NIFTY500 MULTICAP MOMENTUM QUALITY 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 0.65
Weighted mean CAGR by duration 17.74
Mean CAGR 53.5
Standard deviation CAGR 82.34
Range for CAGR 239.31

Summary

Duration Min Max Median Average XIRR (%)
1 year -21.77 1890.37 33.20 230.64
3 year -52.59 270.13 200.94 117.83
5 year -40.04 32.27 -28.88 -8.67
7 year -24.44 24.56 17.85 3.83
10 year -15.51 26.38 17.35 11.50
12 year -8.19 25.40 16.61 11.03
15 year -5.52 25.90 -0.05 8.36

Rolling return for 1 year

Average return: 230.64
Min Max Min-Max Max-Min Standard Deviation Mean From To
-6.46 -13.51 -5.02 -14.81 4.27 -9.95 05-2024 05-2025
-17.79 -6.39 -1.63 -21.77 8.18 -11.9 04-2024 04-2025
-10.46 -4.71 0.48 -15.09 5.87 -7.45 03-2024 03-2025
-10.68 0.99 4.82 -13.95 7.82 -4.71 02-2024 02-2025
2.17 17.17 22.74 -2.47 10.37 9.9 01-2024 01-2025
28.6 29.18 40.46 18.28 7.85 29.13 12-2023 12-2024
47.05 37.23 56.7 28.79 10.47 42.44 11-2023 11-2024
53.53 59.83 68.42 45.7 8.34 56.87 10-2023 10-2024
62.13 59.24 67.79 53.86 5.03 60.76 09-2023 09-2024
61.9 69.4 75.53 56.25 7.32 65.77 08-2023 08-2024
1650.71 75.63 1765.06 64.86 819.83 889.07 07-2023 07-2024
1651.41 1628.43 1890.37 1420.92 166.36 1647.78 06-2023 06-2024

Rolling return for 3 year

Average return: 117.83
Min Max Min-Max Max-Min Standard Deviation Mean From To
200.55 193.24 202.07 191.75 4.47 196.9 05-2022 05-2025
183.83 186.95 201.32 170.29 11.03 185.6 04-2022 04-2025
200.28 200.2 212.05 188.88 8.19 200.35 03-2022 03-2025
205.97 207.76 222.74 191.77 10.97 207.06 02-2022 02-2025
206.24 220.44 225.54 201.44 9.89 213.41 01-2022 01-2025
225.01 223.15 234.71 213.79 7.43 224.16 12-2021 12-2024
222.1 219.49 229 212.8 5.8 220.85 11-2021 11-2024
231.39 228.32 241.78 218.34 8.36 229.96 10-2021 10-2024
247.47 242.27 251.47 238.38 4.98 244.9 09-2021 09-2024
250.46 250.67 260.03 241.34 6.61 250.62 08-2021 08-2024
253.96 255.65 261.51 248.22 4.74 254.84 07-2021 07-2024
247.56 253.03 262.7 238.3 8.84 250.4 06-2021 06-2024
258.76 256.65 270.13 245.7 8.67 257.81 05-2021 05-2024
256.7 252.29 262.65 246.51 5.92 254.54 04-2021 04-2024
244.81 239.18 250.97 233.23 6.58 242.05 03-2021 03-2024
258.13 249.95 262.6 245.64 6.66 254.08 02-2021 02-2024
254.77 252.29 260.31 246.88 4.83 253.56 01-2021 01-2024
253.58 253.49 263.58 243.76 7.01 253.6 12-2020 12-2023
249.42 252.1 265.21 236.88 10.06 250.9 11-2020 11-2023
245.84 242.13 251.93 236.21 5.71 244.03 10-2020 10-2023
241.48 25.15 247.49 22.99 110.23 134.28 09-2020 09-2023
24.97 23.7 26.46 22.24 1.56 24.34 08-2020 08-2023
-41.61 25.77 28.35 -42.78 34.64 -7.57 07-2020 07-2023
-43.29 -41.3 -40.56 -43.99 1.4 -42.29 06-2020 06-2023
-42.64 -43.11 -41.96 -43.78 0.66 -42.87 05-2020 05-2023
-42.44 -44.35 -40.95 -45.75 1.83 -43.37 04-2020 04-2023
-41.89 -46.65 -40.37 -48.01 3.18 -44.23 03-2020 03-2023
-47.36 -47.4 -46.42 -48.32 0.67 -47.38 02-2020 02-2023
-46.27 -46.55 -45.11 -47.67 0.91 -46.4 01-2020 01-2023
-46.45 -44.69 -44.03 -47.08 1.25 -45.56 12-2019 12-2022
-45.16 -45.03 -44.33 -45.84 0.54 -45.09 11-2019 11-2022
-46.25 -45.9 -44.72 -47.39 0.95 -46.07 10-2019 10-2022
-46.19 -45.96 -44.71 -47.41 0.96 -46.07 09-2019 09-2022
-48.34 -46.59 -45.84 -49.05 1.29 -47.46 08-2019 08-2022
-50.91 -50.08 -48.72 -52.22 1.27 -50.48 07-2019 07-2022
-52.12 -51.06 -50.57 -52.59 0.81 -51.59 06-2019 06-2022

Rolling return for 5 year

Average return: -8.67
Min Max Min-Max Max-Min Standard Deviation Mean From To
25.96 24.83 26.34 24.45 0.78 25.39 05-2020 05-2025
24.5 24.54 29.04 20.15 3.14 24.56 04-2020 04-2025
27.54 22.08 30.52 19.3 4.41 24.86 03-2020 03-2025
19.79 22.32 23.69 18.47 2.05 21.07 02-2020 02-2025
23.22 25.8 27.82 21.27 2.49 24.53 01-2020 01-2025
27.19 28.54 29.45 26.29 1.21 27.87 12-2019 12-2024
26.76 27.41 28.38 25.8 0.94 27.09 11-2019 11-2024
27.97 28.69 30.36 26.33 1.45 28.34 10-2019 10-2024
30.66 29.77 31.56 28.88 1 30.22 09-2019 09-2024
30.08 31.11 32.2 29.01 1.19 30.6 08-2019 08-2024
30.61 30.14 32.27 28.51 1.34 30.38 07-2019 07-2024
26.01 28.5 29.27 25.26 1.67 27.26 06-2019 06-2024
26.7 27.72 29.09 25.35 1.37 27.22 05-2019 05-2024
24.99 25.93 26.24 24.69 0.64 25.46 04-2019 04-2024
24.4 24.92 25.73 23.6 0.78 24.66 03-2019 03-2024
25.54 25.07 26.48 24.15 0.84 25.31 02-2019 02-2024
24.56 25.06 25.73 23.9 0.67 24.81 01-2019 01-2024
22.69 23.56 24.77 21.51 1.19 23.13 12-2018 12-2023
19.27 21.54 22.47 18.36 1.66 20.41 11-2018 11-2023
19.75 19.13 21.01 17.89 1.12 19.45 10-2018 10-2023
18.35 17.06 19.59 15.84 1.4 17.71 09-2018 09-2023
16.07 15.37 16.9 14.55 0.87 15.72 08-2018 08-2023
-26.66 16.47 17.64 -27.39 22.05 -4.98 07-2018 07-2023
-27.8 -26.45 -25.73 -28.49 1.09 -27.12 06-2018 06-2023
-28.45 -28.53 -27.94 -29.03 0.39 -28.49 05-2018 05-2023
-29.73 -29.35 -28.65 -30.42 0.64 -29.54 04-2018 04-2023
-30.11 -29.51 -29.02 -30.59 0.59 -29.81 03-2018 03-2023
-29.78 -29.98 -29.03 -30.72 0.6 -29.88 02-2018 02-2023
-30.65 -30.44 -29.76 -31.32 0.56 -30.54 01-2018 01-2023
-30.28 -29.56 -28.41 -31.4 1.09 -29.91 12-2017 12-2022
-28.7 -28.77 -28.06 -29.41 0.48 -28.73 11-2017 11-2022
-29.34 -29 -28.14 -30.19 0.73 -29.17 10-2017 10-2022
-29.51 -29.36 -28.34 -30.51 0.77 -29.43 09-2017 09-2022
-31.02 -30 -29.04 -31.96 1.09 -30.5 08-2017 08-2022
-32.91 -31.96 -31.12 -33.72 0.98 -32.43 07-2017 07-2022
-32.56 -31.85 -31.26 -33.13 0.71 -32.2 06-2017 06-2022
-32.41 -32.15 -31.2 -33.35 0.77 -32.28 05-2017 05-2022
-32.41 -31.08 -30.4 -33.07 1.05 -31.74 04-2017 04-2022
-33.47 -32.6 -31.91 -34.15 0.85 -33.03 03-2017 03-2022
-33.7 -32.31 -31.79 -34.21 0.99 -33 02-2017 02-2022
-31.14 -31.64 -30.48 -32.28 0.66 -31.39 01-2017 01-2022
-30.88 -30.69 -29.41 -32.13 0.96 -30.78 12-2016 12-2021
-30.95 -31.94 -29.72 -33.13 1.26 -31.44 11-2016 11-2021
-33.85 -32.49 -32.24 -34.1 0.81 -33.17 10-2016 10-2021
-34.56 -33.89 -33.51 -34.94 0.56 -34.23 09-2016 09-2021
-35.09 -34.53 -34.05 -35.56 0.57 -34.81 08-2016 08-2021
-34.6 -34.52 -33.96 -35.16 0.43 -34.56 07-2016 07-2021
-34.91 -34.25 -33.85 -35.31 0.57 -34.58 06-2016 06-2021
-35.82 -34.88 -34.37 -36.32 0.77 -35.35 05-2016 05-2021
-35.83 -35.37 -34.7 -36.48 0.65 -35.59 04-2016 04-2021
-34.83 -34.19 -33.48 -35.52 0.76 -34.5 03-2016 03-2021
-35.83 -35.53 -34.45 -36.89 0.87 -35.67 02-2016 02-2021
-36.45 -36.98 -35.59 -37.82 0.81 -36.71 01-2016 01-2021
-37.97 -37.61 -36.91 -38.66 0.63 -37.79 12-2015 12-2020
-39.37 -38.52 -38.03 -39.85 0.71 -38.94 11-2015 11-2020
-39.74 -39.02 -38.71 -40.04 0.53 -39.38 10-2015 10-2020
-38.61 12.19 13.3 -39.21 25.83 -13.08 09-2015 09-2020
10.74 9.89 12.22 8.45 1.37 10.33 08-2015 08-2020
8.68 9.03 10.01 7.71 0.82 8.86 07-2015 07-2020
9.7 8.89 10.52 8.08 0.91 9.3 06-2015 06-2020

Rolling return for 7 year

Average return: 3.83
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.82 17.38 18.07 17.13 0.37 17.6 05-2018 05-2025
15.16 17.33 18.15 14.36 1.54 16.25 04-2018 04-2025
16.24 17.59 18.17 15.67 1 16.92 03-2018 03-2025
16.35 17.91 19.04 15.24 1.45 17.14 02-2018 02-2025
16.64 18.91 19.73 15.83 1.6 17.78 01-2018 01-2025
19.94 20.06 21.46 18.56 1.03 20.01 12-2017 12-2024
20.35 20.58 21.44 19.49 0.69 20.46 11-2017 11-2024
21.43 21.99 23.05 20.39 0.96 21.71 10-2017 10-2024
22.99 22.34 23.59 21.74 0.69 22.66 09-2017 09-2024
22.84 23.05 24.26 21.64 0.93 22.95 08-2017 08-2024
23.44 23.48 24.56 22.37 0.77 23.46 07-2017 07-2024
22.06 23.56 24.31 21.32 1.18 22.81 06-2017 06-2024
22.3 22.71 23.95 21.09 1.02 22.51 05-2017 05-2024
21.56 21.57 22.43 20.71 0.61 21.57 04-2017 04-2024
21.64 21.67 22.57 20.75 0.64 21.66 03-2017 03-2024
22.36 22.34 23.02 21.69 0.47 22.35 02-2017 02-2024
23.38 22.73 24.2 21.91 0.84 23.05 01-2017 01-2024
22.8 22.67 24.28 21.21 1.09 22.74 12-2016 12-2023
19.92 19.45 22.22 17.21 1.78 19.7 11-2016 11-2023
17 17.57 17.88 16.7 0.46 17.29 10-2016 10-2023
17.57 17.97 18.45 17.09 0.5 17.77 09-2016 09-2023
17.35 17.34 17.95 16.74 0.43 17.34 08-2016 08-2023
-15.68 17.45 18.17 -16.2 16.88 0.94 07-2016 07-2023
-16.63 -15.3 -14.93 -16.99 0.87 -15.96 06-2016 06-2023
-16.62 -16.67 -16.2 -17.09 0.32 -16.65 05-2016 05-2023
-17.56 -17.26 -16.65 -18.16 0.54 -17.41 04-2016 04-2023
-17.92 -17.64 -17.01 -18.55 0.55 -17.78 03-2016 03-2023
-17.33 -17.68 -16.7 -18.3 0.58 -17.5 02-2016 02-2023
-17.58 -18.11 -16.83 -18.86 0.74 -17.84 01-2016 01-2023
-18.4 -17.5 -16.84 -19.05 0.84 -17.95 12-2015 12-2022
-17.55 -17.49 -17.02 -18.01 0.35 -17.52 11-2015 11-2022
-19.02 -18.34 -18.04 -19.31 0.51 -18.68 10-2015 10-2022
-18.93 -18.55 -17.97 -19.49 0.55 -18.73 09-2015 09-2022
-20.84 -20.42 -19.22 -22.01 1 -20.62 08-2015 08-2022
-22.73 -21.77 -21.27 -23.23 0.77 -22.25 07-2015 07-2022
-22.02 -21.79 -20.95 -22.85 0.68 -21.9 06-2015 06-2022
-22.1 -22.02 -21.1 -23.01 0.68 -22.06 05-2015 05-2022
-21.96 -21.52 -20.3 -23.14 1.02 -21.73 04-2015 04-2022
-23.83 -22.94 -22.55 -24.21 0.67 -23.38 03-2015 03-2022
-23.86 -22.88 -22.3 -24.44 0.83 -23.37 02-2015 02-2022
-22.46 -22.83 -21.93 -23.35 0.52 -22.64 01-2015 01-2022
-22.23 -21.84 -21.04 -23.01 0.71 -22.03 12-2014 12-2021
-21.77 -21.49 -20.78 -22.47 0.61 -21.63 11-2014 11-2021
-21.62 -21.08 -20.26 -22.43 0.79 -21.35 10-2014 10-2021
-22.37 -22.07 -21.49 -22.95 0.53 -22.22 09-2014 09-2021
-22.27 -22.28 -21.39 -23.15 0.62 -22.27 08-2014 08-2021
-21.79 -21.84 -21.24 -22.38 0.4 -21.81 07-2014 07-2021
-21.15 -21.53 -20.24 -22.43 0.79 -21.34 06-2014 06-2021
-21.8 -21.17 -20.54 -22.41 0.7 -21.48 05-2014 05-2021
-22.24 -21.51 -21.27 -22.48 0.5 -21.88 04-2014 04-2021
-21.41 -20.57 -20.25 -21.73 0.6 -20.99 03-2014 03-2021
-22.21 -21.66 -21.01 -22.85 0.68 -21.93 02-2014 02-2021
-22.31 -21.82 -21.56 -22.57 0.4 -22.06 01-2014 01-2021
-22.58 -22.25 -21.64 -23.19 0.56 -22.41 12-2013 12-2020
-23.58 -22.67 -22.38 -23.87 0.62 -23.12 11-2013 11-2020
-23 -22.75 -22.06 -23.68 0.58 -22.87 10-2013 10-2020
-21.6 20.12 21.44 -22.46 21.41 -0.62 09-2013 09-2020
20.2 20.06 21.35 18.93 0.86 20.13 08-2013 08-2020
18.7 18.55 19.74 17.52 0.79 18.63 07-2013 07-2020
18.92 18.41 19.55 17.79 0.65 18.67 06-2013 06-2020
17.38 17.5 18.4 16.49 0.68 17.44 05-2013 05-2020
16.59 18.91 19.58 15.93 1.53 17.75 04-2013 04-2020
15.03 20.02 20.66 14.43 2.82 17.54 03-2013 03-2020
20.41 20.8 21.37 19.84 0.56 20.61 02-2013 02-2020
19.55 20.47 20.92 19.1 0.72 20.01 01-2013 01-2020
19.39 19.74 20 19.13 0.33 19.56 12-2012 12-2019
20.09 20.07 20.74 19.42 0.47 20.08 11-2012 11-2019
19.88 20.59 20.99 19.49 0.59 20.24 10-2012 10-2019
20.25 20.3 21.44 19.12 0.82 20.28 09-2012 09-2019
20.15 20.22 20.86 19.51 0.48 20.18 08-2012 08-2019
20.71 21.53 22.12 20.13 0.76 21.12 07-2012 07-2019
22.56 22.06 23.08 21.54 0.57 22.31 06-2012 06-2019
21.74 21.68 22.67 20.75 0.68 21.71 05-2012 05-2019
21.74 21.38 21.95 21.17 0.3 21.56 04-2012 04-2019
21.7 21.48 22.26 20.92 0.48 21.59 03-2012 03-2019
22.09 21.66 23.06 20.69 0.85 21.88 02-2012 02-2019
23.34 22.66 23.81 22.19 0.62 23 01-2012 01-2019
23.7 22.75 24.55 21.91 0.99 23.23 12-2011 12-2018
22.36 21.5 23.04 20.84 0.84 21.94 11-2011 11-2018
21.25 21.67 22.61 20.32 0.82 21.46 10-2011 10-2018
22.2 23.23 24.08 21.36 1.03 22.72 09-2011 09-2018
23.26 22.84 24.42 21.68 0.98 23.05 08-2011 08-2018
20.79 21.11 21.66 20.25 0.51 20.95 07-2011 07-2018
21.13 21.01 21.96 20.18 0.63 21.07 06-2011 06-2018

Rolling return for 10 year

Average return: 11.5
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.81 16.02 16.98 15.85 0.49 16.41 05-2015 05-2025
14.96 15.79 17.04 13.73 1.21 15.38 04-2015 04-2025
14.95 15.88 16.29 14.55 0.7 15.42 03-2015 03-2025
15.56 16.81 17.43 14.95 0.98 16.19 02-2015 02-2025
17.08 18.29 19.25 16.14 1.18 17.69 01-2015 01-2025
19.44 19.64 20.5 18.59 0.68 19.54 12-2014 12-2024
19.61 19.62 20.37 18.86 0.53 19.62 11-2014 11-2024
20.79 21.04 21.91 19.92 0.71 20.91 10-2014 10-2024
21.7 21.49 22.12 21.07 0.38 21.59 09-2014 09-2024
22.13 22.14 23.12 21.16 0.69 22.14 08-2014 08-2024
23.02 23.14 23.8 22.37 0.51 23.08 07-2014 07-2024
23.04 23.21 24.63 21.64 1.06 23.13 06-2014 06-2024
23.51 23.98 24.67 22.83 0.67 23.75 05-2014 05-2024
22.8 23.15 23.41 22.54 0.33 22.98 04-2014 04-2024
22.47 22.78 23.12 22.13 0.37 22.62 03-2014 03-2024
22.99 22.74 23.45 22.28 0.42 22.86 02-2014 02-2024
22.53 22.81 23.1 22.24 0.32 22.67 01-2014 01-2024
22.11 22.46 23.14 21.44 0.61 22.29 12-2013 12-2023
20.57 21.85 22.18 20.25 0.82 21.21 11-2013 11-2023
20.84 20.72 21.47 20.09 0.49 20.78 10-2013 10-2023
21.9 21.61 22.54 20.97 0.56 21.75 09-2013 09-2023
21.61 21.14 22.05 20.71 0.5 21.38 08-2013 08-2023
-4.05 20.67 21.52 -4.72 12.75 8.36 07-2013 07-2023
-4.77 -4.06 -3.42 -5.41 0.75 -4.41 06-2013 06-2023
-5.31 -5.48 -4.98 -5.81 0.3 -5.39 05-2013 05-2023
-5.66 -5.31 -4.94 -6.03 0.4 -5.49 04-2013 04-2023
-6.28 -5.89 -5.54 -6.62 0.41 -6.08 03-2013 03-2023
-6.06 -5.87 -5.56 -6.37 0.29 -5.96 02-2013 02-2023
-5.95 -5.59 -5.35 -6.2 0.33 -5.77 01-2013 01-2023
-6.14 -5.03 -4.88 -6.28 0.63 -5.58 12-2012 12-2022
-5.07 -5.02 -4.64 -5.44 0.28 -5.04 11-2012 11-2022
-5.76 -5.18 -4.97 -5.97 0.41 -5.47 10-2012 10-2022
-5.53 -5.38 -4.75 -6.15 0.5 -5.45 09-2012 09-2022
-6.73 -5.75 -5.4 -7.08 0.69 -6.24 08-2012 08-2022
-7.85 -6.94 -6.63 -8.15 0.63 -7.39 07-2012 07-2022
-7.55 -7.21 -6.67 -8.09 0.52 -7.38 06-2012 06-2022
-7.76 -7.47 -6.94 -8.29 0.49 -7.62 05-2012 05-2022
-8 -6.94 -6.64 -8.29 0.69 -7.47 04-2012 04-2022
-9 -8.35 -7.94 -9.4 0.57 -8.67 03-2012 03-2022
-8.92 -8.35 -7.61 -9.64 0.75 -8.63 02-2012 02-2022
-7.41 -7.57 -6.97 -8.01 0.37 -7.49 01-2012 01-2022
-7.44 -7.41 -6.46 -8.38 0.68 -7.42 12-2011 12-2021
-7.96 -7.96 -7.15 -8.77 0.57 -7.96 11-2011 11-2021
-8.75 -8.14 -7.64 -9.24 0.61 -8.44 10-2011 10-2021
-9.59 -9.3 -8.86 -10.02 0.42 -9.44 09-2011 09-2021
-10.16 -10.26 -9.45 -10.96 0.54 -10.21 08-2011 08-2021
-10.93 -10.78 -10.49 -11.21 0.26 -10.85 07-2011 07-2021
-10.96 -10.73 -10.24 -11.45 0.44 -10.85 06-2011 06-2021
-11.98 -11.37 -10.99 -12.35 0.53 -11.67 05-2011 05-2021
-12.34 -11.85 -11.58 -12.61 0.4 -12.09 04-2011 04-2021
-11.35 -10.94 -10.44 -11.85 0.52 -11.14 03-2011 03-2021
-11.75 -11.52 -10.81 -12.45 0.59 -11.63 02-2011 02-2021
-12.44 -12.82 -11.84 -13.41 0.57 -12.63 01-2011 01-2021
-13.46 -13.48 -12.72 -14.21 0.53 -13.47 12-2010 12-2020
-14.75 -14.58 -13.81 -15.51 0.6 -14.66 11-2010 11-2020
-14.71 -14.38 -13.99 -15.1 0.41 -14.55 10-2010 10-2020
-13.7 16.52 17.24 -14.23 15.43 1.46 09-2010 09-2020
16.39 16.73 17.17 15.96 0.44 16.56 08-2010 08-2020
16.21 16.29 16.92 15.58 0.47 16.25 07-2010 07-2020
16.29 16.16 16.72 15.73 0.35 16.23 06-2010 06-2020
16.01 15.79 16.71 15.1 0.57 15.9 05-2010 05-2020
14.23 15.93 16.28 13.89 1.04 15.08 04-2010 04-2020
13.96 17.12 17.83 13.27 1.96 15.54 03-2010 03-2020
18.35 18.57 19 17.91 0.39 18.46 02-2010 02-2020
17.71 17.64 18.65 16.71 0.69 17.68 01-2010 01-2020
17.65 17.54 18.07 17.12 0.34 17.59 12-2009 12-2019
19.2 18.13 19.66 17.68 0.8 18.67 11-2009 11-2019
18.57 18.87 19.34 18.11 0.45 18.72 10-2009 10-2019
18.62 18.66 19.44 17.85 0.56 18.64 09-2009 09-2019
19.04 18.75 19.53 18.26 0.46 18.89 08-2009 08-2019
20.58 19.68 21.56 18.71 1.06 20.13 07-2009 07-2019
21.39 21.04 21.75 20.68 0.4 21.21 06-2009 06-2019
22.85 21.74 23.51 21.09 0.94 22.3 05-2009 05-2019
24.78 23.64 24.93 23.49 0.65 24.21 04-2009 04-2019
25.98 24.84 26.38 24.44 0.8 25.41 03-2009 03-2019
25.17 25.19 25.87 24.5 0.48 25.18 02-2009 02-2019
25.06 24.34 25.4 24.01 0.55 24.7 01-2009 01-2019
25.15 24.52 25.75 23.92 0.68 24.84 12-2008 12-2018
25.18 24.2 25.66 23.72 0.77 24.69 11-2008 11-2018
24.95 21.51 25.93 20.56 2.25 23.24 10-2008 10-2018
21.59 21.21 22.9 19.92 1.06 21.41 09-2008 09-2018
21.08 21.01 21.88 20.22 0.59 21.05 08-2008 08-2018
22.19 21.02 22.8 20.41 0.94 21.61 07-2008 07-2018
21.3 19.71 21.89 19.13 1.13 20.51 06-2008 06-2018
19.07 18.4 19.55 17.92 0.62 18.73 05-2008 05-2018
19.52 18.61 20.11 18.03 0.8 19.07 04-2008 04-2018
19.31 17.68 19.73 17.27 1.04 18.5 03-2008 03-2018
17.75 17.1 18.55 16.32 0.82 17.43 02-2008 02-2018
18.06 15.46 18.64 14.9 1.61 16.77 01-2008 01-2018
15.19 15.42 16.13 14.49 0.59 15.31 12-2007 12-2017
15.31 15.05 15.89 14.47 0.51 15.18 11-2007 11-2017
16.37 15.04 17.07 14.34 1.07 15.71 10-2007 10-2017
16.99 16.81 17.83 15.98 0.66 16.9 09-2007 09-2017
17.69 17.33 18.5 16.53 0.71 17.51 08-2007 08-2017
16.66 16.93 17.38 16.22 0.42 16.8 07-2007 07-2017
16.94 16.62 17.44 16.13 0.48 16.78 06-2007 06-2017
17.27 17.33 18.1 16.51 0.56 17.3 05-2007 05-2017
18.73 17.84 19.31 17.26 0.79 18.29 04-2007 04-2017
18.3 18 18.91 17.39 0.55 18.15 03-2007 03-2017
17.05 16.62 17.51 16.17 0.5 16.84 02-2007 02-2017
16.08 16.32 17.05 15.35 0.61 16.2 01-2007 01-2017
16.06 16.43 17.12 15.36 0.64 16.24 12-2006 12-2016
16.24 17.74 18.12 15.87 0.96 16.99 11-2006 11-2016
18.55 18.11 18.77 17.89 0.35 18.33 10-2006 10-2016
18.69 18.45 19.03 18.11 0.34 18.57 09-2006 09-2016
19.47 18.6 19.91 18.17 0.69 19.04 08-2006 08-2016
19.71 19.01 20.23 18.5 0.66 19.36 07-2006 07-2016
20.47 18.02 20.83 17.66 1.42 19.24 06-2006 06-2016
16.99 15.08 17.45 14.63 1.2 16.04 05-2006 05-2016
15.47 15.33 16.07 14.74 0.47 15.4 04-2006 04-2016
16.26 15.62 16.89 15 0.71 15.94 03-2006 03-2016
16.65 17.04 17.62 16.07 0.57 16.84 02-2006 02-2016
18.02 18.2 19.32 16.92 0.85 18.12 01-2006 01-2016
19.59 19.33 20.26 18.67 0.57 19.46 12-2005 12-2015
21.41 20.09 21.89 19.61 0.93 20.75 11-2005 11-2015
22.45 21.09 22.76 20.79 0.85 21.77 10-2005 10-2015
21.24 21.07 21.83 20.48 0.48 21.16 09-2005 09-2015
22.49 22.8 23.78 21.52 0.81 22.65 08-2005 08-2015
24.17 23.34 24.73 22.79 0.75 23.76 07-2005 07-2015
23.56 24.18 24.48 23.26 0.48 23.87 06-2005 06-2015

Rolling return for 12 year

Average return: 11.03
Min Max Min-Max Max-Min Standard Deviation Mean From To
20.88 20.5 21.03 20.35 0.28 20.69 05-2013 05-2025
19.82 21.23 21.62 19.43 0.92 20.52 04-2013 04-2025
20.09 20.88 21.25 19.72 0.61 20.48 03-2013 03-2025
20.15 21.43 21.76 19.82 0.82 20.79 02-2013 02-2025
21.06 22.66 22.93 20.8 0.94 21.86 01-2013 01-2025
22.58 23.33 23.49 22.43 0.46 22.96 12-2012 12-2024
22.83 23.07 23.48 22.42 0.38 22.95 11-2012 11-2024
23.19 23.9 24.14 22.95 0.49 23.55 10-2012 10-2024
24.49 24.16 24.84 23.8 0.39 24.32 09-2012 09-2024
24.19 24.64 25.03 23.81 0.46 24.42 08-2012 08-2024
24.74 25.05 25.4 24.39 0.37 24.9 07-2012 07-2024
23.98 24.7 25.31 23.38 0.73 24.34 06-2012 06-2024
23.78 24.16 24.75 23.19 0.57 23.97 05-2012 05-2024
23.08 23.26 23.59 22.75 0.3 23.17 04-2012 04-2024
22.82 22.9 23.36 22.36 0.35 22.86 03-2012 03-2024
23.51 23.07 23.9 22.69 0.46 23.29 02-2012 02-2024
23.85 23.65 24.33 23.17 0.42 23.75 01-2012 01-2024
23.28 23.09 24.14 22.24 0.68 23.19 12-2011 12-2023
21.06 21.52 22.41 20.18 0.81 21.29 11-2011 11-2023
20.62 20.61 21.15 20.08 0.38 20.62 10-2011 10-2023
20.58 20.62 21.11 20.09 0.36 20.6 09-2011 09-2023
20.21 19.67 20.57 19.31 0.48 19.94 08-2011 08-2023
-1.88 19.15 19.47 -2.14 10.66 8.65 07-2011 07-2023
-2.36 -1.66 -1.21 -2.81 0.62 -2.01 06-2011 06-2023
-2.72 -2.78 -2.44 -3.06 0.22 -2.75 05-2011 05-2023
-3.69 -3.32 -3.07 -3.93 0.33 -3.5 04-2011 04-2023
-3.66 -3.48 -3.03 -4.1 0.38 -3.57 03-2011 03-2023
-2.99 -3.2 -2.56 -3.63 0.39 -3.1 02-2011 02-2023
-3.4 -3.78 -2.88 -4.29 0.52 -3.59 01-2011 01-2023
-3.93 -3.57 -2.87 -4.63 0.64 -3.75 12-2010 12-2022
-3.63 -4 -3.27 -4.36 0.41 -3.81 11-2010 11-2022
-4.37 -4.06 -3.7 -4.73 0.38 -4.21 10-2010 10-2022
-4.1 -3.94 -3.45 -4.59 0.41 -4.02 09-2010 09-2022
-5.1 -4.27 -3.97 -5.39 0.58 -4.68 08-2010 08-2022
-5.82 -5.21 -4.78 -6.24 0.56 -5.51 07-2010 07-2022
-5.63 -5.26 -4.87 -6.01 0.42 -5.44 06-2010 06-2022
-5.37 -5.29 -4.66 -5.99 0.47 -5.33 05-2010 05-2022
-5.7 -4.77 -4.54 -5.93 0.59 -5.23 04-2010 04-2022
-6.26 -5.82 -5.35 -6.73 0.51 -6.04 03-2010 03-2022
-6.2 -5.36 -5.08 -6.48 0.58 -5.78 02-2010 02-2022
-5.53 -5.83 -5.16 -6.2 0.38 -5.68 01-2010 01-2022
-5.73 -5.25 -4.9 -6.08 0.45 -5.49 12-2009 12-2021
-4.61 -4.94 -3.91 -5.63 0.62 -4.77 11-2009 11-2021
-5.33 -4.69 -4.38 -5.64 0.5 -5.01 10-2009 10-2021
-5.6 -5.49 -4.97 -6.11 0.4 -5.54 09-2009 09-2021
-5.7 -5.59 -5.08 -6.21 0.4 -5.64 08-2009 08-2021
-4.76 -5.61 -4.37 -5.99 0.65 -5.18 07-2009 07-2021
-5.22 -5.04 -4.58 -5.68 0.39 -5.13 06-2009 06-2021
-4.81 -5.07 -3.92 -5.95 0.72 -4.94 05-2009 05-2021
-3.97 -4.11 -3.27 -4.8 0.54 -4.04 04-2009 04-2021
-2.57 -2.73 -1.73 -3.56 0.65 -2.65 03-2009 03-2021
-3.64 -3.22 -2.78 -4.07 0.48 -3.43 02-2009 02-2021
-3.8 -3.93 -3.25 -4.47 0.43 -3.86 01-2009 01-2021
-4.26 -4.38 -3.59 -5.05 0.52 -4.32 12-2008 12-2020
-5.09 -5.14 -4.22 -6.01 0.63 -5.12 11-2008 11-2020
-4.83 -6.97 -4.16 -7.62 1.44 -5.9 10-2008 10-2020
-7.12 18.51 19.89 -8.19 13.44 5.77 09-2008 09-2020
18.03 17.98 18.68 17.33 0.48 18.01 08-2008 08-2020
18.8 17.96 19.41 17.36 0.78 18.38 07-2008 07-2020
18.18 16.78 18.55 16.42 0.9 17.48 06-2008 06-2020
15.59 15.24 16.18 14.66 0.55 15.42 05-2008 05-2020
14.99 15.49 16.71 13.79 1.05 15.24 04-2008 04-2020
14.29 15.84 17.52 12.66 1.8 15.08 03-2008 03-2020
16.1 15.46 16.64 14.92 0.65 15.78 02-2008 02-2020
15.16 13.33 15.93 12.58 1.35 14.25 01-2008 01-2020
13.17 12.93 13.5 12.59 0.33 13.05 12-2007 12-2019
13.65 13.32 14.01 12.96 0.39 13.48 11-2007 11-2019
14.66 13.61 15.28 13 0.89 14.14 10-2007 10-2019
15.03 14.86 15.69 14.2 0.53 14.95 09-2007 09-2019
15.73 15.18 16.13 14.78 0.52 15.45 08-2007 08-2019
15.03 15.45 15.81 14.67 0.43 15.24 07-2007 07-2019
16.23 15.84 16.52 15.55 0.37 16.04 06-2007 06-2019
16.37 16.26 16.89 15.74 0.41 16.32 05-2007 05-2019
17.82 16.73 17.94 16.61 0.61 17.27 04-2007 04-2019
17.74 17.3 18.06 16.99 0.41 17.52 03-2007 03-2019
16.67 16.48 17.22 15.94 0.46 16.58 02-2007 02-2019
16.8 16.44 17.06 16.19 0.33 16.62 01-2007 01-2019
17.2 17.09 17.67 16.62 0.37 17.14 12-2006 12-2018
17.12 17.18 17.49 16.8 0.24 17.15 11-2006 11-2018
17.16 17.37 17.92 16.61 0.47 17.27 10-2006 10-2018
18.18 18.75 19.23 17.69 0.58 18.46 09-2006 09-2018
19.66 19.23 20.32 18.57 0.64 19.45 08-2006 08-2018
19.68 19.17 20.18 18.67 0.56 19.43 07-2006 07-2018
20.3 18.43 20.78 17.96 1.2 19.37 06-2006 06-2018
17.84 16.26 18.24 15.86 1.01 17.05 05-2006 05-2018
16.69 16.54 17.16 16.07 0.39 16.62 04-2006 04-2018
17.31 16.59 17.65 16.25 0.56 16.95 03-2006 03-2018
17.89 18.07 18.56 17.41 0.41 17.98 02-2006 02-2018
19.46 19.01 19.94 18.53 0.52 19.23 01-2006 01-2018
19.81 19.85 20.62 19.04 0.56 19.83 12-2005 12-2017
20.93 19.94 21.43 19.44 0.79 20.44 11-2005 11-2017
20.97 20.21 21.58 19.6 0.75 20.59 10-2005 10-2017
20.17 20.26 20.89 19.55 0.47 20.22 09-2005 09-2017
20.62 20.51 21.31 19.82 0.53 20.57 08-2005 08-2017
21.68 21.17 22.3 20.56 0.64 21.43 07-2005 07-2017
21.57 21.76 22 21.33 0.25 21.66 06-2005 06-2017
21.78 21.82 22.49 21.11 0.49 21.8 05-2005 05-2017
22.12 21.99 22.62 21.49 0.4 22.05 04-2005 04-2017

Rolling return for 15 year

Average return: 8.36
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.24 18.73 19.36 18.61 0.32 18.98 05-2010 05-2025
17.55 18.73 18.97 17.32 0.72 18.14 04-2010 04-2025
18.32 18.75 19.23 17.84 0.51 18.54 03-2010 03-2025
18.83 19.81 20.1 18.54 0.65 19.32 02-2010 02-2025
19.52 20.3 20.99 18.84 0.81 19.91 01-2010 01-2025
20.75 21.1 21.46 20.39 0.4 20.93 12-2009 12-2024
21.67 21.14 22.19 20.63 0.58 21.41 11-2009 11-2024
21.62 22.06 22.38 21.31 0.41 21.84 10-2009 10-2024
22.5 22.25 22.78 21.97 0.3 22.38 09-2009 09-2024
22.61 22.74 23.27 22.08 0.42 22.67 08-2009 08-2024
23.83 23.07 24.36 22.55 0.69 23.45 07-2009 07-2024
22.91 23.48 23.96 22.43 0.58 23.2 06-2009 06-2024
24.12 23.7 24.9 22.93 0.71 23.91 05-2009 05-2024
24.85 24.4 25.27 23.99 0.48 24.63 04-2009 04-2024
25.45 24.87 25.9 24.43 0.56 25.16 03-2009 03-2024
25.29 25.15 25.6 24.84 0.27 25.22 02-2009 02-2024
24.9 24.58 25.28 24.19 0.4 24.74 01-2009 01-2024
24.32 24.2 25.02 23.51 0.54 24.26 12-2008 12-2023
23.18 23.31 24.27 22.22 0.73 23.24 11-2008 11-2023
23.19 20.71 23.62 20.29 1.47 21.95 10-2008 10-2023
20.5 19.81 20.92 19.4 0.59 20.16 09-2008 09-2023
19.39 19.1 19.67 18.82 0.32 19.25 08-2008 08-2023
3.07 19.48 20.65 2.07 8.76 11.32 07-2008 07-2023
2.04 1.77 3 0.82 0.78 1.91 06-2008 06-2023
0.48 0.07 0.71 -0.17 0.34 0.27 05-2008 05-2023
0.13 -0.2 0.64 -0.71 0.49 -0.04 04-2008 04-2023
-0.17 -0.8 0.35 -1.31 0.63 -0.48 03-2008 03-2023
-0.89 -1.34 -0.54 -1.69 0.44 -1.11 02-2008 02-2023
-1.12 -2.48 -0.7 -2.9 0.91 -1.8 01-2008 01-2023
-2.56 -2.1 -1.7 -2.96 0.47 -2.33 12-2007 12-2022
-1.76 -1.94 -1.47 -2.24 0.28 -1.85 11-2007 11-2022
-1.46 -2.06 -0.91 -2.61 0.64 -1.76 10-2007 10-2022
-1.19 -1.22 -0.65 -1.76 0.39 -1.21 09-2007 09-2022
-1.51 -1.23 -0.57 -2.16 0.57 -1.37 08-2007 08-2022
-2.98 -2.38 -2.13 -3.23 0.44 -2.68 07-2007 07-2022
-2.66 -2.5 -2.04 -3.11 0.38 -2.58 06-2007 06-2022
-2.41 -2.25 -1.83 -2.83 0.36 -2.33 05-2007 05-2022
-1.6 -1.45 -0.63 -2.41 0.63 -1.52 04-2007 04-2022
-2.35 -2.1 -1.6 -2.85 0.45 -2.23 03-2007 03-2022
-3.15 -2.72 -2.23 -3.64 0.52 -2.94 02-2007 02-2022
-2.47 -2.57 -2.16 -2.88 0.26 -2.52 01-2007 01-2022
-2.36 -2.06 -1.67 -2.74 0.39 -2.21 12-2006 12-2021
-2.28 -1.92 -1.71 -2.49 0.3 -2.1 11-2006 11-2021
-2.4 -1.98 -1.61 -2.77 0.44 -2.19 10-2006 10-2021
-2.68 -2.48 -2.16 -3 0.31 -2.58 09-2006 09-2021
-2.51 -2.71 -1.99 -3.22 0.44 -2.61 08-2006 08-2021
-2.14 -2.48 -1.82 -2.8 0.37 -2.31 07-2006 07-2021
-1.88 -2.89 -1.35 -3.41 0.81 -2.38 06-2006 06-2021
-4.23 -4.81 -3.52 -5.52 0.74 -4.52 05-2006 05-2021
-5.06 -4.91 -4.51 -5.46 0.34 -4.98 04-2006 04-2021
-4.14 -4.18 -3.48 -4.83 0.48 -4.16 03-2006 03-2021
-4.42 -4.06 -3.74 -4.74 0.38 -4.24 02-2006 02-2021
-3.98 -4.15 -3.55 -4.58 0.37 -4.07 01-2006 01-2021
-3.91 -3.87 -3.37 -4.41 0.37 -3.89 12-2005 12-2020
-3.68 -3.93 -2.97 -4.63 0.59 -3.8 11-2005 11-2020
-3.33 -3.66 -2.78 -4.2 0.52 -3.49 10-2005 10-2020
-3.37 18.04 18.53 -3.77 10.93 7.36 09-2005 09-2020
18.44 18.34 18.97 17.82 0.41 18.39 08-2005 08-2020
18.77 18.37 19.26 17.89 0.5 18.57 07-2005 07-2020
18.75 18.86 19.05 18.57 0.17 18.81 06-2005 06-2020
18.56 18.51 19.03 18.03 0.35 18.53 05-2005 05-2020
17.93 18.84 19.33 17.44 0.74 18.38 04-2005 04-2020