NIFTY500 MOMENTUM 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 3.24
Weighted mean CAGR by duration 20.03
Mean CAGR 23.49
Standard deviation CAGR 7.25
Range for CAGR 21.48

Summary

Duration Min Max Median Average XIRR (%)
1 year -24.31 89.12 50.90 39.90
3 year 7.77 41.58 28.36 27.26
5 year 5.42 35.92 20.14 20.50
7 year 12.02 25.90 20.09 20.07
10 year 9.49 26.68 19.48 19.23
12 year 7.54 26.73 19.79 19.04
15 year 10.48 24.43 18.31 18.42

Rolling return for 1 year

Average return: 39.9
Min Max Min-Max Max-Min Standard Deviation Mean From To
-18.65 -12.76 -6.23 -24.31 6.73 -15.49 04-2024 04-2025
-5.01 -4.4 5.01 -13.52 6.56 -4.48 03-2024 03-2025
-9.13 -1.24 5.76 -15.14 7.9 -4.94 02-2024 02-2025
3.99 16.25 28.81 -6.15 13.11 10.72 01-2024 01-2025
32.44 37.23 47.11 23.55 8.5 35.08 12-2023 12-2024
48.72 45.78 63.4 32.69 10.91 47.65 11-2023 11-2024
58.5 65.12 76.2 48.54 10.06 62.09 10-2023 10-2024
61.15 63.08 70.86 53.81 6.07 62.22 09-2023 09-2024
63.13 68.52 75.86 56.32 7.17 65.96 08-2023 08-2024
74.59 75.35 85.64 64.91 7.34 75.12 07-2023 07-2024
62.15 77.19 87.69 53.08 13.35 70.03 06-2023 06-2024
69.97 79.11 89.12 60.98 10.46 74.79 05-2023 05-2024

Rolling return for 3 year

Average return: 27.26
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.1 13 16.49 7.77 3.16 12.09 04-2022 04-2025
14.79 14.55 18.69 10.79 2.79 14.7 03-2022 03-2025
16.24 16.95 22.27 11.18 3.93 16.66 02-2022 02-2025
15.66 19.68 24.22 11.44 4.74 17.75 01-2022 01-2025
21 22.41 25.31 18.19 2.57 21.73 12-2021 12-2024
20.32 21.28 24.16 17.53 2.37 20.82 11-2021 11-2024
23.79 23.42 28.24 19.14 3.22 23.65 10-2021 10-2024
27.52 27.76 30.03 25.29 1.68 27.65 09-2021 09-2024
29.66 29.39 32.95 26.19 2.39 29.55 08-2021 08-2024
32.55 33.08 35.29 30.39 1.74 32.83 07-2021 07-2024
27.91 31.72 34.3 25.45 3.41 29.84 06-2021 06-2024
30.47 32.6 35.19 27.96 2.66 31.55 05-2021 05-2024
31.32 31.63 34.51 28.5 2.13 31.49 04-2021 04-2024
29.66 31.69 33.78 27.63 2.29 30.69 03-2021 03-2024
35.76 34.32 38.89 31.29 2.73 35.06 02-2021 02-2024
33.71 35.29 38.36 30.74 2.75 34.52 01-2021 01-2024
33.51 33.85 36.64 30.78 2.08 33.7 12-2020 12-2023
30.76 32.78 35.83 27.82 2.92 31.8 11-2020 11-2023
30.63 32.29 33.49 29.46 1.54 31.47 10-2020 10-2023
33.09 32.11 35.17 30.07 1.84 32.61 09-2020 09-2023
31.56 30.84 33.44 28.99 1.59 31.21 08-2020 08-2023
33.39 32.6 35.95 30.11 2.08 33.01 07-2020 07-2023
32.71 32.56 35.28 30.04 1.85 32.65 06-2020 06-2023
33.67 33.53 36.12 31.13 1.76 33.61 05-2020 05-2023
34.84 29.86 37.81 27.06 4.19 32.39 04-2020 04-2023
38.02 23.82 41.58 20.71 8.93 31.03 03-2020 03-2023
21.28 20.42 23.1 18.64 1.61 20.86 02-2020 02-2023
23.07 23.51 26.12 20.53 1.98 23.31 01-2020 01-2023
24.08 26.41 27.86 22.67 2.01 25.25 12-2019 12-2022
26.85 27.4 28.49 25.77 0.98 27.13 11-2019 11-2022
28.12 27.1 29.8 25.46 1.58 27.62 10-2019 10-2022
29.75 29.75 33.26 26.33 2.45 29.77 09-2019 09-2022
28.91 30.24 31.68 27.51 1.55 29.59 08-2019 08-2022
22.41 22.3 26.52 18.33 2.9 22.39 07-2019 07-2022
17.54 21.02 22.3 16.3 2.45 19.29 06-2019 06-2022
20.53 23.47 25.56 18.53 2.69 22.02 05-2019 05-2022

Rolling return for 5 year

Average return: 20.5
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.7 27.77 32.41 24.19 2.92 28.27 04-2020 04-2025
32.98 25.19 35.68 22.71 5.35 29.14 03-2020 03-2025
23.08 25.21 26.87 21.47 2.05 24.16 02-2020 02-2025
25.03 28.88 30.5 23.48 2.83 26.97 01-2020 01-2025
29.55 31.4 32.3 28.66 1.44 30.48 12-2019 12-2024
29.26 31.05 31.72 28.6 1.27 30.16 11-2019 11-2024
31.89 33.03 34.71 30.24 1.63 32.47 10-2019 10-2024
34.33 33.76 35.92 32.2 1.33 34.05 09-2019 09-2024
33.58 34.71 35.6 32.7 1.1 34.15 08-2019 08-2024
33.52 32.45 35.17 30.83 1.58 32.99 07-2019 07-2024
28.02 30.99 31.82 27.21 1.94 29.51 06-2019 06-2024
28.42 29.88 31.19 27.14 1.52 29.16 05-2019 05-2024
26.76 27.84 28.6 26 1 27.3 04-2019 04-2024
25.13 26.53 27.5 24.18 1.27 25.84 03-2019 03-2024
27.27 27.52 29.02 25.79 1.15 27.4 02-2019 02-2024
25.8 27.26 28.4 24.68 1.41 26.54 01-2019 01-2024
24.19 24.86 25.93 23.13 1.02 24.53 12-2018 12-2023
20.72 22.94 23.51 20.16 1.42 21.83 11-2018 11-2023
21.57 20.95 23.15 19.39 1.35 21.27 10-2018 10-2023
20.26 18.76 21.38 17.65 1.42 19.51 09-2018 09-2023
17.75 17.29 18.76 16.3 0.88 17.53 08-2018 08-2023
18.12 18.2 19.48 16.86 0.93 18.16 07-2018 07-2023
17.69 17.28 19.05 15.94 1.11 17.49 06-2018 06-2023
15.56 14.7 16.83 13.46 1.23 15.14 05-2018 05-2023
13.72 13.24 15.22 11.76 1.24 13.48 04-2018 04-2023
13.46 14.24 15.2 12.5 0.99 13.85 03-2018 03-2023
13.93 12.89 14.95 11.89 1.14 13.41 02-2018 02-2023
12.34 12.22 14.01 10.58 1.21 12.29 01-2018 01-2023
14.14 14.17 16.22 12.13 1.45 14.17 12-2017 12-2022
15.78 15.6 16.68 14.71 0.7 15.69 11-2017 11-2022
16.36 15.35 17.27 14.46 1.06 15.86 10-2017 10-2022
17.02 17.17 18.91 15.31 1.27 17.1 09-2017 09-2022
17.55 17.26 19.05 15.78 1.16 17.41 08-2017 08-2022
15.13 16.13 17.43 13.86 1.31 15.64 07-2017 07-2022
15 16.51 17.77 13.77 1.51 15.76 06-2017 06-2022
16.65 17.59 19.54 14.75 1.73 17.13 05-2017 05-2022
19.27 20.48 21.47 18.3 1.2 19.88 04-2017 04-2022
19.79 20.88 22.37 18.33 1.48 20.34 03-2017 03-2022
19.68 22.05 22.92 18.84 1.67 20.87 02-2017 02-2022
24.91 24.68 27.73 21.93 2.05 24.81 01-2017 01-2022
27.61 26.71 29.42 24.93 1.62 27.17 12-2016 12-2021
27.12 24.7 28.92 22.96 2.27 25.93 11-2016 11-2021
22.77 24.79 25.62 21.96 1.48 23.79 10-2016 10-2021
22.82 23.18 24.12 21.88 0.8 23 09-2016 09-2021
21.55 22.32 23.54 20.35 1.16 21.94 08-2016 08-2021
21.71 21.58 22.92 20.39 0.9 21.65 07-2016 07-2021
22.21 22.85 23.64 21.43 0.81 22.53 06-2016 06-2021
21.06 21.4 22.48 19.99 0.89 21.23 05-2016 05-2021
19.41 19.89 20.97 18.34 0.95 19.65 04-2016 04-2021
18.99 18.86 20.12 17.75 0.84 18.93 03-2016 03-2021
17.94 17.52 20.33 15.19 1.82 17.74 02-2016 02-2021
15.99 14.82 17.56 13.29 1.57 15.41 01-2016 01-2021
13.19 13.33 14.6 11.93 0.95 13.26 12-2015 12-2020
11.45 11.77 12.98 10.26 0.97 11.61 11-2015 11-2020
10.16 10.14 10.75 9.55 0.42 10.15 10-2015 10-2020
11.24 11.26 12.78 9.74 1.07 11.26 09-2015 09-2020
10.27 8.58 11.58 7.3 1.63 9.43 08-2015 08-2020
7.74 8.01 9.37 6.41 1.05 7.88 07-2015 07-2020
8.77 8.31 10.1 7 1.11 8.54 06-2015 06-2020
7.34 6.64 8.58 5.42 1.14 6.99 05-2015 05-2020

Rolling return for 7 year

Average return: 20.07
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.48 16.4 17.85 14.06 1.38 15.95 04-2018 04-2025
16.84 17.82 18.53 16.14 0.91 17.33 03-2018 03-2025
17.21 18.24 19.78 15.71 1.48 17.73 02-2018 02-2025
16.62 18.89 20.24 15.31 1.92 17.77 01-2018 01-2025
20.56 20.84 22.38 19.04 1.19 20.7 12-2017 12-2024
20.46 21.28 22.09 19.66 0.91 20.87 11-2017 11-2024
22.11 22.52 23.97 20.68 1.17 22.32 10-2017 10-2024
23.55 23.28 24.59 22.26 0.83 23.42 09-2017 09-2024
23.79 23.78 25.12 22.45 0.94 23.79 08-2017 08-2024
24.66 24.77 25.76 23.68 0.74 24.72 07-2017 07-2024
23 24.64 25.59 22.06 1.38 23.82 06-2017 06-2024
23.2 23.63 25.1 21.76 1.19 23.42 05-2017 05-2024
22.2 22.75 23.46 21.49 0.72 22.48 04-2017 04-2024
21.58 22.15 23.22 20.53 0.97 21.87 03-2017 03-2024
22.94 23.52 24.15 22.32 0.68 23.23 02-2017 02-2024
24.07 23.75 25.9 21.95 1.4 23.92 01-2017 01-2024
24.07 23.43 25.31 22.21 1.12 23.76 12-2016 12-2023
21.41 20.51 23.4 18.56 1.74 20.97 11-2016 11-2023
18.79 19.33 19.9 18.23 0.62 19.06 10-2016 10-2023
20.06 20.21 20.86 19.41 0.52 20.13 09-2016 09-2023
19.82 19.7 20.55 18.97 0.56 19.76 08-2016 08-2023
19.9 19.94 20.88 18.97 0.68 19.92 07-2016 07-2023
19.68 20.13 20.67 19.14 0.56 19.91 06-2016 06-2023
19.09 19.26 20.02 18.34 0.6 19.18 05-2016 05-2023
17.57 17.92 18.67 16.82 0.67 17.75 04-2016 04-2023
17.66 18.07 18.95 16.78 0.78 17.87 03-2016 03-2023
18.48 17.24 19.24 16.5 1.06 17.86 02-2016 02-2023
17.99 17.24 19.23 16.02 1.17 17.62 01-2016 01-2023
17.35 17.93 18.87 16.42 0.89 17.64 12-2015 12-2022
18.25 18 18.91 17.35 0.56 18.13 11-2015 11-2022
17.1 17.29 17.76 16.64 0.4 17.2 10-2015 10-2022
18.24 18.44 19.6 17.1 0.89 18.34 09-2015 09-2022
17.28 16.06 18.35 15.01 1.26 16.68 08-2015 08-2022
14.63 15.23 16.26 13.61 0.96 14.93 07-2015 07-2022
15.4 16.01 17.38 14.05 1.2 15.71 06-2015 06-2022
16.43 16.97 18.48 14.94 1.27 16.7 05-2015 05-2022
18.59 17.61 20.15 16.08 1.48 18.11 04-2015 04-2022
16.7 17.55 18.49 15.78 1 17.13 03-2015 03-2022
17.17 18.25 19.43 16.02 1.26 17.72 02-2015 02-2022
18.95 19.43 20.86 17.54 1.19 19.2 01-2015 01-2022
20.78 20.5 22 19.29 0.96 20.64 12-2014 12-2021
20.27 20.53 21.49 19.33 0.77 20.4 11-2014 11-2021
21.33 21.8 23.34 19.82 1.26 21.57 10-2014 10-2021
21.06 20.42 21.98 19.51 0.9 20.74 09-2014 09-2021
21.21 21.15 22.63 19.76 1.01 21.19 08-2014 08-2021
21.43 21.29 22.29 20.43 0.66 21.36 07-2014 07-2021
22.66 21.65 23.68 20.65 1.13 22.16 06-2014 06-2021
22.8 22.62 23.82 21.6 0.79 22.71 05-2014 05-2021
22.34 22.89 23.48 21.76 0.64 22.62 04-2014 04-2021
21.55 21.99 22.37 21.17 0.45 21.77 03-2014 03-2021
20.42 21.43 22.16 19.7 0.94 20.93 02-2014 02-2021
20.11 20.64 21.27 19.49 0.66 20.38 01-2014 01-2021
19.26 19.57 20.32 18.51 0.65 19.41 12-2013 12-2020
18.45 19.11 19.61 17.96 0.63 18.78 11-2013 11-2020
18.55 18.22 19.01 17.77 0.45 18.39 10-2013 10-2020
19.52 19.31 20.7 18.15 0.9 19.42 09-2013 09-2020
19.64 19.41 20.65 18.41 0.8 19.53 08-2013 08-2020
17.53 17.46 18.79 16.22 0.91 17.5 07-2013 07-2020
16.78 16.51 17.8 15.49 0.82 16.65 06-2013 06-2020
15.29 15.31 16.24 14.37 0.66 15.3 05-2013 05-2020
14.81 16.76 17.77 13.82 1.56 15.79 04-2013 04-2020
12.7 18.65 19.37 12.02 3.34 15.68 03-2013 03-2020
19.08 19.56 20.2 18.43 0.65 19.32 02-2013 02-2020
18.52 18.92 19.59 17.86 0.63 18.72 01-2013 01-2020
18.26 18.4 18.84 17.82 0.36 18.33 12-2012 12-2019
19.15 18.36 19.58 17.93 0.65 18.75 11-2012 11-2019
18.64 19.21 19.71 18.15 0.59 18.93 10-2012 10-2019
19.29 19.22 20.66 17.87 0.99 19.26 09-2012 09-2019
19.68 19.41 20.25 18.85 0.5 19.55 08-2012 08-2019
20.68 21.96 22.44 20.2 0.91 21.32 07-2012 07-2019
23.21 22.47 23.77 21.92 0.7 22.84 06-2012 06-2019
22.53 22.36 23.41 21.48 0.68 22.45 05-2012 05-2019
22.17 22.19 22.69 21.67 0.36 22.18 04-2012 04-2019
22.33 22.15 23 21.48 0.54 22.24 03-2012 03-2019
22.44 22.21 23.46 21.19 0.81 22.33 02-2012 02-2019
23.93 23 24.72 22.22 0.94 23.47 01-2012 01-2019
23.93 22.51 24.69 21.77 1.15 23.22 12-2011 12-2018
22.64 21.25 23.05 20.85 0.92 21.95 11-2011 11-2018
21.35 21.63 22.92 20.08 1.01 21.5 10-2011 10-2018
22.3 23.24 24.23 21.33 1.08 22.78 09-2011 09-2018
23.97 22.88 25.07 21.8 1.22 23.43 08-2011 08-2018
21.18 21.46 22.11 20.53 0.57 21.32 07-2011 07-2018
21.58 21.92 22.88 20.63 0.8 21.75 06-2011 06-2018
22.17 22.94 23.78 21.34 0.9 22.56 05-2011 05-2018

Rolling return for 10 year

Average return: 19.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.29 16.2 17.96 14.57 1.2 16.25 04-2015 04-2025
16.13 16.64 17.3 15.48 0.67 16.39 03-2015 03-2025
16.89 17.86 18.68 16.09 0.98 17.38 02-2015 02-2025
17.95 19.5 20.5 16.97 1.36 18.73 01-2015 01-2025
20.85 21.07 22.12 19.8 0.82 20.96 12-2014 12-2024
20.29 20.76 21.43 19.62 0.66 20.52 11-2014 11-2024
22.06 22.29 23.36 21 0.84 22.18 10-2014 10-2024
22.96 22.58 23.68 21.86 0.66 22.77 09-2014 09-2024
23.69 23.57 24.62 22.64 0.7 23.63 08-2014 08-2024
24.66 24.71 25.43 23.95 0.52 24.69 07-2014 07-2024
24.21 24.59 26.04 22.78 1.16 24.41 06-2014 06-2024
25.05 25.53 26.39 24.2 0.79 25.29 05-2014 05-2024
24.97 25.45 25.87 24.55 0.5 25.21 04-2014 04-2024
23.93 24.82 25.1 23.66 0.6 24.38 03-2014 03-2024
24.83 25.16 25.69 24.31 0.5 25 02-2014 02-2024
24.04 24.86 25.31 23.59 0.67 24.45 01-2014 01-2024
23.37 23.68 24.23 22.83 0.51 23.53 12-2013 12-2023
22.02 23.06 23.42 21.66 0.72 22.54 11-2013 11-2023
22.05 22.28 22.85 21.49 0.49 22.17 10-2013 10-2023
23.44 23.02 24.01 22.44 0.57 23.23 09-2013 09-2023
23.1 22.73 23.62 22.21 0.52 22.91 08-2013 08-2023
22.08 21.82 22.78 21.12 0.59 21.95 07-2013 07-2023
21.35 21.11 22.05 20.41 0.59 21.23 06-2013 06-2023
20.52 20.5 21.18 19.85 0.47 20.51 05-2013 05-2023
20.49 20.54 21.28 19.76 0.54 20.52 04-2013 04-2023
19.77 20.18 20.69 19.26 0.53 19.98 03-2013 03-2023
19.73 19.82 20.27 19.28 0.35 19.77 02-2013 02-2023
19.87 20.28 20.75 19.4 0.5 20.08 01-2013 01-2023
19.98 20.75 21.06 19.67 0.56 20.37 12-2012 12-2022
21.41 21 21.88 20.53 0.5 21.2 11-2012 11-2022
21.41 21.53 21.88 21.05 0.3 21.47 10-2012 10-2022
22.34 22.29 23.32 21.31 0.71 22.31 09-2012 09-2022
22.38 22.56 23.16 21.79 0.49 22.47 08-2012 08-2022
21.19 22.06 22.4 20.86 0.63 21.63 07-2012 07-2022
21.48 22.03 22.94 20.59 0.85 21.76 06-2012 06-2022
21.93 22.69 23.43 21.2 0.83 22.31 05-2012 05-2022
22.94 23.71 24.07 22.59 0.59 23.33 04-2012 04-2022
22.96 23.67 24.27 22.36 0.72 23.32 03-2012 03-2022
23.06 23.83 24.72 22.19 0.94 23.45 02-2012 02-2022
25.25 25.43 26.66 24.04 0.93 25.34 01-2012 01-2022
25.79 25.12 26.68 24.24 0.89 25.46 12-2011 12-2021
24.76 24.35 25.64 23.48 0.78 24.56 11-2011 11-2021
24 24.51 25.43 23.09 0.85 24.26 10-2011 10-2021
23.12 23.07 23.77 22.42 0.48 23.09 09-2011 09-2021
22.52 22 23.52 21.01 0.91 22.26 08-2011 08-2021
20.8 20.94 21.39 20.35 0.37 20.87 07-2011 07-2021
21.25 21.29 21.96 20.59 0.48 21.27 06-2011 06-2021
20.42 20.54 21.12 19.84 0.45 20.48 05-2011 05-2021
19.06 19.45 19.83 18.67 0.43 19.25 04-2011 04-2021
19.26 18.95 19.83 18.39 0.52 19.11 03-2011 03-2021
19.16 19.21 20.36 18.02 0.83 19.19 02-2011 02-2021
17.97 17.25 18.76 16.47 0.85 17.61 01-2011 01-2021
16.53 16.03 17.25 15.31 0.71 16.28 12-2010 12-2020
15.16 14.69 15.94 13.91 0.74 14.93 11-2010 11-2020
14.65 14.5 14.96 14.19 0.28 14.57 10-2010 10-2020
15.22 15.27 16.01 14.48 0.54 15.25 09-2010 09-2020
15.51 15.54 16.19 14.86 0.47 15.52 08-2010 08-2020
15.26 15.54 16.13 14.68 0.52 15.4 07-2010 07-2020
15.31 15.35 16.01 14.65 0.48 15.33 06-2010 06-2020
14.88 14.41 15.54 13.76 0.65 14.65 05-2010 05-2020
12.79 14.46 14.82 12.44 1.03 13.63 04-2010 04-2020
11.97 16.17 16.56 11.59 2.3 14.07 03-2010 03-2020
17.23 17.33 18.01 16.56 0.51 17.28 02-2010 02-2020
16.97 16.43 17.7 15.71 0.73 16.7 01-2010 01-2020
16.64 16.48 17.04 16.08 0.34 16.56 12-2009 12-2019
18.05 16.89 18.35 16.59 0.75 17.47 11-2009 11-2019
17.02 16.96 17.76 16.23 0.54 16.99 10-2009 10-2019
16.71 16.92 17.65 15.99 0.59 16.82 09-2009 09-2019
17.2 16.8 17.59 16.42 0.44 17 08-2009 08-2019
18.36 18.11 19.57 16.91 0.94 18.24 07-2009 07-2019
19.19 18.71 19.56 18.33 0.47 18.95 06-2009 06-2019
20.77 19.4 21.38 18.8 1.03 20.09 05-2009 05-2019
21.92 21.43 22.28 21.06 0.46 21.67 04-2009 04-2019
22.92 21.86 23.39 21.4 0.8 22.39 03-2009 03-2019
21.92 21.84 22.64 21.14 0.53 21.89 02-2009 02-2019
21.65 21.08 22.2 20.54 0.62 21.37 01-2009 01-2019
22 21.29 22.52 20.77 0.67 21.64 12-2008 12-2018
22.17 20.73 22.46 20.45 0.87 21.45 11-2008 11-2018
21.82 18.01 22.93 16.95 2.51 19.93 10-2008 10-2018
18.18 17.3 19.48 16.02 1.26 17.75 09-2008 09-2018
17.39 16.97 18.12 16.25 0.68 17.18 08-2008 08-2018
18.35 16.91 18.99 16.28 1.08 17.63 07-2008 07-2018
17.37 15.43 18.25 14.57 1.47 16.41 06-2008 06-2018
14.64 14.36 15.7 13.31 0.85 14.5 05-2008 05-2018
15.66 14.62 16.67 13.63 1.14 15.15 04-2008 04-2018
15.83 13.52 16.32 13.04 1.42 14.68 03-2008 03-2018
12.93 12.12 13.96 11.11 1.05 12.53 02-2008 02-2018
13.39 10.43 14.29 9.56 1.97 11.92 01-2008 01-2018
10.52 10.47 11.51 9.49 0.71 10.5 12-2007 12-2017
11.29 10.86 11.81 10.34 0.54 11.07 11-2007 11-2017
13.11 11.42 14.05 10.5 1.39 12.27 10-2007 10-2017
15.04 13.74 15.89 12.91 1.15 14.39 09-2007 09-2017
15.93 15.58 16.82 14.71 0.76 15.76 08-2007 08-2017
15.37 15.48 16.01 14.84 0.42 15.43 07-2007 07-2017
16.25 15.71 16.88 15.09 0.66 15.98 06-2007 06-2017
16.89 16.93 17.86 15.97 0.67 16.91 05-2007 05-2017
18.54 17.42 19.02 16.95 0.83 17.98 04-2007 04-2017
17.8 17.73 18.52 17.01 0.53 17.77 03-2007 03-2017
16.72 15.61 17.13 15.2 0.79 16.16 02-2007 02-2017
14.38 15.06 15.76 13.68 0.77 14.72 01-2007 01-2017
13.97 14.32 15.19 13.11 0.75 14.15 12-2006 12-2016
14.28 15.59 16.19 13.69 1 14.94 11-2006 11-2016
16.76 16.22 17.14 15.84 0.5 16.49 10-2006 10-2016
16.83 16.57 17.28 16.12 0.42 16.7 09-2006 09-2016
17.63 16.84 18.21 16.27 0.74 17.24 08-2006 08-2016
18.18 16.89 18.83 16.25 1.02 17.54 07-2006 07-2016
18.94 16.28 19.32 15.91 1.53 17.61 06-2006 06-2016
16.1 14.25 16.61 13.75 1.2 15.18 05-2006 05-2016
15.52 14.98 16.04 14.47 0.59 15.25 04-2006 04-2016
16.53 15.83 17.15 15.22 0.73 16.18 03-2006 03-2016
16.79 17.6 18.18 16.22 0.75 17.2 02-2006 02-2016
18.08 18.49 19.48 17.1 0.85 18.29 01-2006 01-2016
19.9 19.59 20.57 18.93 0.59 19.75 12-2005 12-2015
21.63 20.76 22.29 20.11 0.83 21.2 11-2005 11-2015
22.79 20.9 23.13 20.56 1.13 21.84 10-2005 10-2015
20.83 20.49 21.66 19.67 0.71 20.66 09-2005 09-2015
22.94 22.75 24.63 21.09 1.25 22.85 08-2005 08-2015
25.06 24.15 25.84 23.38 0.93 24.61 07-2005 07-2015
24.64 25.06 25.67 24.04 0.6 24.85 06-2005 06-2015
25.33 25.18 26.46 24.06 0.85 25.26 05-2005 05-2015

Rolling return for 12 year

Average return: 19.04
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.41 21.23 21.84 19.8 0.78 20.82 04-2013 04-2025
20.75 21.33 21.76 20.32 0.55 21.04 03-2013 03-2025
20.73 21.88 22.27 20.35 0.79 21.31 02-2013 02-2025
21.19 22.97 23.37 20.8 1.11 22.08 01-2013 01-2025
22.84 23.65 23.92 22.58 0.55 23.25 12-2012 12-2024
23.26 23.49 24.23 22.52 0.61 23.38 11-2012 11-2024
23.99 24.79 25.09 23.69 0.57 24.39 10-2012 10-2024
25.34 25.08 25.95 24.47 0.53 25.21 09-2012 09-2024
25.29 25.56 26.07 24.78 0.47 25.42 08-2012 08-2024
25.87 26.23 26.52 25.58 0.36 26.05 07-2012 07-2024
25.19 25.95 26.73 24.42 0.86 25.57 06-2012 06-2024
24.95 25.44 26.07 24.33 0.64 25.2 05-2012 05-2024
24.06 24.51 24.81 23.76 0.4 24.29 04-2012 04-2024
23.49 23.96 24.46 22.99 0.55 23.73 03-2012 03-2024
24.43 24.39 25.14 23.69 0.51 24.41 02-2012 02-2024
24.7 24.76 25.77 23.7 0.73 24.73 01-2012 01-2024
24.04 23.48 24.76 22.77 0.73 23.76 12-2011 12-2023
21.84 21.95 23 20.8 0.78 21.9 11-2011 11-2023
21.44 21.35 22.1 20.69 0.5 21.4 10-2011 10-2023
21.45 21.35 21.92 20.88 0.37 21.4 09-2011 09-2023
21.34 20.52 21.77 20.09 0.66 20.93 08-2011 08-2023
19.9 20.09 20.47 19.52 0.34 19.99 07-2011 07-2023
19.94 19.97 20.52 19.4 0.4 19.96 06-2011 06-2023
19.38 19.44 19.92 18.9 0.36 19.41 05-2011 05-2023
18.04 18.37 18.69 17.72 0.36 18.2 04-2011 04-2023
18.44 18.47 19.2 17.72 0.52 18.46 03-2011 03-2023
19.27 18.76 19.72 18.32 0.53 19.02 02-2011 02-2023
18.81 18.27 19.54 17.55 0.73 18.54 01-2011 01-2023
18.44 18.29 19.33 17.4 0.68 18.37 12-2010 12-2022
18.56 17.87 18.94 17.49 0.57 18.21 11-2010 11-2022
18.02 18.01 18.41 17.63 0.28 18.02 10-2010 10-2022
18.7 18.85 19.49 18.06 0.51 18.77 09-2010 09-2022
18.81 18.88 19.44 18.26 0.42 18.85 08-2010 08-2022
18.17 18.65 19.15 17.67 0.55 18.41 07-2010 07-2022
18.2 18.81 19.38 17.64 0.65 18.51 06-2010 06-2022
19.1 19.34 20.32 18.13 0.78 19.22 05-2010 05-2022
19.61 20.22 20.53 19.31 0.48 19.92 04-2010 04-2022
19.54 20.27 20.61 19.2 0.56 19.91 03-2010 03-2022
19.89 20.65 21.23 19.32 0.73 20.27 02-2010 02-2022
20.6 20.63 21.73 19.52 0.78 20.62 01-2010 01-2022
20.75 20.97 21.46 20.26 0.43 20.86 12-2009 12-2021
22.02 21.47 22.73 20.76 0.72 21.75 11-2009 11-2021
21.29 21.76 22.45 20.6 0.67 21.52 10-2009 10-2021
21.04 20.95 21.58 20.42 0.41 21 09-2009 09-2021
20.68 20.82 21.5 20 0.53 20.75 08-2009 08-2021
20.98 20.24 21.48 19.75 0.67 20.61 07-2009 07-2021
20.64 20.5 21.23 19.92 0.47 20.57 06-2009 06-2021
21.54 20.46 22.13 19.88 0.88 21 05-2009 05-2021
21.63 21.58 22.29 20.92 0.48 21.6 04-2009 04-2021
22.2 21.41 22.68 20.93 0.68 21.8 03-2009 03-2021
20.83 21.19 21.85 20.18 0.6 21.01 02-2009 02-2021
20.48 20.23 21.16 19.56 0.57 20.36 01-2009 01-2021
20.17 19.78 20.79 19.16 0.59 19.98 12-2008 12-2020
19.52 18.78 20.2 18.11 0.78 19.15 11-2008 11-2020
19.61 15.87 19.88 15.61 2.01 17.74 10-2008 10-2020
15.56 14.45 16.22 13.79 0.94 15 09-2008 09-2020
14.24 13.87 14.8 13.32 0.54 14.06 08-2008 08-2020
14.77 13.8 15.49 13.1 0.91 14.29 07-2008 07-2020
13.95 12.25 14.53 11.68 1.17 13.1 06-2008 06-2020
10.69 10.15 11.22 9.62 0.6 10.42 05-2008 05-2020
10.53 10.54 12.18 8.91 1.16 10.54 04-2008 04-2020
9.91 11.37 13.65 7.7 2.17 10.66 03-2008 03-2020
11.34 10.45 11.96 9.85 0.81 10.9 02-2008 02-2020
10.66 8.11 11.24 7.54 1.59 9.39 01-2008 01-2020
8.82 8.29 9.13 7.98 0.45 8.55 12-2007 12-2019
9.5 8.95 9.74 8.72 0.41 9.23 11-2007 11-2019
10.94 9.38 11.53 8.81 1.11 10.17 10-2007 10-2019
12.43 11.43 13.18 10.69 0.95 11.93 09-2007 09-2019
13.55 12.86 13.86 12.55 0.52 13.21 08-2007 08-2019
13.58 14.1 14.54 13.14 0.53 13.84 07-2007 07-2019
15.41 14.75 15.71 14.45 0.5 15.08 06-2007 06-2019
15.9 15.62 16.39 15.14 0.45 15.76 05-2007 05-2019
17.33 16.31 17.62 16.02 0.67 16.82 04-2007 04-2019
17.01 16.73 17.38 16.35 0.38 16.87 03-2007 03-2019
16.05 15.34 16.61 14.79 0.69 15.7 02-2007 02-2019
15.27 15.11 15.7 14.68 0.37 15.19 01-2007 01-2019
15.55 15.24 15.97 14.83 0.42 15.4 12-2006 12-2018
15.71 15.43 15.93 15.21 0.27 15.57 11-2006 11-2018
15.97 16.08 16.85 15.21 0.58 16.03 10-2006 10-2018
17.29 17.76 18.36 16.69 0.61 17.52 09-2006 09-2018
18.85 18.31 19.46 17.7 0.65 18.58 08-2006 08-2018
19.21 18.11 19.74 17.58 0.86 18.66 07-2006 07-2018
19.91 18.09 20.65 17.35 1.33 19 06-2006 06-2018
18.06 16.96 18.97 16.07 1.1 17.52 05-2006 05-2018
17.48 17.43 18.33 16.58 0.62 17.45 04-2006 04-2018
18.5 17.81 18.92 17.39 0.59 18.16 03-2006 03-2018
19 19.41 19.9 18.51 0.51 19.2 02-2006 02-2018
20.5 20.46 21.3 19.67 0.58 20.48 01-2006 01-2018
20.86 20.93 21.76 20.04 0.61 20.9 12-2005 12-2017
22.13 21.32 22.61 20.85 0.68 21.73 11-2005 11-2017
22.15 21.13 22.99 20.3 1.02 21.64 10-2005 10-2017
20.92 20.69 21.66 19.95 0.61 20.8 09-2005 09-2017
21.86 21.09 22.63 20.33 0.86 21.48 08-2005 08-2017
23.03 22.22 23.6 21.66 0.74 22.63 07-2005 07-2017
23.23 23.28 23.78 22.73 0.37 23.26 06-2005 06-2017
23.7 23.5 24.55 22.66 0.67 23.6 05-2005 05-2017
23.96 23.67 24.38 23.25 0.41 23.81 04-2005 04-2017

Rolling return for 15 year

Average return: 18.42
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.86 18.74 18.98 17.62 0.57 18.3 04-2010 04-2025
18.58 19.1 19.37 18.31 0.42 18.84 03-2010 03-2025
19.15 19.9 20.36 18.7 0.64 19.53 02-2010 02-2025
19.6 20.44 21.31 18.74 0.96 20.02 01-2010 01-2025
20.8 21.25 21.65 20.41 0.47 21.03 12-2009 12-2024
21.68 21.43 22.44 20.67 0.63 21.55 11-2009 11-2024
21.78 22.09 22.64 21.23 0.51 21.94 10-2009 10-2024
22.31 22.28 22.79 21.81 0.35 22.3 09-2009 09-2024
22.42 22.49 23.04 21.88 0.41 22.46 08-2009 08-2024
23.21 22.71 23.71 22.2 0.56 22.96 07-2009 07-2024
22.06 22.67 23.26 21.48 0.67 22.37 06-2009 06-2024
23.27 22.79 24.15 21.92 0.81 23.03 05-2009 05-2024
23.51 23.53 24.11 22.93 0.42 23.52 04-2009 04-2024
23.65 23.4 24.43 22.63 0.64 23.53 03-2009 03-2024
23.68 23.71 24.24 23.15 0.39 23.69 02-2009 02-2024
23.02 23.1 23.86 22.26 0.57 23.06 01-2009 01-2024
22.73 22.47 23.3 21.9 0.5 22.6 12-2008 12-2023
21.69 21.46 22.62 20.54 0.74 21.58 11-2008 11-2023
21.74 18.99 22.27 18.47 1.66 20.37 10-2008 10-2023
18.87 17.78 19.24 17.42 0.75 18.33 09-2008 09-2023
17.51 17.08 17.84 16.75 0.41 17.3 08-2008 08-2023
18.28 17.34 18.73 16.89 0.73 17.81 07-2008 07-2023
17.48 16.04 17.93 15.6 0.97 16.76 06-2008 06-2023
14.95 14.47 15.37 14.06 0.49 14.71 05-2008 05-2023
15.01 14.16 15.51 13.66 0.72 14.58 04-2008 04-2023
15.03 13.76 15.62 13.18 0.97 14.4 03-2008 03-2023
13.26 12.38 13.6 12.04 0.63 12.82 02-2008 02-2023
13.04 11.02 13.59 10.48 1.31 12.03 01-2008 01-2023
11.72 11.69 12.39 11.02 0.48 11.71 12-2007 12-2022
12.77 12.42 13.06 12.13 0.35 12.6 11-2007 11-2022
14.18 12.71 14.48 12.42 0.89 13.45 10-2007 10-2022
15.7 14.87 16.32 14.26 0.79 15.29 09-2007 09-2022
16.47 16.14 16.96 15.65 0.48 16.3 08-2007 08-2022
15.29 15.7 16.05 14.94 0.42 15.5 07-2007 07-2022
15.83 15.98 16.76 15.06 0.6 15.91 06-2007 06-2022
16.81 17.15 17.77 16.2 0.57 16.98 05-2007 05-2022
18.78 18.43 19.5 17.71 0.64 18.61 04-2007 04-2022
18.46 18.77 19.3 17.93 0.5 18.62 03-2007 03-2022
17.7 17.72 18.75 16.67 0.74 17.71 02-2007 02-2022
17.78 18.18 18.66 17.3 0.5 17.98 01-2007 01-2022
18.35 18.31 18.91 17.75 0.41 18.33 12-2006 12-2021
18.41 18.55 18.96 18 0.34 18.48 11-2006 11-2021
18.73 19.01 19.64 18.1 0.55 18.87 10-2006 10-2021
18.8 18.73 19.22 18.31 0.32 18.77 09-2006 09-2021
18.92 18.64 19.57 18 0.56 18.78 08-2006 08-2021
19.35 18.43 19.74 18.04 0.68 18.89 07-2006 07-2021
20.02 18.43 20.49 17.97 1.05 19.23 06-2006 06-2021
17.73 16.59 18.19 16.13 0.83 17.16 05-2006 05-2021
16.8 16.59 17.31 16.09 0.44 16.7 04-2006 04-2021
17.35 16.83 17.72 16.46 0.48 17.09 03-2006 03-2021
17.17 17.58 17.96 16.79 0.44 17.38 02-2006 02-2021
17.38 17.25 17.91 16.73 0.42 17.32 01-2006 01-2021
17.62 17.47 18.11 16.98 0.4 17.55 12-2005 12-2020
18.14 17.68 18.68 17.15 0.56 17.91 11-2005 11-2020
18.42 17.2 18.64 16.99 0.73 17.81 10-2005 10-2020
17.55 17.33 18.09 16.79 0.47 17.44 09-2005 09-2020
18.56 17.83 19.03 17.37 0.64 18.2 08-2005 08-2020
19 18.52 19.59 17.93 0.61 18.76 07-2005 07-2020
19.11 19.21 19.59 18.73 0.31 19.16 06-2005 06-2020
19.02 18.67 19.47 18.22 0.46 18.84 05-2005 05-2020
18.24 19.1 19.65 17.7 0.75 18.67 04-2005 04-2020