NIFTY500 VALUE 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 1.67
Weighted mean XIRR by duration 22.41
Mean XIRR 32.92
Standard deviation XIRR 19.74
Range XIRR 54.43

Summary

Duration Min Max Median Average XIRR (%)
1 year 2.23 103.22 76.02 68.73
3 year 24.79 46.79 37.64 36.54
5 year 21.54 36.38 29.23 29.22
7 year 10.40 16.88 14.48 14.30
10 year 12.28 20.78 15.26 15.81

Rolling return for 1 year

Average return: 68.73
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.22 12.57 21.38 2.23 6.82 11.6 01-2024 01-2025
31.33 29.24 44.79 17.23 9.78 30.65 12-2023 12-2024
53.68 46.62 65.31 36.3 10.56 50.48 11-2023 11-2024
61.11 67.74 80.03 50.11 10.84 64.75 10-2023 10-2024
70.17 69.25 81.44 58.74 8.03 69.9 09-2023 09-2024
75 83.34 87.97 70.69 6.78 79.25 08-2023 08-2024
86.05 83.67 97.25 73.24 8.53 85.05 07-2023 07-2024
77.62 92.6 103.22 68.34 13.43 85.44 06-2023 06-2024
84.19 94.6 99.52 79.65 7.93 89.49 05-2023 05-2024
87 91.8 102.82 76.84 9.34 89.62 04-2023 04-2024
79.61 87.79 97.48 70.79 9.87 83.92 03-2023 03-2024
82.29 86.64 94.2 75.19 6.9 84.58 02-2023 02-2024

Rolling return for 3 year

Average return: 36.54
Min Max Min-Max Max-Min Standard Deviation Mean From To
27.44 28.87 31.6 24.79 2.46 28.17 01-2022 01-2025
33.16 33.51 37.56 29.24 2.94 33.37 12-2021 12-2024
32.5 30.53 35.76 27.39 3.04 31.54 11-2021 11-2024
31.44 31.49 36.4 26.71 3.43 31.51 10-2021 10-2024
37.75 36.44 40.73 33.55 2.58 37.12 09-2021 09-2024
40.26 39.74 43.64 36.45 2.55 40.02 08-2021 08-2024
38.78 40.42 41.51 37.71 1.46 39.61 07-2021 07-2024
34.66 38.01 40.84 31.95 3.36 36.36 06-2021 06-2024
39.81 39.03 43.59 35.37 2.92 39.45 05-2021 05-2024
41.81 42.07 45.7 38.28 2.63 41.96 04-2021 04-2024
38.6 37.96 43.05 33.67 3.32 38.32 03-2021 03-2024
43.73 38.29 46.79 35.4 4.46 41.05 02-2021 02-2024

Rolling return for 5 year

Average return: 29.22
Min Max Min-Max Max-Min Standard Deviation Mean From To
28.84 29.66 31.35 27.19 1.5 29.26 01-2020 01-2025
30.95 32.02 33.53 29.46 1.49 31.49 12-2019 12-2024
30.63 31.38 32.55 29.48 1.12 31.01 11-2019 11-2024
33.23 33.39 36.22 30.46 2.04 33.33 10-2019 10-2024
34.01 33.47 35.74 31.77 1.42 33.75 09-2019 09-2024
34.44 33.35 36.38 31.46 1.78 33.91 08-2019 08-2024
31.74 28.95 33.29 27.45 2.29 30.36 07-2019 07-2024
25.56 27.33 28.99 23.95 1.89 26.46 06-2019 06-2024
26.56 26.32 28.6 24.32 1.52 26.45 05-2019 05-2024
23.62 24.78 25.64 22.77 1.09 24.2 04-2019 04-2024
23.98 23.87 26.36 21.54 1.7 23.94 03-2019 03-2024
26.64 26.27 28.25 24.68 1.27 26.46 02-2019 02-2024

Rolling return for 7 year

Average return: 14.30
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.14 11.93 12.68 10.4 0.85 11.54 01-2018 01-2025
13.28 13.44 14.87 11.87 1.06 13.36 12-2017 12-2024
13.32 13.46 14.51 12.29 0.79 13.4 11-2017 11-2024
14.09 14.55 15.92 12.75 1.13 14.33 10-2017 10-2024
15.21 14.97 16.27 13.92 0.84 15.09 09-2017 09-2024
15.38 15.32 16.56 14.15 0.85 15.35 08-2017 08-2024
15.91 15.83 16.88 14.86 0.71 15.87 07-2017 07-2024
14.36 15.8 16.58 13.59 1.17 15.08 06-2017 06-2024
14.48 14.57 15.79 13.27 0.89 14.53 05-2017 05-2024
14.02 14.49 15.35 13.17 0.79 14.26 04-2017 04-2024
13.92 14.48 15.47 12.94 0.92 14.2 03-2017 03-2024
14.43 14.71 15.47 13.67 0.64 14.57 02-2017 02-2024

Rolling return for 10 year

Average return: 15.81
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.79 13.37 13.88 12.28 0.6 13.08 01-2015 01-2025
14.03 13.99 15.15 12.88 0.8 14.01 12-2014 12-2024
14.03 14.25 14.86 13.42 0.52 14.14 11-2014 11-2024
15.24 15.53 16.52 14.26 0.81 15.39 10-2014 10-2024
15.98 15.22 16.73 14.48 0.84 15.6 09-2014 09-2024
15.8 15.78 16.63 14.95 0.59 15.79 08-2014 08-2024
15.56 14.78 16.24 14.11 0.8 15.17 07-2014 07-2024
13.74 14.04 15.28 12.52 0.98 13.9 06-2014 06-2024
17.22 14.62 18.16 13.71 1.82 15.93 05-2014 05-2024
17.99 17.53 18.95 16.58 0.85 17.76 04-2014 04-2024
19.35 18.32 20.49 17.21 1.22 18.84 03-2014 03-2024
20.02 20.26 20.78 19.5 0.46 20.14 02-2014 02-2024