NIFTY ALPHA QUALITY LOW-VOLATILITY 30

Index type: Equity Mean-Variance Ratio (MVR): 1.64 Weighted mean CAGR by duration: 13.67 Mean CAGR: 11.51 Standard deviation CAGR: 7.02 Range for CAGR: 20.01

Rolling returns

Summary

Duration Min Max Median Average XIRR (%)
1 year -14.89 17.72 -2.66 -2.17
3 year 9.77 23.76 17.77 17.84
5 year 7.98 24.30 14.31 14.68
7 year 10.72 17.84 13.46 13.79
10 year 12.85 13.98 13.41 13.41

Rolling return for 1 year

Average return: -2.17
Min Max Min-Max Max-Min Standard Deviation Mean From To
7.05 7.46 15.88 -0.72 5.87 7.42 03-2025 03-2026
9.65 4.19 17.72 -2.95 7.56 7.15 02-2025 02-2026
3.65 0.29 10.01 -5.51 5.62 2.11 01-2025 01-2026
-0.21 -2.36 2.87 -5.28 2.98 -1.24 12-2024 12-2025
0.45 -2.15 3.81 -5.32 3.36 -0.8 11-2024 11-2025
-5.24 -9.76 -0.22 -14.3 5.23 -7.38 10-2024 10-2025
-11.34 -11.11 -7.4 -14.89 2.65 -11.19 09-2024 09-2025
-9.92 -10.05 -5.84 -13.94 2.86 -9.94 08-2024 08-2025
-6.98 -8.72 -3.23 -12.26 3.25 -7.8 07-2024 07-2025
1.19 -4.47 4.27 -7.3 4.55 -1.58 06-2024 06-2025
-0.97 -0.91 5.93 -7.36 4.7 -0.83 05-2024 05-2025
-6.76 2.73 6.17 -9.78 6.56 -1.91 04-2024 04-2025

Rolling return for 3 year

Average return: 17.84
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.82 17.35 18.92 14.29 1.72 16.59 03-2023 03-2026
16.49 17.99 19.28 15.23 1.53 17.25 02-2023 02-2026
16.82 18.09 19.17 15.77 1.28 17.46 01-2023 01-2026
17.41 16.4 18.61 15.22 1.25 16.91 12-2022 12-2025
16.66 16.48 17.95 15.21 0.97 16.57 11-2022 11-2025
17.42 18.1 19.46 16.09 1.22 17.77 10-2022 10-2025
17.22 17.28 18.93 15.59 1.18 17.26 09-2022 09-2025
15.77 16.16 17.49 14.46 1.08 15.97 08-2022 08-2025
19.19 17.59 20.77 16.05 1.76 18.4 07-2022 07-2025
21.03 19.11 22.25 17.93 1.67 20.08 06-2022 06-2025
17.62 17.36 20.29 14.75 1.96 17.51 05-2022 05-2025
11.64 14.62 16.58 9.77 2.63 13.15 04-2022 04-2025
13.89 13.76 16.79 10.94 2.07 13.84 03-2022 03-2025
13.96 15.47 18.69 10.87 2.82 14.75 02-2022 02-2025
15.43 15.33 19.04 11.83 2.55 15.41 01-2022 01-2025
17.12 16.81 19.17 14.8 1.55 16.98 12-2021 12-2024
16.17 16.6 18.48 14.33 1.48 16.39 11-2021 11-2024
17.39 19.12 21.39 15.2 2.27 18.28 10-2021 10-2024
19.97 19.38 21.62 17.77 1.38 19.68 09-2021 09-2024
20.98 20.4 22.84 18.58 1.52 20.7 08-2021 08-2024
21.18 22.59 23.57 20.23 1.28 21.89 07-2021 07-2024
19.03 21.55 22.56 18.05 1.83 20.3 06-2021 06-2024
20.67 20.73 23.38 18.07 1.88 20.71 05-2021 05-2024
19.51 19.58 20.83 18.28 0.9 19.55 04-2021 04-2024
20.11 19.74 21.6 18.27 1.18 19.93 03-2021 03-2024
18.68 18.36 20.88 16.2 1.66 18.53 02-2021 02-2024
17.36 16.04 18.63 14.8 1.43 16.71 01-2021 01-2024
17.35 17.21 20.1 14.53 1.97 17.3 12-2020 12-2023
15.55 16.93 19.43 13.13 2.28 16.26 11-2020 11-2023
15.76 16.09 17.23 14.63 0.93 15.93 10-2020 10-2023
17.43 17.22 19.04 15.63 1.21 17.33 09-2020 09-2023
17.78 17.33 18.77 16.35 0.87 17.56 08-2020 08-2023
19.77 18.59 21.3 17.09 1.55 19.19 07-2020 07-2023
19.77 19.64 21.24 18.19 1.08 19.71 06-2020 06-2023
21.3 19.94 23.05 18.24 1.77 20.63 05-2020 05-2023
22.04 17.38 23.76 15.75 3.28 19.73 04-2020 04-2023

Rolling return for 5 year

Average return: 14.68
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.23 12.98 14.03 11.2 1.04 12.61 03-2021 03-2026
12.86 13.03 14.47 11.44 1.07 12.95 02-2021 02-2026
13.17 13.02 14.53 11.68 1.01 13.1 01-2021 01-2026
15.17 14.19 15.88 13.5 0.91 14.69 12-2020 12-2025
16.62 15.91 17.39 15.15 0.83 16.27 11-2020 11-2025
16.64 17.16 17.85 15.96 0.69 16.9 10-2020 10-2025
17.66 17.6 18.69 16.58 0.75 17.63 09-2020 09-2025
17.35 17.53 18.39 16.49 0.67 17.44 08-2020 08-2025
19.12 18.44 20.06 17.51 0.93 18.78 07-2020 07-2025
20.05 19.81 20.77 19.1 0.6 19.93 06-2020 06-2025
20.99 20.77 22.63 19.15 1.23 20.88 05-2020 05-2025
20.36 19.66 23.52 16.59 2.46 20.03 04-2020 04-2025
22.44 16.9 24.3 15.15 3.78 19.7 03-2020 03-2025
15.78 17.13 18.64 14.3 1.61 16.46 02-2020 02-2025
17.3 18.48 19.49 16.31 1.2 17.89 01-2020 01-2025
18.97 19.53 20.21 18.29 0.71 19.25 12-2019 12-2024
18.57 18.97 19.98 17.57 0.86 18.77 11-2019 11-2024
20.17 21.07 22.61 18.66 1.43 20.63 10-2019 10-2024
22.83 22.04 23.84 21.04 1.03 22.44 09-2019 09-2024
22.34 22.32 23.47 21.21 0.8 22.34 08-2019 08-2024
21.86 21.79 23.3 20.38 1.03 21.83 07-2019 07-2024
18.71 19.78 20.8 17.7 1.16 19.25 06-2019 06-2024
18.57 18.89 20.17 17.31 1.02 18.73 05-2019 05-2024
16.61 16.95 17.38 16.18 0.44 16.78 04-2019 04-2024
16.79 17.1 17.66 16.24 0.51 16.95 03-2019 03-2024
16.75 16.73 18.05 15.45 0.92 16.75 02-2019 02-2024
15.82 15.92 16.57 15.18 0.49 15.87 01-2019 01-2024
14.42 14.73 16.02 13.15 1.02 14.58 12-2018 12-2023
12.53 13.43 14.78 11.2 1.31 12.98 11-2018 11-2023
12.9 11.85 13.76 11 1.04 12.38 10-2018 10-2023
11.19 10.68 12.11 9.78 0.84 10.94 09-2018 09-2023
10.4 9.96 10.96 9.4 0.57 10.18 08-2018 08-2023
11.05 10.83 11.9 9.99 0.68 10.94 07-2018 07-2023
10.6 10.83 11.41 10.02 0.5 10.71 06-2018 06-2023
9.87 10.1 10.81 9.16 0.59 9.98 05-2018 05-2023
9.13 8.89 10.05 7.98 0.74 9.01 04-2018 04-2023
9.14 9.35 10.01 8.48 0.55 9.25 03-2018 03-2023
9.18 9.01 9.9 8.31 0.57 9.1 02-2018 02-2023
8.62 8.93 9.21 8.34 0.33 8.77 01-2018 01-2023
9.79 9.85 11.03 8.62 0.85 9.82 12-2017 12-2022
10.47 10.68 11.3 9.85 0.52 10.57 11-2017 11-2022
10.39 10.31 11.15 9.56 0.56 10.35 10-2017 10-2022
10.77 10.54 11.7 9.62 0.74 10.66 09-2017 09-2022
11.15 11.05 11.92 10.29 0.58 11.1 08-2017 08-2022
9.88 10.88 11.66 9.12 0.97 10.39 07-2017 07-2022
9.36 10.42 11.08 8.71 0.92 9.89 06-2017 06-2022
10.68 11.47 12.33 9.83 0.93 11.08 05-2017 05-2022
12.21 12.56 13.36 11.42 0.7 12.39 04-2017 04-2022
12.09 12.93 13.87 11.17 1 12.51 03-2017 03-2022
12.39 13.56 14.26 11.71 0.99 12.98 02-2017 02-2022
14.74 15.4 16.94 13.23 1.33 15.08 01-2017 01-2022
16.25 16.19 17.66 14.8 1.01 16.22 12-2016 12-2021
16.19 14.76 17.31 13.66 1.39 15.48 11-2016 11-2021
14.19 14.73 15.49 13.44 0.75 14.46 10-2016 10-2021
14.32 14.89 15.6 13.62 0.73 14.61 09-2016 09-2021
13.53 13.9 14.9 12.54 0.84 13.72 08-2016 08-2021
14.09 13.39 14.63 12.85 0.68 13.74 07-2016 07-2021
14.34 14.24 14.91 13.68 0.44 14.29 06-2016 06-2021
13.57 14.18 15.06 12.7 0.86 13.88 05-2016 05-2021
14.19 13.89 14.9 13.18 0.62 14.04 04-2016 04-2021

Rolling return for 7 year

Average return: 13.79
Min Max Min-Max Max-Min Standard Deviation Mean From To
12.16 13.06 13.44 11.78 0.67 12.61 03-2019 03-2026
13.16 13.4 14.31 12.25 0.73 13.28 02-2019 02-2026
13.28 13.79 14.25 12.83 0.53 13.54 01-2019 01-2026
13.72 13.3 14.21 12.81 0.52 13.51 12-2018 12-2025
14.13 13.7 14.67 13.17 0.55 13.92 11-2018 11-2025
14.33 13.79 15.17 12.95 0.81 14.06 10-2018 10-2025
13.1 12.77 13.81 12.07 0.63 12.94 09-2018 09-2025
12.17 12.15 12.88 11.44 0.51 12.16 08-2018 08-2025
13.03 12.89 13.67 12.26 0.5 12.96 07-2018 07-2025
13.33 13.4 13.82 12.91 0.32 13.37 06-2018 06-2025
12.81 13.38 13.9 12.3 0.6 13.1 05-2018 05-2025
11.56 12.8 13.65 10.72 1.12 12.18 04-2018 04-2025
12.27 12.99 13.48 11.78 0.65 12.63 03-2018 03-2025
12.19 13.5 14.16 11.54 1.04 12.85 02-2018 02-2025
12.82 14.1 14.32 12.61 0.76 13.46 01-2018 01-2025
14.54 14.52 15.4 13.67 0.61 14.53 12-2017 12-2024
14.63 15.14 15.6 14.17 0.54 14.89 11-2017 11-2024
15.85 16.89 17.52 15.23 0.89 16.37 10-2017 10-2024
17.16 16.97 17.84 16.29 0.55 17.06 09-2017 09-2024
16.56 16.67 17.32 15.91 0.5 16.62 08-2017 08-2024
16.52 16.91 17.5 15.94 0.57 16.72 07-2017 07-2024
15.49 16.45 16.95 15 0.77 15.97 06-2017 06-2024
15.42 15.89 16.52 14.79 0.63 15.66 05-2017 05-2024
14.97 14.93 15.51 14.39 0.4 14.95 04-2017 04-2024
15.38 15.31 15.99 14.7 0.46 15.35 03-2017 03-2024
14.99 15.39 15.89 14.48 0.52 15.19 02-2017 02-2024
15.61 15.05 16.15 14.52 0.61 15.33 01-2017 01-2024
15.33 15.44 16.48 14.3 0.77 15.39 12-2016 12-2023
13.22 13.04 14.84 11.46 1.2 13.14 11-2016 11-2023
11.47 11.55 12.07 10.95 0.4 11.51 10-2016 10-2023
11.52 11.69 12.18 11.04 0.41 11.61 09-2016 09-2023
11.98 11.69 12.39 11.29 0.4 11.84 08-2016 08-2023
12.58 12.32 13.2 11.71 0.53 12.45 07-2016 07-2023
12.62 12.74 13.21 12.15 0.38 12.68 06-2016 06-2023
12.37 12.44 13.06 11.76 0.46 12.41 05-2016 05-2023
12.09 12.06 12.77 11.39 0.49 12.08 04-2016 04-2023
11.93 12.23 12.57 11.6 0.36 12.08 03-2016 03-2023

Rolling return for 10 year

Average return: 13.41
Min Max Min-Max Max-Min Standard Deviation Mean From To
13.08 13.75 13.98 12.85 0.46 13.41 03-2016 03-2026