NIFTY ALPHA QUALITY VALUE LOW-VOLATILITY 30

Index type: Equity Mean-Variance Ratio (MVR): 1.96 Weighted mean CAGR by duration: 16.21 Mean CAGR: 14.62 Standard deviation CAGR: 7.44 Range for CAGR: 22.74

Rolling returns

Summary

Duration Min Max Median Average XIRR (%)
1 year -11.49 19.41 0.51 1.03
3 year 16.79 30.36 23.69 23.77
5 year 9.02 29.35 15.60 17.03
7 year 12.20 20.44 16.41 16.23
10 year 14.44 15.65 15.04 15.04

Rolling return for 1 year

Average return: 1.03
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.61 6.1 14.97 -1.62 5.87 6.52 03-2025 03-2026
12.51 7.47 19.41 1.25 6.67 10.16 02-2025 02-2026
6.94 4.41 12.76 -0.98 4.94 5.78 01-2025 01-2026
4.58 1.09 6.8 -1.01 3.02 2.87 12-2024 12-2025
2.52 0.82 6.88 -3.3 3.65 1.73 11-2024 11-2025
-2 -5.72 2.48 -9.85 4.55 -3.77 10-2024 10-2025
-7.33 -6.65 -3.26 -10.57 2.6 -6.95 09-2024 09-2025
-6.53 -7.09 -1.89 -11.49 3.4 -6.75 08-2024 08-2025
-3.09 -6.43 0.14 -9.45 3.59 -4.71 07-2024 07-2025
7.46 0.2 11.11 -3.09 5.64 3.92 06-2024 06-2025
2.28 2.2 9.55 -4.57 4.99 2.37 05-2024 05-2025
-3.49 5.62 9.96 -7.3 6.9 1.2 04-2024 04-2025

Rolling return for 3 year

Average return: 23.77
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.7 21.11 22.75 18.1 1.72 20.41 03-2023 03-2026
22.01 23.18 24.46 20.75 1.38 22.6 02-2023 02-2026
22.36 23.14 24.54 20.99 1.29 22.76 01-2023 01-2026
23.22 21.95 24.09 21.1 1.15 22.59 12-2022 12-2025
21.51 21.85 23.21 20.17 1.08 21.69 11-2022 11-2025
23.32 23.21 25.17 21.39 1.34 23.27 10-2022 10-2025
22.87 22.82 24.65 21.07 1.27 22.85 09-2022 09-2025
21.84 22.86 23.83 20.89 1.1 22.36 08-2022 08-2025
25.74 23.96 27.13 22.61 1.72 24.86 07-2022 07-2025
27.41 25.82 28.84 24.43 1.66 26.62 06-2022 06-2025
24.28 24.49 27.15 21.67 1.94 24.4 05-2022 05-2025
18.44 21.98 23.7 16.79 2.75 20.23 04-2022 04-2025
21.09 21.67 24.38 18.46 2.1 21.4 03-2022 03-2025
21.77 22.56 26.12 18.33 2.77 22.2 02-2022 02-2025
22.55 22.43 25.74 19.33 2.27 22.51 01-2022 01-2025
24.56 24.48 26.86 22.22 1.64 24.53 12-2021 12-2024
23.8 23.94 26.23 21.55 1.66 23.88 11-2021 11-2024
24.38 25.31 27.89 21.87 2.15 24.86 10-2021 10-2024
26.29 25.62 27.8 24.13 1.32 25.96 09-2021 09-2024
27.44 27.23 29.78 24.94 1.71 27.35 08-2021 08-2024
27.44 29.45 30.36 26.55 1.52 28.45 07-2021 07-2024
24.2 27.2 28.55 22.89 2.26 25.71 06-2021 06-2024
27.04 27.17 30.01 24.26 2.03 27.12 05-2021 05-2024
25.95 26.23 27.66 24.55 1.1 26.1 04-2021 04-2024
26.26 26.39 28.4 24.29 1.45 26.34 03-2021 03-2024
26.02 25.67 27.96 23.76 1.49 25.85 02-2021 02-2024
24.43 23.6 26.56 21.52 1.81 24.03 01-2021 01-2024
23.19 23.67 26.49 20.45 2.14 23.45 12-2020 12-2023
21.02 22.76 25.47 18.4 2.57 21.91 11-2020 11-2023
21.1 21.69 22.87 19.94 1.06 21.4 10-2020 10-2023
22.68 22.5 24.71 20.51 1.49 22.6 09-2020 09-2023
22.71 21.57 23.5 20.8 1.04 22.14 08-2020 08-2023
23.86 23.12 25.82 21.2 1.65 23.5 07-2020 07-2023
22.69 23.48 25.01 21.19 1.38 23.09 06-2020 06-2023
24.07 22.61 25.76 20.96 1.77 23.35 05-2020 05-2023
25.64 20.78 27.34 19.17 3.36 23.23 04-2020 04-2023

Rolling return for 5 year

Average return: 17.03
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.56 17.22 18.34 15.47 1.04 16.9 03-2021 03-2026
17.96 18.08 19.37 16.68 0.95 18.02 02-2021 02-2026
18.38 17.95 19.64 16.71 1.05 18.17 01-2021 01-2026
20.28 19.16 20.79 18.67 0.85 19.73 12-2020 12-2025
21.35 20.78 22.37 19.77 0.94 21.07 11-2020 11-2025
21.55 21.94 22.64 20.85 0.65 21.75 10-2020 10-2025
22.58 22.33 23.64 21.28 0.84 22.46 09-2020 09-2025
22.03 22.06 23.22 20.89 0.82 22.05 08-2020 08-2025
23.85 23.04 24.66 22.24 0.9 23.45 07-2020 07-2025
24.39 24.31 25.22 23.48 0.62 24.35 06-2020 06-2025
25.1 24.91 26.83 23.21 1.28 25.01 05-2020 05-2025
24.87 24.17 28.17 20.97 2.56 24.55 04-2020 04-2025
27.29 22.11 29.35 20.16 3.73 24.73 03-2020 03-2025
20.97 21.86 23.55 19.32 1.53 21.43 02-2020 02-2025
21.64 22.56 23.53 20.69 1.06 22.11 01-2020 01-2025
23.27 23.87 24.63 22.52 0.78 23.57 12-2019 12-2024
22.73 23.21 24.17 21.78 0.86 22.97 11-2019 11-2024
24.25 24.88 26.35 22.81 1.27 24.57 10-2019 10-2024
26.19 25.67 27.09 24.78 0.84 25.93 09-2019 09-2024
25.71 26.15 27.08 24.78 0.83 25.93 08-2019 08-2024
25.13 25.35 26.84 23.66 1.13 25.25 07-2019 07-2024
21.21 22.73 23.74 20.22 1.36 21.97 06-2019 06-2024
21.73 22.27 23.43 20.58 1.03 22 05-2019 05-2024
19.93 20.4 20.9 19.44 0.54 20.17 04-2019 04-2024
20.13 20.72 21.34 19.51 0.68 20.43 03-2019 03-2024
20.87 20.68 21.98 19.58 0.85 20.78 02-2019 02-2024
19.55 20.22 20.77 19.01 0.67 19.89 01-2019 01-2024
17.83 18.4 19.71 16.54 1.14 18.12 12-2018 12-2023
15.5 16.93 18.03 14.43 1.37 16.22 11-2018 11-2023
15.98 15.09 16.99 14.1 1.07 15.54 10-2018 10-2023
14.22 13.93 15.35 12.82 0.9 14.08 09-2018 09-2023
13.3 12.98 13.73 12.54 0.44 13.14 08-2018 08-2023
13.47 13.53 14.55 12.46 0.74 13.5 07-2018 07-2023
12.45 12.91 13.72 11.65 0.75 12.68 06-2018 06-2023
11.47 11.77 12.38 10.86 0.55 11.62 05-2018 05-2023
10.59 10.6 11.48 9.71 0.63 10.59 04-2018 04-2023
10.41 10.39 11.3 9.5 0.64 10.4 03-2018 03-2023
10.01 9.81 10.69 9.13 0.56 9.91 02-2018 02-2023
9.74 9.76 10.49 9.02 0.52 9.75 01-2018 01-2023
11.07 10.93 12.23 9.78 0.87 11 12-2017 12-2022
11.6 11.79 12.34 11.05 0.46 11.7 11-2017 11-2022
11.05 11.28 12.1 10.23 0.67 11.17 10-2017 10-2022
11.63 11.76 12.62 10.77 0.66 11.69 09-2017 09-2022
11.97 11.67 12.5 11.15 0.49 11.82 08-2017 08-2022
10.86 11.61 12.55 9.93 0.96 11.24 07-2017 07-2022
10.16 10.93 11.74 9.36 0.88 10.55 06-2017 06-2022
10.9 11.46 12.32 10.05 0.83 11.18 05-2017 05-2022
11.75 12.14 12.69 11.2 0.54 11.95 04-2017 04-2022
11.3 12.13 12.77 10.66 0.8 11.71 03-2017 03-2022
11.58 12.68 13.51 10.76 1.05 12.13 02-2017 02-2022
13.91 14.27 15.74 12.46 1.17 14.1 01-2017 01-2022
14.91 15.03 16.23 13.73 0.88 14.98 12-2016 12-2021
15.29 14.54 16.57 13.29 1.19 14.92 11-2016 11-2021
14.29 15.05 15.7 13.65 0.77 14.67 10-2016 10-2021
14.7 15.29 15.89 14.1 0.67 14.99 09-2016 09-2021
13.37 14.06 14.73 12.71 0.75 13.72 08-2016 08-2021
13.62 13.24 14.1 12.77 0.49 13.43 07-2016 07-2021
13.79 13.8 14.51 13.08 0.51 13.79 06-2016 06-2021
13.22 13.55 14.73 12.05 0.95 13.39 05-2016 05-2021
13.24 12.94 14 12.18 0.65 13.09 04-2016 04-2021

Rolling return for 7 year

Average return: 16.23
Min Max Min-Max Max-Min Standard Deviation Mean From To
15.09 15.91 16.34 14.67 0.66 15.5 03-2019 03-2026
16.68 16.77 17.68 15.78 0.67 16.73 02-2019 02-2026
16.69 17.2 17.58 16.32 0.48 16.95 01-2019 01-2026
17.32 16.75 17.67 16.4 0.49 17.04 12-2018 12-2025
17.28 17.2 17.98 16.5 0.52 17.24 11-2018 11-2025
17.73 17.11 18.48 16.36 0.78 17.42 10-2018 10-2025
16.51 16.2 17.23 15.49 0.62 16.36 09-2018 09-2025
15.45 15.7 16.26 14.9 0.49 15.58 08-2018 08-2025
16.34 16.14 16.88 15.6 0.46 16.24 07-2018 07-2025
16.43 16.38 16.98 15.83 0.41 16.41 06-2018 06-2025
15.62 16.3 16.75 15.16 0.61 15.96 05-2018 05-2025
14.19 15.68 16.34 13.54 1.12 14.94 04-2018 04-2025
14.87 15.51 16.19 14.19 0.74 15.19 03-2018 03-2025
14.63 15.71 16.37 13.98 0.93 15.17 02-2018 02-2025
15.41 16.14 16.68 14.87 0.69 15.78 01-2018 01-2025
17.12 17.07 18.05 16.15 0.67 17.1 12-2017 12-2024
17.15 17.72 18.13 16.75 0.53 17.44 11-2017 11-2024
18.24 19.03 19.66 17.62 0.77 18.64 10-2017 10-2024
19.45 19.4 20.06 18.79 0.45 19.42 09-2017 09-2024
19.13 19.43 20.06 18.51 0.56 19.28 08-2017 08-2024
19.28 19.72 20.44 18.57 0.68 19.5 07-2017 07-2024
17.67 18.8 19.42 17.06 0.93 18.24 06-2017 06-2024
17.8 18.32 18.98 17.15 0.67 18.06 05-2017 05-2024
16.99 17.25 17.67 16.58 0.4 17.12 04-2017 04-2024
17.13 17.49 17.97 16.65 0.48 17.31 03-2017 03-2024
17.43 17.58 18.2 16.81 0.49 17.5 02-2017 02-2024
17.7 17.48 18.55 16.63 0.68 17.59 01-2017 01-2024
17.04 17.49 18.37 16.17 0.79 17.27 12-2016 12-2023
15.05 15.39 16.85 13.62 1.15 15.23 11-2016 11-2023
13.73 13.98 14.44 13.28 0.42 13.86 10-2016 10-2023
13.8 14.17 14.6 13.38 0.45 13.99 09-2016 09-2023
13.82 13.65 14.13 13.34 0.29 13.74 08-2016 08-2023
13.84 13.99 14.61 13.22 0.49 13.91 07-2016 07-2023
13.56 13.97 14.47 13.06 0.52 13.77 06-2016 06-2023
13.53 13.35 14.2 12.7 0.53 13.45 05-2016 05-2023
12.95 12.85 13.6 12.2 0.5 12.9 04-2016 04-2023
12.74 12.91 13.39 12.27 0.4 12.83 03-2016 03-2023

Rolling return for 10 year

Average return: 15.04
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.78 15.31 15.65 14.44 0.47 15.04 03-2016 03-2026