NIFTY TOTAL MARKET MOMENTUM QUALITY 50

Index type: Equity Mean-Variance Ratio (MVR): 1.49 Weighted mean CAGR by duration: 18.35 Mean CAGR: 15.1 Standard deviation CAGR: 10.12 Range for CAGR: 27.46

Rolling returns

Summary

Duration Min Max Median Average XIRR (%)
1 year -18.51 20.55 -6.43 -4.84
3 year 7.80 31.55 23.04 22.62
5 year 10.02 31.72 21.72 21.09
7 year 14.39 24.25 18.79 19.26
10 year 16.56 18.20 17.38 17.38

Rolling return for 1 year

Average return: -4.84
Min Max Min-Max Max-Min Standard Deviation Mean From To
8.13 8.52 18.29 -0.8 6.75 8.54 03-2025 03-2026
9.67 5.36 20.55 -4.14 8.87 7.86 02-2025 02-2026
2.98 -7.54 10.04 -13.48 9.11 -2 01-2025 01-2026
-9.75 -11.77 -4.41 -16.69 4.4 -10.66 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

Rolling return for 3 year

Average return: 22.62
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.83 21.81 23.47 18.22 1.98 20.83 03-2023 03-2026
20.14 22.85 23.99 19.04 2 21.5 02-2023 02-2026
20.86 21.06 23.56 18.41 1.82 20.97 01-2023 01-2026
21.45 19.9 23.79 17.63 2.25 20.69 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
28.59 28.55 31.55 25.66 2.08 28.59 12-2020 12-2023
25.54 28.43 30.63 23.42 2.75 27 11-2020 11-2023
24.89 26.2 27.06 24.04 1.16 25.55 10-2020 10-2023
27.57 26.62 28.99 25.22 1.37 27.1 09-2020 09-2023
26.29 26.09 28.24 24.16 1.44 26.19 08-2020 08-2023
26.62 27.14 29.78 24.04 2.04 26.9 07-2020 07-2023
24.5 26.78 28.26 23.06 2.01 25.65 06-2020 06-2023
25.63 24.9 27.35 23.21 1.49 25.27 05-2020 05-2023
26.59 22.11 28.98 19.85 3.6 24.38 04-2020 04-2023

Rolling return for 5 year

Average return: 21.09
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.15 16.52 18.26 14.45 1.35 16.35 03-2021 03-2026
17.22 18.11 19.46 15.89 1.3 17.67 02-2021 02-2026
17.99 17.86 19.57 16.31 1.15 17.93 01-2021 01-2026
19.93 19.65 21.32 18.28 1.08 19.8 12-2020 12-2025
22.29 21.66 22.91 21.05 0.69 21.98 11-2020 11-2025
22.19 22.37 22.88 21.69 0.43 22.28 10-2020 10-2025
22.96 23.02 24.4 21.59 0.99 22.99 09-2020 09-2025
23.25 22.76 24.02 22 0.73 23.01 08-2020 08-2025
25.08 25.17 26.73 23.54 1.13 25.13 07-2020 07-2025
26.33 26.56 27.45 25.45 0.71 26.45 06-2020 06-2025
25.71 26.74 28.23 24.25 1.45 26.23 05-2020 05-2025
25.01 24.32 28.47 20.97 2.66 24.69 04-2020 04-2025
27.43 21.49 29.65 19.41 4.19 24.49 03-2020 03-2025
19.64 21.34 22.91 18.11 1.8 20.5 02-2020 02-2025
22.55 25.21 26.89 20.93 2.31 23.89 01-2020 01-2025
26.71 27.94 28.76 25.91 1.1 27.33 12-2019 12-2024
25.98 26.85 27.71 25.13 0.96 26.42 11-2019 11-2024
27.35 28.15 29.86 25.67 1.51 27.76 10-2019 10-2024
29.67 29.12 30.8 28 1.01 29.4 09-2019 09-2024
29.29 29.81 31.11 28.01 1.11 29.55 08-2019 08-2024
30 30.1 31.72 28.4 1.17 30.05 07-2019 07-2024
25.71 28.59 29.23 25.09 1.78 27.16 06-2019 06-2024
26.46 27.29 28.57 25.2 1.23 26.88 05-2019 05-2024
24.57 25.72 26.22 24.07 0.86 25.14 04-2019 04-2024
22.89 24.14 25.09 21.96 1.19 23.52 03-2019 03-2024
24.6 24.26 25.71 23.16 0.91 24.43 02-2019 02-2024
23.55 24.19 24.81 22.94 0.7 23.87 01-2019 01-2024
22.92 23.23 24.61 21.56 1.08 23.08 12-2018 12-2023
20.01 21.88 22.91 19 1.53 20.95 11-2018 11-2023
20.42 19.66 21.67 18.43 1.18 20.05 10-2018 10-2023
19.16 17.64 19.96 16.87 1.22 18.41 09-2018 09-2023
16.51 16.47 17.59 15.4 0.77 16.49 08-2018 08-2023
16.59 16.91 18.33 15.19 1.12 16.75 07-2018 07-2023
15.23 16.26 17.31 14.2 1.16 15.75 06-2018 06-2023
13.89 13.88 14.82 12.95 0.66 13.88 05-2018 05-2023
12.38 12.49 13.65 11.23 0.86 12.44 04-2018 04-2023
12.42 12.71 13.34 11.79 0.56 12.57 03-2018 03-2023
12.72 11.86 13.35 11.24 0.81 12.29 02-2018 02-2023
11.17 11.38 12.54 10.02 0.89 11.28 01-2018 01-2023
12.12 12.67 14.29 10.53 1.34 12.4 12-2017 12-2022
14.23 13.94 15.02 13.16 0.67 14.09 11-2017 11-2022
15.37 14.83 16.32 13.9 0.88 15.11 10-2017 10-2022
15.88 16.1 17.51 14.5 1.07 16 09-2017 09-2022
16.83 16.23 17.84 15.23 0.95 16.53 08-2017 08-2022
14.9 15.66 16.87 13.71 1.15 15.29 07-2017 07-2022
14.98 16.87 17.89 13.99 1.53 15.93 06-2017 06-2022
16.79 18.19 19.58 15.43 1.55 17.5 05-2017 05-2022
20.21 20.78 22.22 18.79 1.23 20.5 04-2017 04-2022
20.49 21.52 22.87 19.17 1.36 21.01 03-2017 03-2022
19.97 22.66 23.19 19.46 1.63 21.32 02-2017 02-2022
24.26 25.15 27.54 21.93 2.01 24.72 01-2017 01-2022
26.92 26.48 28.51 24.92 1.28 26.71 12-2016 12-2021
26.48 24.23 28.33 22.45 2.23 25.37 11-2016 11-2021
22.91 24.16 24.81 22.27 1 23.54 10-2016 10-2021
22.78 23.41 24.08 22.11 0.73 23.09 09-2016 09-2021
21.81 22.54 23.32 21.04 0.85 22.18 08-2016 08-2021
21.74 22.11 23.17 20.7 0.88 21.93 07-2016 07-2021
21.79 22.21 23.07 20.94 0.77 22 06-2016 06-2021
20.84 21.7 22.41 20.14 0.86 21.27 05-2016 05-2021
19.86 19.76 21.07 18.56 0.89 19.81 04-2016 04-2021

Rolling return for 7 year

Average return: 19.26
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.75 17.62 18.26 16.12 0.82 17.19 03-2019 03-2026
17.36 17.97 18.95 16.39 0.93 17.67 02-2019 02-2026
17.63 18.33 18.75 17.21 0.6 17.98 01-2019 01-2026
18.47 18.5 19.44 17.53 0.68 18.48 12-2018 12-2025
19.31 19.02 19.74 18.6 0.42 19.17 11-2018 11-2025
19.8 18.85 20.28 18.38 0.75 19.33 10-2018 10-2025
18.35 17.69 19.34 16.72 0.96 18.03 09-2018 09-2025
17.17 16.89 17.69 16.37 0.48 17.03 08-2018 08-2025
18.33 18.42 19.45 17.31 0.76 18.38 07-2018 07-2025
19.04 19.02 19.79 18.28 0.53 19.03 06-2018 06-2025
17.18 18.15 18.85 16.49 0.9 17.67 05-2018 05-2025
15.23 16.64 17.5 14.39 1.21 15.94 04-2018 04-2025
16.18 17.15 17.62 15.72 0.75 16.67 03-2018 03-2025
16.3 17.45 18.56 15.21 1.25 16.88 02-2018 02-2025
16.49 18.54 19.42 15.63 1.52 17.52 01-2018 01-2025
19.68 19.83 21.06 18.46 0.92 19.76 12-2017 12-2024
19.81 20.17 20.98 19 0.71 19.99 11-2017 11-2024
21.13 21.71 22.83 20.03 1.01 21.43 10-2017 10-2024
22.42 22.13 23.18 21.37 0.65 22.27 09-2017 09-2024
22.35 22.37 23.57 21.15 0.86 22.36 08-2017 08-2024
23.08 23.32 24.23 22.17 0.73 23.2 07-2017 07-2024
21.7 23.36 24.12 20.95 1.27 22.53 06-2017 06-2024
21.98 22.4 23.43 20.96 0.89 22.19 05-2017 05-2024
21.57 21.68 22.72 20.54 0.77 21.63 04-2017 04-2024
20.91 21.48 22.44 19.96 0.9 21.2 03-2017 03-2024
21.85 22.25 22.63 21.48 0.43 22.05 02-2017 02-2024
23.03 22.27 23.93 21.38 0.94 22.65 01-2017 01-2024
23.04 22.84 24.25 21.65 0.92 22.95 12-2016 12-2023
20.85 20.11 22.93 18.08 1.73 20.49 11-2016 11-2023
17.91 18.34 18.78 17.47 0.49 18.12 10-2016 10-2023
18.68 18.79 19.25 18.22 0.37 18.73 09-2016 09-2023
18.29 18.54 19.08 17.76 0.47 18.42 08-2016 08-2023
18 18.53 19.26 17.28 0.72 18.27 07-2016 07-2023
17.37 18.29 18.88 16.79 0.81 17.83 06-2016 06-2023
17.17 17.36 17.85 16.68 0.42 17.27 05-2016 05-2023
16.33 16.37 17.27 15.44 0.65 16.35 04-2016 04-2023
16.02 15.86 16.69 15.19 0.53 15.94 03-2016 03-2023

Rolling return for 10 year

Average return: 17.38
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.15 17.62 18.2 16.56 0.6 17.38 03-2016 03-2026