NIFTY TOTAL MARKET MOMENTUM QUALITY 50

Index type: Equity Mean-Variance Ratio (MVR): 0.97 Weighted mean CAGR by duration: 17.46 Mean CAGR: 11.93 Standard deviation CAGR: 12.29 Range for CAGR: 27.1

Rolling returns

Summary

Duration Min Max Median Average XIRR (%)
1 year -18.51 25.09 -6.53 -5.41
3 year 7.80 31.35 21.70 21.69
5 year 18.29 20.72 19.50 19.50

Rolling return for 1 year

Average return: -5.41
Min Max Min-Max Max-Min Standard Deviation Mean From To
-9.71 -11.77 -4.41 -16.66 4.39 -10.64 12-2024 12-2025
-3.12 -7.2 -0.65 -9.5 3.45 -5.12 11-2024 11-2025
-6.35 -12.65 -3.69 -15.06 4.6 -9.44 10-2024 10-2025
-11.7 -10.38 -6.41 -15.45 3.23 -10.98 09-2024 09-2025
-8.25 -11.73 -5.34 -14.44 3.44 -9.94 08-2024 08-2025
-10.21 -10.2 -4.11 -15.91 4.17 -10.11 07-2024 07-2025
2.78 -6.45 7.4 -10.48 7.12 -1.69 06-2024 06-2025
-5.96 -4.41 3.85 -13.44 6.14 -4.99 05-2024 05-2025
-12.95 -6.6 -0.23 -18.51 6.84 -9.57 04-2024 04-2025
-2.45 -2.66 6.34 -10.7 6.03 -2.37 03-2024 03-2025
-6.9 1.88 6.51 -10.96 6.91 -2.37 02-2024 02-2025
5.1 18.91 25.09 -0.09 10.16 12.25 01-2024 01-2025

Rolling return for 3 year

Average return: 21.69
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.46 19.9 23.79 17.64 2.24 20.7 12-2022 12-2025
20.85 20.47 21.87 19.47 0.86 20.66 11-2022 11-2025
20.57 20.07 21.7 18.95 0.99 20.32 10-2022 10-2025
20.3 19.84 22.65 17.54 1.81 20.08 09-2022 09-2025
20.04 19.57 21.3 18.34 1.06 19.81 08-2022 08-2025
24.25 23.45 27 20.77 2.22 23.87 07-2022 07-2025
26.44 23.09 28.31 21.29 2.75 24.78 06-2022 06-2025
20.24 19.5 24.29 15.61 3.08 19.91 05-2022 05-2025
10.82 12.81 15.97 7.8 2.97 11.85 04-2022 04-2025
13.21 12.77 16.51 9.58 2.46 13.02 03-2022 03-2025
14.32 14.4 19.56 9.38 3.6 14.41 02-2022 02-2025
14.83 16.51 21.69 9.94 4.2 15.74 01-2022 01-2025
18.77 19.49 21.99 16.34 2.01 19.15 12-2021 12-2024
18.4 18.23 21.12 15.58 1.96 18.33 11-2021 11-2024
19.02 19.86 22.96 16.03 2.47 19.47 10-2021 10-2024
22.14 21.77 23.93 20.02 1.39 21.96 09-2021 09-2024
22.98 23.31 25.88 20.48 1.91 23.16 08-2021 08-2024
26.01 26.32 28.8 23.58 1.85 26.18 07-2021 07-2024
22.94 26.51 28.73 20.82 3.07 24.75 06-2021 06-2024
25.58 26.35 29.09 22.91 2.2 25.98 05-2021 05-2024
26.32 26.98 29.13 24.22 1.75 26.66 04-2021 04-2024
26.08 26.69 29.86 23.01 2.43 26.41 03-2021 03-2024
29.42 28.88 31.35 26.99 1.55 29.16 02-2021 02-2024
28.33 27.41 30.51 25.28 1.88 27.88 01-2021 01-2024
27.54 28.55 30.48 25.66 1.74 28.06 12-2020 12-2023

Rolling return for 5 year

Average return: 19.5
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.35 19.65 20.72 18.29 0.87 19.5 12-2020 12-2025