NIFTY WAVES

Index type: Equity Mean-Variance Ratio (MVR): -0.22 Weighted mean CAGR by duration: 3.03 Mean CAGR: -3.18 Standard deviation CAGR: 14.3 Range for CAGR: 32.25

Rolling returns

Summary

Duration Min Max Median Average XIRR (%)
1 year -38.67 -2.82 -23.62 -23.25
3 year -12.15 29.39 8.00 9.00
5 year -9.85 10.66 7.75 4.70

Rolling return for 1 year

Average return: -23.25
Min Max Min-Max Max-Min Standard Deviation Mean From To
-25.89 -25.22 -18.62 -31.89 4.7 -25.41 12-2024 12-2025
-23.57 -26.13 -19.88 -29.53 3.53 -24.78 11-2024 11-2025
-21.11 -29.19 -15.9 -33.58 6.88 -24.95 10-2024 10-2025
-24.41 -25.17 -19.6 -29.65 3.56 -24.71 09-2024 09-2025
-24 -25.64 -21.24 -28.24 2.54 -24.78 08-2024 08-2025
-21.95 -22.25 -15.1 -28.52 4.75 -21.95 07-2024 07-2025
-12.71 -19.05 -7.42 -23.68 6.17 -15.71 06-2024 06-2025
-22.62 -17.8 -13.18 -26.74 5.09 -20.09 05-2024 05-2025
-27.25 -22.84 -19.14 -30.58 4.34 -24.95 04-2024 04-2025
-22.7 -30.51 -15.85 -36.16 7.7 -26.3 03-2024 03-2025
-32.97 -26.17 -19.31 -38.67 7.26 -29.28 02-2024 02-2025
-19.83 -13.18 -2.82 -28.38 9.35 -16.05 01-2024 01-2025

Rolling return for 3 year

Average return: 9
Min Max Min-Max Max-Min Standard Deviation Mean From To
-1.57 -2.98 1.55 -5.95 2.7 -2.24 12-2022 12-2025
-2.29 -2.59 -0.74 -4.11 1.2 -2.43 11-2022 11-2025
-1.8 -1.17 0.32 -3.25 1.28 -1.47 10-2022 10-2025
-0.32 -2.35 1.75 -4.34 2.27 -1.31 09-2022 09-2025
0.45 -1.32 1.65 -2.49 1.59 -0.43 08-2022 08-2025
4.08 4.09 7.04 1.21 2.06 4.1 07-2022 07-2025
6.77 3.63 8.88 1.62 2.8 5.22 06-2022 06-2025
0.67 -1.35 4.6 -5.06 3.49 -0.28 05-2022 05-2025
-6.32 -6 -2.96 -9.26 2.23 -6.13 04-2022 04-2025
-2.94 -4.37 -0.15 -7.04 2.49 -3.63 03-2022 03-2025
-1.31 -0.74 4.98 -6.7 4.14 -0.94 02-2022 02-2025
0.8 4.58 7.47 -1.91 3.58 2.73 01-2022 01-2025
7.89 6.2 10.97 3.25 2.79 7.08 12-2021 12-2024
7.68 8.11 10.63 5.22 1.92 7.91 11-2021 11-2024
7.45 10.67 13.79 4.5 3.48 9.1 10-2021 10-2024
17.01 13.58 19.85 10.89 3.39 15.33 09-2021 09-2024
18.21 15.15 20.5 12.96 2.88 16.7 08-2021 08-2024
13.69 15.44 17.07 12.11 1.86 14.58 07-2021 07-2024
11.83 13.06 16.95 8.11 3.16 12.49 06-2021 06-2024
19.78 14.22 21.98 12.16 3.99 17.04 05-2021 05-2024
23.37 22.51 25.31 20.61 1.69 22.95 04-2021 04-2024
19.92 23.45 27.82 15.82 4.42 21.75 03-2021 03-2024
25.58 28.12 29.36 24.38 1.98 26.86 02-2021 02-2024
24.62 25.97 29.39 21.32 2.89 25.32 01-2021 01-2024
23.44 22.72 26.51 19.74 2.41 23.1 12-2020 12-2023
22.31 23.71 25.73 20.35 1.97 23.03 11-2020 11-2023
21.12 -9.1 25.22 -12.08 16.97 6.29 10-2020 10-2023
17.39 -10.44 19.67 -12.15 14.95 3.62 09-2020 09-2023
13.56 15.46 17.44 11.64 2.16 14.53 08-2020 08-2023

Rolling return for 5 year

Average return: 4.7
Min Max Min-Max Max-Min Standard Deviation Mean From To
6.82 6.87 8.84 4.89 1.4 6.86 12-2020 12-2025
8.56 8.53 9.59 7.51 0.74 8.55 11-2020 11-2025
9.25 -8.69 10.66 -9.85 9.63 0.34 10-2020 10-2025
8 -8.11 9.34 -9.24 8.69 0 09-2020 09-2025
7.91 7.58 8.68 6.81 0.67 7.75 08-2020 08-2025