NIFTY ALPHA LOW-VOLATILITY 30

Index type: Equity Mean-Variance Ratio (MVR): 1.53 Weighted mean CAGR by duration: 13.94 Mean CAGR: 11.56 Standard deviation CAGR: 7.56 Range for CAGR: 21.62

Rolling returns

Summary

Duration Min Max Median Average XIRR (%)
1 year -17.94 17.39 -3.03 -3.20
3 year 10.55 25.82 18.21 18.42
5 year 7.63 24.21 14.88 14.67
7 year 10.66 17.89 13.40 13.96
10 year 13.27 14.60 13.93 13.93

Rolling return for 1 year

Average return: -3.2
Min Max Min-Max Max-Min Standard Deviation Mean From To
4.95 6.33 14.79 -2.78 6.23 5.82 03-2025 03-2026
8.44 5.04 17.39 -2.97 7.3 6.97 02-2025 02-2026
2.58 -0.82 8.8 -6.5 5.54 1.02 01-2025 01-2026
-1.35 -4.21 0.78 -6.24 2.68 -2.76 12-2024 12-2025
-0.86 -5.29 1.7 -7.67 3.66 -3.03 11-2024 11-2025
-8.18 -12.25 -2.91 -17.01 5.19 -10.09 10-2024 10-2025
-12.76 -14.32 -8.91 -17.94 3.24 -13.48 09-2024 09-2025
-10.38 -11.88 -6.98 -15.1 2.92 -11.09 08-2024 08-2025
-5.99 -8.73 -2.22 -12.25 3.68 -7.3 07-2024 07-2025
5.91 -3.08 10.05 -6.72 6.73 1.54 06-2024 06-2025
-1.7 -1.98 3.61 -7.01 3.76 -1.77 05-2024 05-2025
-7.8 -1.07 4.39 -12.63 6.47 -4.28 04-2024 04-2025

Rolling return for 3 year

Average return: 18.42
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.62 16.8 18.09 13.37 1.84 15.72 03-2023 03-2026
15.92 17.39 19.02 14.32 1.74 16.66 02-2023 02-2026
16.21 16.94 18.52 14.66 1.39 16.58 01-2023 01-2026
16.53 15.09 17.37 14.27 1.21 15.82 12-2022 12-2025
15.58 14.94 16.56 13.98 0.94 15.27 11-2022 11-2025
16.09 16.15 18.27 14.01 1.51 16.13 10-2022 10-2025
15.87 15.74 17.55 14.08 1.23 15.81 09-2022 09-2025
16.38 16.25 17.83 14.82 1.07 16.32 08-2022 08-2025
20.97 18.51 22.57 16.96 2.17 19.75 07-2022 07-2025
21.93 19.56 23.49 18.05 2.1 20.76 06-2022 06-2025
19.45 17.32 21.57 15.28 2.35 18.41 05-2022 05-2025
12.63 15.22 17.4 10.55 2.59 13.95 04-2022 04-2025
15.18 14.2 18.16 11.32 2.44 14.71 03-2022 03-2025
14.4 15.51 18.72 11.31 2.65 14.98 02-2022 02-2025
16.09 15.48 19.73 11.97 2.75 15.82 01-2022 01-2025
17.98 16.97 19.99 15.01 1.8 17.49 12-2021 12-2024
17.23 17.28 20.05 14.53 1.95 17.27 11-2021 11-2024
18.74 19.34 22.81 15.39 2.63 19.07 10-2021 10-2024
19.64 19.84 22.11 17.42 1.66 19.75 09-2021 09-2024
21.47 20.53 23.68 18.38 1.9 21.02 08-2021 08-2024
21.14 22.62 23.96 19.84 1.55 21.89 07-2021 07-2024
17.9 21.35 23 16.32 2.66 19.64 06-2021 06-2024
22.24 21.71 24.52 19.48 1.79 21.99 05-2021 05-2024
21.87 21.99 24.07 19.83 1.5 21.94 04-2021 04-2024
23.75 23.05 25.82 21.02 1.72 23.41 03-2021 03-2024
22.2 21.65 24.82 19.1 2.03 21.94 02-2021 02-2024
20.22 18.9 22.35 16.84 2 19.58 01-2021 01-2024
18.83 19.32 22.15 16.08 2.15 19.09 12-2020 12-2023
17.29 18.57 21.17 14.77 2.31 17.95 11-2020 11-2023
16.96 17.09 18.64 15.44 1.13 17.03 10-2020 10-2023
18.49 17.54 20.31 15.77 1.64 18.03 09-2020 09-2023
18.5 18.08 20.07 16.54 1.26 18.3 08-2020 08-2023
20.47 19.76 22.18 18.09 1.47 20.12 07-2020 07-2023
19.67 19.66 21.59 17.78 1.35 19.68 06-2020 06-2023
21.83 20.15 23.3 18.72 1.72 21 05-2020 05-2023
22.4 17.98 24.47 16.02 3.37 20.22 04-2020 04-2023

Rolling return for 5 year

Average return: 14.67
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.26 13.78 15.31 11.76 1.27 13.53 03-2021 03-2026
14 14.05 15.83 12.26 1.26 14.04 02-2021 02-2026
14.28 13.68 15.64 12.34 1.19 13.98 01-2021 01-2026
15.77 14.64 16.27 14.15 0.85 15.21 12-2020 12-2025
16.97 16.05 17.57 15.46 0.81 16.51 11-2020 11-2025
16.59 16.97 17.9 15.67 0.8 16.78 10-2020 10-2025
17.56 16.94 18.58 15.93 0.96 17.25 09-2020 09-2025
17.56 17.26 18.44 16.39 0.73 17.41 08-2020 08-2025
19.24 18.75 20.19 17.82 0.86 19 07-2020 07-2025
19.92 19.69 20.84 18.78 0.73 19.81 06-2020 06-2025
21.29 20.68 22.57 19.42 1.13 20.99 05-2020 05-2025
20.68 19.8 23.71 16.86 2.44 20.26 04-2020 04-2025
22.32 16.35 24.21 14.58 4.01 19.37 03-2020 03-2025
15.05 16.09 17.64 13.54 1.5 15.58 02-2020 02-2025
16.3 17.47 18.48 15.31 1.19 16.89 01-2020 01-2025
18.03 18.57 19.23 17.38 0.68 18.3 12-2019 12-2024
17.58 18.61 19.27 16.93 0.9 18.1 11-2019 11-2024
19.62 20.76 22.06 18.34 1.38 20.2 10-2019 10-2024
21.75 21.48 23.25 20 1.15 21.62 09-2019 09-2024
21.01 21.64 22.32 20.33 0.74 21.33 08-2019 08-2024
19.91 20.28 21.57 18.64 1.04 20.1 07-2019 07-2024
16.19 18.48 19.18 15.51 1.53 17.34 06-2019 06-2024
18.31 18.19 19.63 16.89 0.97 18.25 05-2019 05-2024
16.66 17.52 17.92 16.26 0.66 17.09 04-2019 04-2024
17.36 17.65 18.53 16.48 0.73 17.5 03-2019 03-2024
17.11 17.38 18.61 15.9 0.96 17.25 02-2019 02-2024
15.5 16.11 16.72 14.9 0.68 15.81 01-2019 01-2024
14.19 14.72 16.09 12.84 1.16 14.46 12-2018 12-2023
12.56 13.48 14.79 11.29 1.28 13.03 11-2018 11-2023
12.85 11.9 13.81 10.94 1.07 12.38 10-2018 10-2023
11.05 10.6 12.07 9.59 0.89 10.83 09-2018 09-2023
10.01 10.11 10.89 9.24 0.58 10.06 08-2018 08-2023
10.86 10.67 11.8 9.74 0.73 10.77 07-2018 07-2023
10.02 10.56 11.08 9.51 0.59 10.29 06-2018 06-2023
9.35 9.5 10.14 8.71 0.51 9.43 05-2018 05-2023
8.97 8.89 10.08 7.8 0.81 8.94 04-2018 04-2023
9.11 9.11 9.83 8.39 0.51 9.11 03-2018 03-2023
8.71 8.52 9.62 7.63 0.71 8.62 02-2018 02-2023
8.09 8.53 8.97 7.66 0.49 8.31 01-2018 01-2023
9.46 9.64 10.75 8.35 0.85 9.55 12-2017 12-2022
10.27 10.41 11.2 9.49 0.61 10.34 11-2017 11-2022
10.02 10.21 11.22 9.02 0.78 10.12 10-2017 10-2022
10.55 10.49 11.58 9.47 0.75 10.52 09-2017 09-2022
10.91 10.96 11.81 10.07 0.62 10.94 08-2017 08-2022
9.42 10.47 11.65 8.26 1.25 9.95 07-2017 07-2022
9.2 10.74 11.34 8.61 1.11 9.97 06-2017 06-2022
10.3 11.66 12.67 9.3 1.28 10.98 05-2017 05-2022
12.38 12.7 13.64 11.45 0.78 12.54 04-2017 04-2022
12.04 13.42 14.36 11.13 1.24 12.74 03-2017 03-2022
13.06 14.12 14.93 12.26 1.02 13.59 02-2017 02-2022
15.23 16.3 17.75 13.8 1.45 15.77 01-2017 01-2022
16.58 17.05 18.37 15.28 1.11 16.82 12-2016 12-2021
16.55 15.63 18.19 14.02 1.51 16.1 11-2016 11-2021
14.58 15.98 16.56 14.01 1.03 15.28 10-2016 10-2021
15.43 15.95 16.74 14.65 0.76 15.69 09-2016 09-2021
14.27 14.93 16.06 13.17 1.05 14.61 08-2016 08-2021
14.86 14.32 15.61 13.58 0.74 14.59 07-2016 07-2021
14.8 15.08 15.73 14.15 0.57 14.94 06-2016 06-2021
14.28 14.93 15.85 13.37 0.91 14.61 05-2016 05-2021
14.67 14.78 15.84 13.62 0.79 14.73 04-2016 04-2021

Rolling return for 7 year

Average return: 13.96
Min Max Min-Max Max-Min Standard Deviation Mean From To
11.85 12.68 13.29 11.25 0.78 12.27 03-2019 03-2026
12.81 13.25 14.09 11.97 0.77 13.03 02-2019 02-2026
12.68 13.21 13.63 12.26 0.52 12.95 01-2019 01-2026
13.36 12.75 13.71 12.4 0.51 13.05 12-2018 12-2025
13.68 13.16 14.09 12.75 0.51 13.42 11-2018 11-2025
13.75 13.27 14.66 12.37 0.83 13.51 10-2018 10-2025
12.49 12.12 13.19 11.44 0.63 12.31 09-2018 09-2025
11.74 11.77 12.33 11.17 0.41 11.75 08-2018 08-2025
12.7 12.51 13.33 11.88 0.52 12.61 07-2018 07-2025
12.87 13.11 13.49 12.49 0.36 12.99 06-2018 06-2025
12.42 12.8 13.27 11.95 0.49 12.61 05-2018 05-2025
11.52 12.64 13.52 10.66 1.09 12.09 04-2018 04-2025
12.06 12.76 13.29 11.53 0.67 12.41 03-2018 03-2025
11.78 12.76 13.57 10.98 0.98 12.27 02-2018 02-2025
12.34 13.51 13.83 12.01 0.76 12.92 01-2018 01-2025
14.12 14.12 14.95 13.29 0.59 14.12 12-2017 12-2024
14.24 14.82 15.41 13.66 0.65 14.53 11-2017 11-2024
15.53 16.45 17.21 14.78 0.92 15.99 10-2017 10-2024
16.68 16.88 17.7 15.86 0.65 16.78 09-2017 09-2024
16.72 16.99 17.63 16.09 0.55 16.86 08-2017 08-2024
16.73 16.99 17.89 15.85 0.73 16.87 07-2017 07-2024
14.98 16.64 17.09 14.54 1.08 15.81 06-2017 06-2024
16.02 16.2 16.95 15.28 0.59 16.11 05-2017 05-2024
15.71 15.91 16.6 15.03 0.56 15.81 04-2017 04-2024
16.31 16.45 17.14 15.63 0.54 16.38 03-2017 03-2024
16.09 16.56 17.15 15.51 0.6 16.33 02-2017 02-2024
16.46 16.3 17.33 15.43 0.67 16.38 01-2017 01-2024
15.93 16.37 17.31 15 0.83 16.15 12-2016 12-2023
14.19 13.99 15.79 12.41 1.2 14.1 11-2016 11-2023
12.32 12.6 13 11.91 0.4 12.46 10-2016 10-2023
12.41 12.6 13.15 11.87 0.46 12.51 09-2016 09-2023
12.77 12.62 13.41 11.99 0.5 12.7 08-2016 08-2023
13.48 13.25 14.17 12.57 0.57 13.37 07-2016 07-2023
13.26 13.58 14.04 12.8 0.45 13.42 06-2016 06-2023
13.39 13.33 13.98 12.75 0.44 13.36 05-2016 05-2023
13.12 13.19 13.94 12.38 0.55 13.16 04-2016 04-2023
13.13 13.22 13.66 12.69 0.34 13.18 03-2016 03-2023

Rolling return for 10 year

Average return: 13.93
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.57 14.28 14.6 13.27 0.53 13.93 03-2016 03-2026