.66 11.46 0.82 12.56 07-2014 07-2024
10.96 11.3 12.53 9.75 0.99 11.14 06-2014 06-2024
14.4 11.53 15.32 10.64 1.94 12.97 05-2014 05-2024
14.47 14.65 15.4 13.73 0.59 14.56 04-2014 04-2024
15.94 14.62 17.02 13.56 1.31 15.28 03-2014 03-2024
16.33 16.76 17.2 15.9 0.48 16.55 02-2014 02-2024