NIFTY500 MULTIFACTOR MQVLV 50

Index type: Equity Mean-Variance Ratio (MVR): 1.92 Weighted mean CAGR by duration: 16.51 Mean CAGR: 14.88 Standard deviation CAGR: 7.77 Range for CAGR: 23.72

Rolling returns

Summary

Duration Min Max Median Average XIRR (%)
1 year -13.25 24.15 -0.06 0.72
3 year 15.13 31.86 24.43 24.44
5 year 7.81 30.59 16.57 17.66
7 year 11.48 20.48 16.75 16.24
10 year 14.64 16.00 15.32 15.32

Rolling return for 1 year

Average return: 0.72
Min Max Min-Max Max-Min Standard Deviation Mean From To
10.72 10.57 21.47 0.79 7.32 10.89 03-2025 03-2026
13.91 12.36 24.15 3.09 7.47 13.38 02-2025 02-2026
8.46 3.79 15.12 -2.22 6.35 6.29 01-2025 01-2026
2.12 -0.85 5.42 -3.95 3.48 0.68 12-2024 12-2025
4.44 1.35 8.13 -2.1 3.78 2.96 11-2024 11-2025
0.05 -5.66 3.71 -8.98 4.92 -2.72 10-2024 10-2025
-8.47 -6.97 -3.21 -12.03 3.16 -7.67 09-2024 09-2025
-8 -9.66 -4.2 -13.25 3.25 -8.78 08-2024 08-2025
-5.88 -7.02 -1.26 -11.37 3.6 -6.38 07-2024 07-2025
6.12 -0.78 11.09 -5.22 6.26 2.8 06-2024 06-2025
-0.17 1.4 7.84 -6.14 4.98 0.73 05-2024 05-2025
-9.07 1.66 5.97 -12.76 7.63 -3.55 04-2024 04-2025

Rolling return for 3 year

Average return: 24.44
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.97 24.07 25.79 20.3 2.08 23.03 03-2023 03-2026
23.09 25.09 26.67 21.55 1.94 24.1 02-2023 02-2026
22.19 23.12 24.64 20.7 1.43 22.66 01-2023 01-2026
23.7 22.44 25.02 21.15 1.44 23.08 12-2022 12-2025
23.48 23.08 24.91 21.67 1.15 23.29 11-2022 11-2025
24.51 24.41 26.01 22.93 1.09 24.46 10-2022 10-2025
23.38 22.94 25.7 20.67 1.79 23.17 09-2022 09-2025
21.94 22.31 23.6 20.67 1.04 22.13 08-2022 08-2025
26.85 25.34 28.89 23.35 2.03 26.11 07-2022 07-2025
28.55 26.56 30.52 24.65 2.19 27.57 06-2022 06-2025
24.2 24.18 27.44 21.02 2.27 24.21 05-2022 05-2025
16.78 21.15 22.89 15.13 3.15 18.99 04-2022 04-2025
19.32 20.64 23.12 16.92 2.24 20 03-2022 03-2025
20.21 19.84 24.28 15.92 2.96 20.06 02-2022 02-2025
19.84 21.07 24.05 16.96 2.54 20.48 01-2022 01-2025
23.5 23.63 26.05 21.13 1.74 23.58 12-2021 12-2024
21.72 21.3 24.38 18.71 2.01 21.53 11-2021 11-2024
21.21 22.19 25.09 18.39 2.39 21.72 10-2021 10-2024
24.55 24.35 26.2 22.72 1.23 24.46 09-2021 09-2024
25.53 26.41 28.01 23.96 1.47 25.98 08-2021 08-2024
26.7 27.85 29.26 25.32 1.45 27.28 07-2021 07-2024
24.39 26.55 29.16 21.87 2.69 25.49 06-2021 06-2024
26.69 27.03 29.32 24.45 1.73 26.87 05-2021 05-2024
27.81 28.04 29.58 26.29 1.17 27.93 04-2021 04-2024
27.01 28.14 29.92 25.27 1.69 27.59 03-2021 03-2024
29.56 29.33 31.86 27.07 1.7 29.46 02-2021 02-2024
27.59 27.85 30.16 25.32 1.71 27.73 01-2021 01-2024
26.99 27.3 30.28 24.09 2.19 27.16 12-2020 12-2023
24.73 26.5 29.42 21.91 2.73 25.64 11-2020 11-2023
24 25.48 26.21 23.28 1.16 24.74 10-2020 10-2023
25.61 25 27.71 22.95 1.7 25.32 09-2020 09-2023
25.07 23.88 26.02 22.95 1.16 24.48 08-2020 08-2023
25.5 26 28.35 23.2 1.83 25.76 07-2020 07-2023
24.02 24.98 26.83 22.21 1.67 24.51 06-2020 06-2023
25.76 24.17 26.56 23.38 1.26 24.97 05-2020 05-2023
26.08 22.27 28.22 20.22 3.13 24.2 04-2020 04-2023

Rolling return for 5 year

Average return: 17.66
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.1 18.3 19.29 16.13 1.2 17.7 03-2021 03-2026
18.84 19.51 20.91 17.47 1.24 19.18 02-2021 02-2026
19.46 19.6 20.89 18.18 0.96 19.53 01-2021 01-2026
21.46 20.55 22.23 19.79 0.92 21.01 12-2020 12-2025
23.44 22.61 24.3 21.76 0.94 23.03 11-2020 11-2025
23.15 23.6 24.03 22.72 0.49 23.38 10-2020 10-2025
23.5 23.29 24.89 21.92 1.05 23.4 09-2020 09-2025
23.39 23.12 24.39 22.13 0.8 23.26 08-2020 08-2025
25.63 25.44 26.84 24.24 0.92 25.54 07-2020 07-2025
26.63 26.67 27.79 25.52 0.8 26.65 06-2020 06-2025
26.81 27.32 28.79 25.37 1.22 27.07 05-2020 05-2025
25.75 26.01 29.66 22.21 2.64 25.91 04-2020 04-2025
28.16 22.86 30.59 20.57 4.01 25.55 03-2020 03-2025
20.83 21.54 23.26 19.14 1.48 21.19 02-2020 02-2025
22.12 23.34 24.67 20.81 1.43 22.73 01-2020 01-2025
24.39 25.2 25.92 23.67 0.85 24.8 12-2019 12-2024
23.65 24.36 25.26 22.76 0.92 24.01 11-2019 11-2024
24.95 25.8 27.34 23.44 1.41 25.38 10-2019 10-2024
27.51 26.75 28.53 25.75 1.02 27.14 09-2019 09-2024
27.48 28.12 28.98 26.62 0.86 27.8 08-2019 08-2024
27.2 26.61 28.74 25.1 1.3 26.91 07-2019 07-2024
22.51 24.39 25.31 21.61 1.47 23.46 06-2019 06-2024
23.45 23.59 24.98 22.08 1.03 23.53 05-2019 05-2024
22.07 22.6 23.08 21.58 0.56 22.33 04-2019 04-2024
21.95 22.18 23.62 20.53 1.1 22.07 03-2019 03-2024
23 23.07 24.3 21.78 0.89 23.04 02-2019 02-2024
21.01 21.82 22.47 20.37 0.8 21.42 01-2019 01-2024
19.89 20.16 21.74 18.33 1.21 20.03 12-2018 12-2023
16.99 18.8 19.61 16.2 1.36 17.9 11-2018 11-2023
17.3 16.38 18.55 15.15 1.25 16.84 10-2018 10-2023
15.3 14.59 16.45 13.45 1.09 14.95 09-2018 09-2023
13.69 13.31 14.21 12.8 0.52 13.5 08-2018 08-2023
13.24 13.9 14.77 12.38 0.88 13.57 07-2018 07-2023
11.72 12.34 13.23 10.84 0.87 12.03 06-2018 06-2023
11.1 10.64 11.53 10.22 0.49 10.87 05-2018 05-2023
9.64 9.84 10.76 8.74 0.72 9.74 04-2018 04-2023
9.49 9.48 10.4 8.57 0.65 9.48 03-2018 03-2023
9 8.62 9.82 7.81 0.72 8.81 02-2018 02-2023
8.63 8.9 9.43 8.1 0.48 8.77 01-2018 01-2023
9.38 9.47 10.75 8.11 0.93 9.43 12-2017 12-2022
9.98 10.34 10.96 9.36 0.58 10.16 11-2017 11-2022
10 9.77 10.84 8.93 0.68 9.88 10-2017 10-2022
10.38 10.68 11.86 9.21 0.94 10.53 09-2017 09-2022
11.26 11.06 11.96 10.36 0.57 11.16 08-2017 08-2022
9.85 10.67 11.71 8.83 1.06 10.27 07-2017 07-2022
9.35 10.76 11.39 8.73 1.06 10.06 06-2017 06-2022
10.53 11.3 12.26 9.58 0.99 10.92 05-2017 05-2022
12.09 12.54 13.06 11.57 0.55 12.32 04-2017 04-2022
11.88 12.33 13.25 10.97 0.82 12.11 03-2017 03-2022
11.84 13.58 14.3 11.12 1.28 12.71 02-2017 02-2022
15.19 15.24 16.88 13.56 1.17 15.22 01-2017 01-2022
16.08 15.74 17.44 14.4 1.08 15.91 12-2016 12-2021
16.53 15.41 18.3 13.69 1.68 15.98 11-2016 11-2021
14.98 16.08 16.61 14.46 0.85 15.53 10-2016 10-2021
14.89 15 15.92 13.98 0.69 14.95 09-2016 09-2021
14.03 14.29 14.9 13.43 0.53 14.16 08-2016 08-2021
14.35 14.16 15.1 13.41 0.6 14.26 07-2016 07-2021
13.77 14.47 15.17 13.07 0.78 14.12 06-2016 06-2021
13.46 13.79 14.68 12.58 0.75 13.63 05-2016 05-2021
13.06 12.88 13.87 12.07 0.64 12.97 04-2016 04-2021

Rolling return for 7 year

Average return: 16.24
Min Max Min-Max Max-Min Standard Deviation Mean From To
16.42 16.98 17.97 15.44 0.92 16.7 03-2019 03-2026
17.37 17.98 18.82 16.54 0.83 17.68 02-2019 02-2026
17.21 17.76 18.21 16.77 0.54 17.49 01-2019 01-2026
18.06 17.49 18.6 16.96 0.61 17.78 12-2018 12-2025
18.27 18.28 18.86 17.7 0.41 18.28 11-2018 11-2025
18.59 17.64 19.2 17.04 0.83 18.12 10-2018 10-2025
16.73 16.32 17.67 15.4 0.82 16.53 09-2018 09-2025
15.71 15.73 16.38 15.06 0.47 15.72 08-2018 08-2025
16.7 16.86 17.5 16.07 0.51 16.78 07-2018 07-2025
16.83 16.93 17.6 16.17 0.51 16.88 06-2018 06-2025
15.8 16.42 17.08 15.14 0.72 16.11 05-2018 05-2025
13.9 15.72 16.41 13.22 1.3 14.81 04-2018 04-2025
14.49 15.34 16.04 13.81 0.84 14.92 03-2018 03-2025
14.11 14.84 15.75 13.21 0.93 14.48 02-2018 02-2025
14.27 15.57 15.97 13.87 0.87 14.92 01-2018 01-2025
16.44 16.49 17.46 15.47 0.7 16.46 12-2017 12-2024
16.43 17.04 17.51 15.96 0.59 16.73 11-2017 11-2024
17.58 18.35 19.18 16.77 0.89 17.97 10-2017 10-2024
18.91 18.69 19.59 18.01 0.56 18.8 09-2017 09-2024
18.9 19.21 19.9 18.22 0.6 19.06 08-2017 08-2024
19.45 19.67 20.48 18.65 0.65 19.56 07-2017 07-2024
17.7 19.14 19.62 17.23 0.99 18.42 06-2017 06-2024
17.9 18.21 18.94 17.17 0.64 18.05 05-2017 05-2024
17.54 17.85 18.24 17.15 0.4 17.7 04-2017 04-2024
17.37 17.83 18.52 16.69 0.67 17.6 03-2017 03-2024
17.95 18.3 18.84 17.42 0.52 18.13 02-2017 02-2024
18.25 18.06 19.26 17.05 0.78 18.16 01-2017 01-2024
17.76 17.83 19.06 16.55 0.89 17.8 12-2016 12-2023
15.49 15.28 17.33 13.47 1.37 15.39 11-2016 11-2023
13.39 13.88 14.25 13.02 0.47 13.64 10-2016 10-2023
13.61 13.77 14.42 12.96 0.52 13.69 09-2016 09-2023
13.32 13.26 13.69 12.9 0.28 13.29 08-2016 08-2023
13.08 13.5 14.17 12.41 0.64 13.29 07-2016 07-2023
12.5 13.09 13.58 12.01 0.59 12.79 06-2016 06-2023
12.74 12.42 13.05 12.11 0.35 12.58 05-2016 05-2023
12.17 12.29 12.99 11.48 0.54 12.23 04-2016 04-2023
12.03 12.3 12.7 11.64 0.39 12.17 03-2016 03-2023

Rolling return for 10 year

Average return: 15.32
Min Max Min-Max Max-Min Standard Deviation Mean From To
14.93 15.71 16 14.64 0.55 15.32 03-2016 03-2026