NIFTY500 MULTICAP MOMENTUM QUALITY 50

Index type: Equity

Rolling returns

Key metrics

Metric Value
Mean-Variance Ratio (MVR) 9.9
Weighted mean CAGR by duration 19.88
Mean CAGR 20.92
Standard deviation CAGR 2.11
Range for CAGR 5.9

Summary

Duration Min Max Median Average XIRR (%)
1 year -21.77 83.34 20.51 25.19
3 year 6.99 32.55 23.49 23.05
5 year 7.71 32.27 19.55 20.00
7 year 12.46 24.56 19.91 19.47
10 year 13.27 26.38 19.67 19.75
12 year 12.58 25.40 19.74 19.70
15 year 13.92 25.90 18.93 19.29

Rolling return for 1 year

Average return: 25.19
Min Max Min-Max Max-Min Standard Deviation Mean From To
-0.66 -8.96 3.46 -12.59 6.39 -4.69 06-2024 06-2025
-9.08 -7.02 2.1 -17.2 6.87 -7.8 05-2024 05-2025
-17.79 -6.39 -1.63 -21.77 8.18 -11.9 04-2024 04-2025
-10.46 -4.71 0.48 -15.09 5.87 -7.45 03-2024 03-2025
-10.68 0.99 4.82 -13.95 7.82 -4.71 02-2024 02-2025
2.17 17.17 22.74 -2.47 10.37 9.9 01-2024 01-2025
28.6 29.18 40.46 18.28 7.85 29.13 12-2023 12-2024
47.05 37.23 56.7 28.79 10.47 42.44 11-2023 11-2024
53.53 59.83 68.42 45.7 8.34 56.87 10-2023 10-2024
62.13 59.24 67.79 53.86 5.03 60.76 09-2023 09-2024
61.9 69.4 75.53 56.25 7.32 65.77 08-2023 08-2024
72.1 75.63 83.34 64.86 6.65 73.98 07-2023 07-2024

Rolling return for 3 year

Average return: 23.05
Min Max Min-Max Max-Min Standard Deviation Mean From To
26.4 23.35 28.13 21.69 2.52 24.89 06-2022 06-2025
19.91 19.69 24.64 15.15 3.36 19.85 05-2022 05-2025
10.06 13.59 16.85 6.99 3.7 11.87 04-2022 04-2025
12.65 13.54 17.06 9.26 2.78 13.13 03-2022 03-2025
14.17 15.32 20.43 9.33 3.95 14.81 02-2022 02-2025
15.02 17 22.27 10.06 4.37 16.09 01-2022 01-2025
18.82 19.67 22.36 16.21 2.2 19.27 12-2021 12-2024
18.45 18.61 20.99 16.13 1.72 18.54 11-2021 11-2024
19.5 20.19 23.24 16.53 2.38 19.86 10-2021 10-2024
23.12 22.32 24.54 20.93 1.31 22.73 09-2021 09-2024
23.44 24.63 26.82 21.32 1.99 24.05 08-2021 08-2024
27.42 27.29 30.14 24.63 1.95 27.37 07-2021 07-2024
26.02 28.25 31.51 22.89 3.15 27.17 06-2021 06-2024
28.09 29.41 32.15 25.43 2.42 28.77 05-2021 05-2024
28.9 28.99 31.05 26.88 1.47 28.95 04-2021 04-2024
28.87 29.24 31.17 26.98 1.49 29.07 03-2021 03-2024
30.54 29.75 32.17 28.15 1.45 30.15 02-2021 02-2024
29.32 28.32 31.34 26.34 1.8 28.83 01-2021 01-2024
27.72 28.62 31.33 25.08 2.23 28.19 12-2020 12-2023
23.85 27.13 29.45 21.63 3 25.52 11-2020 11-2023
23.67 24.62 25.84 22.46 1.24 24.15 10-2020 10-2023
25.75 25.15 27.96 22.99 1.77 25.46 09-2020 09-2023
24.97 23.7 26.46 22.24 1.56 24.34 08-2020 08-2023
26.53 25.77 28.35 23.98 1.57 26.16 07-2020 07-2023
25.57 26.33 27.91 24.02 1.4 25.96 06-2020 06-2023
26.05 25.87 28.43 23.54 1.73 25.97 05-2020 05-2023
28.1 22.6 30.08 20.73 3.84 25.38 04-2020 04-2023
30.74 18.58 32.55 16.96 6.99 24.71 03-2020 03-2023
17.9 16.83 19.01 15.74 1.22 17.37 02-2020 02-2023
19.42 18.09 21.27 16.29 1.82 18.77 01-2020 01-2023
20.66 22.23 23.69 19.24 1.67 21.45 12-2019 12-2022
21.91 21.41 22.95 20.38 0.93 21.66 11-2019 11-2022
22 20.89 23.52 19.41 1.51 21.45 10-2019 10-2022
23.59 23.37 26.23 20.78 1.93 23.49 09-2019 09-2022
24.51 24.44 26.17 22.81 1.19 24.48 08-2019 08-2022
19.62 20.18 23.47 16.43 2.5 19.92 07-2019 07-2022

Rolling return for 5 year

Average return: 20
Min Max Min-Max Max-Min Standard Deviation Mean From To
25.97 26.06 27 25.04 0.69 26.02 06-2020 06-2025
25.24 26.65 28.18 23.74 1.65 25.95 05-2020 05-2025
24.5 24.54 29.04 20.15 3.14 24.56 04-2020 04-2025
27.54 22.08 30.52 19.3 4.41 24.86 03-2020 03-2025
19.79 22.32 23.69 18.47 2.05 21.07 02-2020 02-2025
23.22 25.8 27.82 21.27 2.49 24.53 01-2020 01-2025
27.19 28.54 29.45 26.29 1.21 27.87 12-2019 12-2024
26.76 27.41 28.38 25.8 0.94 27.09 11-2019 11-2024
27.97 28.69 30.36 26.33 1.45 28.34 10-2019 10-2024
30.66 29.77 31.56 28.88 1 30.22 09-2019 09-2024
30.08 31.11 32.2 29.01 1.19 30.6 08-2019 08-2024
30.61 30.14 32.27 28.51 1.34 30.38 07-2019 07-2024
26.01 28.5 29.27 25.26 1.67 27.26 06-2019 06-2024
26.7 27.72 29.09 25.35 1.37 27.22 05-2019 05-2024
24.99 25.93 26.24 24.69 0.64 25.46 04-2019 04-2024
24.4 24.92 25.73 23.6 0.78 24.66 03-2019 03-2024
25.54 25.07 26.48 24.15 0.84 25.31 02-2019 02-2024
24.56 25.06 25.73 23.9 0.67 24.81 01-2019 01-2024
22.69 23.56 24.77 21.51 1.19 23.13 12-2018 12-2023
19.27 21.54 22.47 18.36 1.66 20.41 11-2018 11-2023
19.75 19.13 21.01 17.89 1.12 19.45 10-2018 10-2023
18.35 17.06 19.59 15.84 1.4 17.71 09-2018 09-2023
16.07 15.37 16.9 14.55 0.87 15.72 08-2018 08-2023
16.63 16.47 17.64 15.47 0.77 16.55 07-2018 07-2023
16.33 16.5 17.62 15.22 0.85 16.42 06-2018 06-2023
14.76 15.11 16.05 13.82 0.8 14.93 05-2018 05-2023
13.56 13.49 14.61 12.45 0.76 13.53 04-2018 04-2023
13.68 13.83 14.63 12.9 0.61 13.76 03-2018 03-2023
13.91 13.03 14.55 12.39 0.82 13.47 02-2018 02-2023
11.98 11.93 13.02 10.9 0.75 11.96 01-2018 01-2023
13.51 13.36 15.21 11.69 1.25 13.44 12-2017 12-2022
15.14 14.58 15.73 14 0.64 14.86 11-2017 11-2022
15.55 15.01 16.41 14.16 0.82 15.28 10-2017 10-2022
16.1 15.92 17.59 14.46 1.11 16.02 09-2017 09-2022
16.94 16.27 17.87 15.35 0.92 16.61 08-2017 08-2022
14.49 15.27 16.69 13.1 1.3 14.89 07-2017 07-2022
14.7 16.35 17.34 13.73 1.4 15.53 06-2017 06-2022
16.63 17.84 19.5 15.01 1.64 17.24 05-2017 05-2022
19.32 20.18 21.36 18.16 1.17 19.75 04-2017 04-2022
19.81 20.78 22.03 18.58 1.27 20.3 03-2017 03-2022
19.78 21.99 22.93 18.85 1.64 20.89 02-2017 02-2022
23.92 25.13 27.24 21.87 1.95 24.54 01-2017 01-2022
26.42 25.79 28.12 24.13 1.43 26.12 12-2016 12-2021
25.85 23.34 27.35 21.88 2.13 24.6 11-2016 11-2021
21.98 23.38 23.84 21.53 0.95 22.68 10-2016 10-2021
21.95 22.57 23.27 21.26 0.74 22.26 09-2016 09-2021
21.41 21.79 22.68 20.53 0.77 21.6 08-2016 08-2021
20.73 21.29 22.34 19.69 0.96 21.01 07-2016 07-2021
19.63 20.71 21.45 18.91 0.98 20.18 06-2016 06-2021
19.07 19.63 20.58 18.14 0.89 19.36 05-2016 05-2021
18.19 18.1 19.32 16.98 0.83 18.15 04-2016 04-2021
17.64 17.42 18.68 16.38 0.82 17.53 03-2016 03-2021
17.57 16.92 18.87 15.64 1.16 17.25 02-2016 02-2021
16.43 15.53 18.07 13.92 1.5 15.99 01-2016 01-2021
14.27 14.43 15.72 13.01 0.96 14.36 12-2015 12-2020
12.97 13.3 14.2 12.07 0.76 13.14 11-2015 11-2020
11.69 11.79 12.35 11.13 0.43 11.74 10-2015 10-2020
11.79 12.19 13.3 10.7 0.93 11.99 09-2015 09-2020
10.74 9.89 12.22 8.45 1.37 10.33 08-2015 08-2020
8.68 9.03 10.01 7.71 0.82 8.86 07-2015 07-2020

Rolling return for 7 year

Average return: 19.47
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.17 19.04 19.86 18.35 0.54 19.11 06-2018 06-2025
17.34 18.6 19.3 16.65 1.04 17.97 05-2018 05-2025
15.16 17.33 18.15 14.36 1.54 16.25 04-2018 04-2025
16.24 17.59 18.17 15.67 1 16.92 03-2018 03-2025
16.35 17.91 19.04 15.24 1.45 17.14 02-2018 02-2025
16.64 18.91 19.73 15.83 1.6 17.78 01-2018 01-2025
19.94 20.06 21.46 18.56 1.03 20.01 12-2017 12-2024
20.35 20.58 21.44 19.49 0.69 20.46 11-2017 11-2024
21.43 21.99 23.05 20.39 0.96 21.71 10-2017 10-2024
22.99 22.34 23.59 21.74 0.69 22.66 09-2017 09-2024
22.84 23.05 24.26 21.64 0.93 22.95 08-2017 08-2024
23.44 23.48 24.56 22.37 0.77 23.46 07-2017 07-2024
22.06 23.56 24.31 21.32 1.18 22.81 06-2017 06-2024
22.3 22.71 23.95 21.09 1.02 22.51 05-2017 05-2024
21.56 21.57 22.43 20.71 0.61 21.57 04-2017 04-2024
21.64 21.67 22.57 20.75 0.64 21.66 03-2017 03-2024
22.36 22.34 23.02 21.69 0.47 22.35 02-2017 02-2024
23.38 22.73 24.2 21.91 0.84 23.05 01-2017 01-2024
22.8 22.67 24.28 21.21 1.09 22.74 12-2016 12-2023
19.92 19.45 22.22 17.21 1.78 19.7 11-2016 11-2023
17 17.57 17.88 16.7 0.46 17.29 10-2016 10-2023
17.57 17.97 18.45 17.09 0.5 17.77 09-2016 09-2023
17.35 17.34 17.95 16.74 0.43 17.34 08-2016 08-2023
17.45 17.45 18.17 16.73 0.51 17.45 07-2016 07-2023
17.22 17.64 18.15 16.71 0.53 17.43 06-2016 06-2023
16.83 17.12 17.78 16.18 0.57 16.98 05-2016 05-2023
16.16 16.07 16.93 15.31 0.57 16.12 04-2016 04-2023
16.19 15.98 16.87 15.3 0.56 16.09 03-2016 03-2023
16.8 15.89 17.27 15.42 0.73 16.34 02-2016 02-2023
16.05 15.02 16.82 14.26 0.98 15.54 01-2016 01-2023
15.58 15.89 16.81 14.66 0.77 15.73 12-2015 12-2022
16.11 15.88 16.54 15.46 0.39 16 11-2015 11-2022
15.06 15.26 15.67 14.65 0.37 15.16 10-2015 10-2022
15.79 16.03 16.84 14.98 0.66 15.91 09-2015 09-2022
15.41 14.34 16.07 13.7 0.92 14.88 08-2015 08-2022
13.19 14 14.74 12.46 0.86 13.6 07-2015 07-2022
13.96 14.6 15.83 12.75 1.11 14.29 06-2015 06-2022
15.03 15.67 17.04 13.68 1.21 15.35 05-2015 05-2022
17.13 16.75 18.56 15.34 1.15 16.95 04-2015 04-2022
15.96 16.9 17.49 15.37 0.82 16.43 03-2015 03-2022
16.16 17.45 18.34 15.29 1.17 16.81 02-2015 02-2022
17.98 18.85 20.23 16.63 1.31 18.42 01-2015 01-2022
19.71 19.63 20.86 18.5 0.83 19.68 12-2014 12-2021
20.11 20.05 21.14 19.04 0.74 20.09 11-2014 11-2021
21.35 21.41 22.66 20.11 0.9 21.38 10-2014 10-2021
21.09 21.13 22.03 20.2 0.65 21.11 09-2014 09-2021
21.57 21.08 22.47 20.19 0.82 21.33 08-2014 08-2021
21.18 21.41 22.34 20.26 0.74 21.3 07-2014 07-2021
21.79 21.11 23.11 19.82 1.19 21.46 06-2014 06-2021
21.6 21.73 22.69 20.64 0.73 21.66 05-2014 05-2021
20.28 20.72 21.1 19.91 0.45 20.5 04-2014 04-2021
19.83 20.1 20.59 19.35 0.45 19.97 03-2014 03-2021
19.89 19.85 20.84 18.9 0.69 19.87 02-2014 02-2021
19.73 20.52 20.92 19.32 0.63 20.12 01-2014 01-2021
19.78 19.91 20.86 18.84 0.72 19.85 12-2013 12-2020
19.19 19.66 20.12 18.73 0.52 19.43 11-2013 11-2020
19.64 19.09 20.15 18.59 0.58 19.37 10-2013 10-2020
20.29 20.12 21.44 18.98 0.87 20.21 09-2013 09-2020
20.2 20.06 21.35 18.93 0.86 20.13 08-2013 08-2020
18.7 18.55 19.74 17.52 0.79 18.63 07-2013 07-2020
18.92 18.41 19.55 17.79 0.65 18.67 06-2013 06-2020
17.38 17.5 18.4 16.49 0.68 17.44 05-2013 05-2020
16.59 18.91 19.58 15.93 1.53 17.75 04-2013 04-2020
15.03 20.02 20.66 14.43 2.82 17.54 03-2013 03-2020
20.41 20.8 21.37 19.84 0.56 20.61 02-2013 02-2020
19.55 20.47 20.92 19.1 0.72 20.01 01-2013 01-2020
19.39 19.74 20 19.13 0.33 19.56 12-2012 12-2019
20.09 20.07 20.74 19.42 0.47 20.08 11-2012 11-2019
19.88 20.59 20.99 19.49 0.59 20.24 10-2012 10-2019
20.25 20.3 21.44 19.12 0.82 20.28 09-2012 09-2019
20.15 20.22 20.86 19.51 0.48 20.18 08-2012 08-2019
20.71 21.53 22.12 20.13 0.76 21.12 07-2012 07-2019
22.56 22.06 23.08 21.54 0.57 22.31 06-2012 06-2019
21.74 21.68 22.67 20.75 0.68 21.71 05-2012 05-2019
21.74 21.38 21.95 21.17 0.3 21.56 04-2012 04-2019
21.7 21.48 22.26 20.92 0.48 21.59 03-2012 03-2019
22.09 21.66 23.06 20.69 0.85 21.88 02-2012 02-2019
23.34 22.66 23.81 22.19 0.62 23 01-2012 01-2019
23.7 22.75 24.55 21.91 0.99 23.23 12-2011 12-2018
22.36 21.5 23.04 20.84 0.84 21.94 11-2011 11-2018
21.25 21.67 22.61 20.32 0.82 21.46 10-2011 10-2018
22.2 23.23 24.08 21.36 1.03 22.72 09-2011 09-2018
23.26 22.84 24.42 21.68 0.98 23.05 08-2011 08-2018
20.79 21.11 21.66 20.25 0.51 20.95 07-2011 07-2018

Rolling return for 10 year

Average return: 19.75
Min Max Min-Max Max-Min Standard Deviation Mean From To
17.56 17.16 18.03 16.68 0.5 17.36 06-2015 06-2025
16.47 16.86 17.83 15.52 0.83 16.67 05-2015 05-2025
14.96 15.79 17.04 13.73 1.21 15.38 04-2015 04-2025
14.95 15.88 16.29 14.55 0.7 15.42 03-2015 03-2025
15.56 16.81 17.43 14.95 0.98 16.19 02-2015 02-2025
17.08 18.29 19.25 16.14 1.18 17.69 01-2015 01-2025
19.44 19.64 20.5 18.59 0.68 19.54 12-2014 12-2024
19.61 19.62 20.37 18.86 0.53 19.62 11-2014 11-2024
20.79 21.04 21.91 19.92 0.71 20.91 10-2014 10-2024
21.7 21.49 22.12 21.07 0.38 21.59 09-2014 09-2024
22.13 22.14 23.12 21.16 0.69 22.14 08-2014 08-2024
23.02 23.14 23.8 22.37 0.51 23.08 07-2014 07-2024
23.04 23.21 24.63 21.64 1.06 23.13 06-2014 06-2024
23.51 23.98 24.67 22.83 0.67 23.75 05-2014 05-2024
22.8 23.15 23.41 22.54 0.33 22.98 04-2014 04-2024
22.47 22.78 23.12 22.13 0.37 22.62 03-2014 03-2024
22.99 22.74 23.45 22.28 0.42 22.86 02-2014 02-2024
22.53 22.81 23.1 22.24 0.32 22.67 01-2014 01-2024
22.11 22.46 23.14 21.44 0.61 22.29 12-2013 12-2023
20.57 21.85 22.18 20.25 0.82 21.21 11-2013 11-2023
20.84 20.72 21.47 20.09 0.49 20.78 10-2013 10-2023
21.9 21.61 22.54 20.97 0.56 21.75 09-2013 09-2023
21.61 21.14 22.05 20.71 0.5 21.38 08-2013 08-2023
21 20.67 21.52 20.15 0.5 20.84 07-2013 07-2023
20.88 20.73 21.55 20.07 0.53 20.81 06-2013 06-2023
19.92 19.95 20.59 19.28 0.46 19.94 05-2013 05-2023
19.93 20.01 20.48 19.46 0.36 19.97 04-2013 04-2023
19.53 19.59 20.03 19.09 0.33 19.56 03-2013 03-2023
19.65 19.59 19.99 19.26 0.26 19.62 02-2013 02-2023
19.51 19.75 20.06 19.2 0.32 19.63 01-2013 01-2023
19.77 20.48 20.66 19.59 0.45 20.12 12-2012 12-2022
20.63 20.47 20.94 20.16 0.28 20.55 11-2012 11-2022
20.51 20.68 20.96 20.24 0.26 20.6 10-2012 10-2022
21.24 21.21 22.01 20.44 0.56 21.23 09-2012 09-2022
21.44 21.47 21.92 20.99 0.33 21.45 08-2012 08-2022
20.38 21.13 21.53 19.98 0.61 20.75 07-2012 07-2022
20.56 21.23 21.95 19.86 0.78 20.9 06-2012 06-2022
21.17 21.95 22.65 20.48 0.82 21.56 05-2012 05-2022
22.25 22.89 23.29 21.85 0.56 22.57 04-2012 04-2022
22.12 22.7 23.25 21.58 0.63 22.41 03-2012 03-2022
22.43 23.04 24.03 21.45 0.94 22.74 02-2012 02-2022
24.21 25.04 25.87 23.4 0.92 24.63 01-2012 01-2022
25.18 24.74 26.01 23.91 0.76 24.96 12-2011 12-2021
24.25 23.9 24.99 23.17 0.66 24.08 11-2011 11-2021
23.92 24.18 24.85 23.25 0.57 24.05 10-2011 10-2021
23.43 23.5 24.09 22.83 0.45 23.46 09-2011 09-2021
22.86 22.4 23.5 21.76 0.64 22.63 08-2011 08-2021
21.02 21.44 21.82 20.63 0.45 21.23 07-2011 07-2021
20.71 20.96 21.62 20.05 0.56 20.84 06-2011 06-2021
19.89 20.14 20.65 19.39 0.45 20.02 05-2011 05-2021
18.96 19.16 19.53 18.6 0.34 19.06 04-2011 04-2021
19.09 18.96 19.62 18.43 0.42 19.02 03-2011 03-2021
19.45 19.16 20.11 18.5 0.58 19.3 02-2011 02-2021
18.52 18.03 19.35 17.21 0.78 18.28 01-2011 01-2021
17.46 17.17 18.2 16.44 0.63 17.32 12-2010 12-2020
16.37 15.95 17 15.32 0.61 16.16 11-2010 11-2020
16.11 15.92 16.45 15.58 0.31 16.02 10-2010 10-2020
16.46 16.52 17.24 15.75 0.53 16.49 09-2010 09-2020
16.39 16.73 17.17 15.96 0.44 16.56 08-2010 08-2020
16.21 16.29 16.92 15.58 0.47 16.25 07-2010 07-2020
16.29 16.16 16.72 15.73 0.35 16.23 06-2010 06-2020
16.01 15.79 16.71 15.1 0.57 15.9 05-2010 05-2020
14.23 15.93 16.28 13.89 1.04 15.08 04-2010 04-2020
13.96 17.12 17.83 13.27 1.96 15.54 03-2010 03-2020
18.35 18.57 19 17.91 0.39 18.46 02-2010 02-2020
17.71 17.64 18.65 16.71 0.69 17.68 01-2010 01-2020
17.65 17.54 18.07 17.12 0.34 17.59 12-2009 12-2019
19.2 18.13 19.66 17.68 0.8 18.67 11-2009 11-2019
18.57 18.87 19.34 18.11 0.45 18.72 10-2009 10-2019
18.62 18.66 19.44 17.85 0.56 18.64 09-2009 09-2019
19.04 18.75 19.53 18.26 0.46 18.89 08-2009 08-2019
20.58 19.68 21.56 18.71 1.06 20.13 07-2009 07-2019
21.39 21.04 21.75 20.68 0.4 21.21 06-2009 06-2019
22.85 21.74 23.51 21.09 0.94 22.3 05-2009 05-2019
24.78 23.64 24.93 23.49 0.65 24.21 04-2009 04-2019
25.98 24.84 26.38 24.44 0.8 25.41 03-2009 03-2019
25.17 25.19 25.87 24.5 0.48 25.18 02-2009 02-2019
25.06 24.34 25.4 24.01 0.55 24.7 01-2009 01-2019
25.15 24.52 25.75 23.92 0.68 24.84 12-2008 12-2018
25.18 24.2 25.66 23.72 0.77 24.69 11-2008 11-2018
24.95 21.51 25.93 20.56 2.25 23.24 10-2008 10-2018
21.59 21.21 22.9 19.92 1.06 21.41 09-2008 09-2018
21.08 21.01 21.88 20.22 0.59 21.05 08-2008 08-2018
22.19 21.02 22.8 20.41 0.94 21.61 07-2008 07-2018
21.3 19.71 21.89 19.13 1.13 20.51 06-2008 06-2018
19.07 18.4 19.55 17.92 0.62 18.73 05-2008 05-2018
19.52 18.61 20.11 18.03 0.8 19.07 04-2008 04-2018
19.31 17.68 19.73 17.27 1.04 18.5 03-2008 03-2018
17.75 17.1 18.55 16.32 0.82 17.43 02-2008 02-2018
18.06 15.46 18.64 14.9 1.61 16.77 01-2008 01-2018
15.19 15.42 16.13 14.49 0.59 15.31 12-2007 12-2017
15.31 15.05 15.89 14.47 0.51 15.18 11-2007 11-2017
16.37 15.04 17.07 14.34 1.07 15.71 10-2007 10-2017
16.99 16.81 17.83 15.98 0.66 16.9 09-2007 09-2017
17.69 17.33 18.5 16.53 0.71 17.51 08-2007 08-2017
16.66 16.93 17.38 16.22 0.42 16.8 07-2007 07-2017
16.94 16.62 17.44 16.13 0.48 16.78 06-2007 06-2017
17.27 17.33 18.1 16.51 0.56 17.3 05-2007 05-2017
18.73 17.84 19.31 17.26 0.79 18.29 04-2007 04-2017
18.3 18 18.91 17.39 0.55 18.15 03-2007 03-2017
17.05 16.62 17.51 16.17 0.5 16.84 02-2007 02-2017
16.08 16.32 17.05 15.35 0.61 16.2 01-2007 01-2017
16.06 16.43 17.12 15.36 0.64 16.24 12-2006 12-2016
16.24 17.74 18.12 15.87 0.96 16.99 11-2006 11-2016
18.55 18.11 18.77 17.89 0.35 18.33 10-2006 10-2016
18.69 18.45 19.03 18.11 0.34 18.57 09-2006 09-2016
19.47 18.6 19.91 18.17 0.69 19.04 08-2006 08-2016
19.71 19.01 20.23 18.5 0.66 19.36 07-2006 07-2016
20.47 18.02 20.83 17.66 1.42 19.24 06-2006 06-2016
16.99 15.08 17.45 14.63 1.2 16.04 05-2006 05-2016
15.47 15.33 16.07 14.74 0.47 15.4 04-2006 04-2016
16.26 15.62 16.89 15 0.71 15.94 03-2006 03-2016
16.65 17.04 17.62 16.07 0.57 16.84 02-2006 02-2016
18.02 18.2 19.32 16.92 0.85 18.12 01-2006 01-2016
19.59 19.33 20.26 18.67 0.57 19.46 12-2005 12-2015
21.41 20.09 21.89 19.61 0.93 20.75 11-2005 11-2015
22.45 21.09 22.76 20.79 0.85 21.77 10-2005 10-2015
21.24 21.07 21.83 20.48 0.48 21.16 09-2005 09-2015
22.49 22.8 23.78 21.52 0.81 22.65 08-2005 08-2015
24.17 23.34 24.73 22.79 0.75 23.76 07-2005 07-2015

Rolling return for 12 year

Average return: 19.7
Min Max Min-Max Max-Min Standard Deviation Mean From To
21.81 21.54 22.22 21.13 0.4 21.67 06-2013 06-2025
20.59 21.23 21.77 20.06 0.65 20.91 05-2013 05-2025
19.82 21.23 21.62 19.43 0.92 20.52 04-2013 04-2025
20.09 20.88 21.25 19.72 0.61 20.48 03-2013 03-2025
20.15 21.43 21.76 19.82 0.82 20.79 02-2013 02-2025
21.06 22.66 22.93 20.8 0.94 21.86 01-2013 01-2025
22.58 23.33 23.49 22.43 0.46 22.96 12-2012 12-2024
22.83 23.07 23.48 22.42 0.38 22.95 11-2012 11-2024
23.19 23.9 24.14 22.95 0.49 23.55 10-2012 10-2024
24.49 24.16 24.84 23.8 0.39 24.32 09-2012 09-2024
24.19 24.64 25.03 23.81 0.46 24.42 08-2012 08-2024
24.74 25.05 25.4 24.39 0.37 24.9 07-2012 07-2024
23.98 24.7 25.31 23.38 0.73 24.34 06-2012 06-2024
23.78 24.16 24.75 23.19 0.57 23.97 05-2012 05-2024
23.08 23.26 23.59 22.75 0.3 23.17 04-2012 04-2024
22.82 22.9 23.36 22.36 0.35 22.86 03-2012 03-2024
23.51 23.07 23.9 22.69 0.46 23.29 02-2012 02-2024
23.85 23.65 24.33 23.17 0.42 23.75 01-2012 01-2024
23.28 23.09 24.14 22.24 0.68 23.19 12-2011 12-2023
21.06 21.52 22.41 20.18 0.81 21.29 11-2011 11-2023
20.62 20.61 21.15 20.08 0.38 20.62 10-2011 10-2023
20.58 20.62 21.11 20.09 0.36 20.6 09-2011 09-2023
20.21 19.67 20.57 19.31 0.48 19.94 08-2011 08-2023
19.04 19.15 19.47 18.73 0.26 19.1 07-2011 07-2023
19.11 19.11 19.66 18.56 0.39 19.11 06-2011 06-2023
18.44 18.58 18.99 18.02 0.35 18.51 05-2011 05-2023
17.64 17.79 18.09 17.34 0.27 17.71 04-2011 04-2023
17.99 17.85 18.4 17.45 0.34 17.92 03-2011 03-2023
18.68 18.17 18.96 17.89 0.42 18.43 02-2011 02-2023
17.95 17.31 18.4 16.86 0.59 17.63 01-2011 01-2023
17.7 17.58 18.43 16.85 0.56 17.64 12-2010 12-2022
17.66 17.03 17.92 16.78 0.46 17.35 11-2010 11-2022
17.38 17.3 17.75 16.94 0.29 17.34 10-2010 10-2022
18.06 18.08 18.69 17.46 0.43 18.07 09-2010 09-2022
18.25 18.27 18.64 17.88 0.27 18.26 08-2010 08-2022
17.68 18.08 18.61 17.14 0.54 17.88 07-2010 07-2022
17.75 18.39 18.87 17.27 0.61 18.07 06-2010 06-2022
18.78 19.21 19.99 18 0.72 19 05-2010 05-2022
19.5 20.06 20.35 19.21 0.45 19.78 04-2010 04-2022
19.78 20.09 20.7 19.18 0.55 19.94 03-2010 03-2022
20.02 20.96 21.33 19.65 0.68 20.49 02-2010 02-2022
20.67 21.14 22.01 19.81 0.8 20.91 01-2010 01-2022
21.24 21.45 21.91 20.78 0.41 21.34 12-2009 12-2021
22.49 21.79 23.1 21.18 0.72 22.14 11-2009 11-2021
22.16 22.53 22.93 21.76 0.43 22.34 10-2009 10-2021
22.35 22.24 22.9 21.69 0.43 22.3 09-2009 09-2021
22.4 22.27 22.94 21.74 0.43 22.34 08-2009 08-2021
22.95 22.04 23.63 21.36 0.86 22.49 07-2009 07-2021
22.14 22.31 22.91 21.55 0.48 22.23 06-2009 06-2021
23.15 22.31 23.79 21.67 0.81 22.73 05-2009 05-2021
23.86 23.27 24.35 22.79 0.59 23.57 04-2009 04-2021
24.61 23.8 25.07 23.34 0.68 24.2 03-2009 03-2021
24.01 24.03 24.58 23.46 0.4 24.02 02-2009 02-2021
23.81 23.66 24.54 22.94 0.57 23.74 01-2009 01-2021
23.49 23.12 24.14 22.48 0.6 23.31 12-2008 12-2020
23.01 22.37 23.57 21.82 0.66 22.69 11-2008 11-2020
23.07 19.76 23.37 19.46 1.81 21.41 10-2008 10-2020
19.22 18.51 19.89 17.86 0.76 18.87 09-2008 09-2020
18.03 17.98 18.68 17.33 0.48 18.01 08-2008 08-2020
18.8 17.96 19.41 17.36 0.78 18.38 07-2008 07-2020
18.18 16.78 18.55 16.42 0.9 17.48 06-2008 06-2020
15.59 15.24 16.18 14.66 0.55 15.42 05-2008 05-2020
14.99 15.49 16.71 13.79 1.05 15.24 04-2008 04-2020
14.29 15.84 17.52 12.66 1.8 15.08 03-2008 03-2020
16.1 15.46 16.64 14.92 0.65 15.78 02-2008 02-2020
15.16 13.33 15.93 12.58 1.35 14.25 01-2008 01-2020
13.17 12.93 13.5 12.59 0.33 13.05 12-2007 12-2019
13.65 13.32 14.01 12.96 0.39 13.48 11-2007 11-2019
14.66 13.61 15.28 13 0.89 14.14 10-2007 10-2019
15.03 14.86 15.69 14.2 0.53 14.95 09-2007 09-2019
15.73 15.18 16.13 14.78 0.52 15.45 08-2007 08-2019
15.03 15.45 15.81 14.67 0.43 15.24 07-2007 07-2019
16.23 15.84 16.52 15.55 0.37 16.04 06-2007 06-2019
16.37 16.26 16.89 15.74 0.41 16.32 05-2007 05-2019
17.82 16.73 17.94 16.61 0.61 17.27 04-2007 04-2019
17.74 17.3 18.06 16.99 0.41 17.52 03-2007 03-2019
16.67 16.48 17.22 15.94 0.46 16.58 02-2007 02-2019
16.8 16.44 17.06 16.19 0.33 16.62 01-2007 01-2019
17.2 17.09 17.67 16.62 0.37 17.14 12-2006 12-2018
17.12 17.18 17.49 16.8 0.24 17.15 11-2006 11-2018
17.16 17.37 17.92 16.61 0.47 17.27 10-2006 10-2018
18.18 18.75 19.23 17.69 0.58 18.46 09-2006 09-2018
19.66 19.23 20.32 18.57 0.64 19.45 08-2006 08-2018
19.68 19.17 20.18 18.67 0.56 19.43 07-2006 07-2018
20.3 18.43 20.78 17.96 1.2 19.37 06-2006 06-2018
17.84 16.26 18.24 15.86 1.01 17.05 05-2006 05-2018
16.69 16.54 17.16 16.07 0.39 16.62 04-2006 04-2018
17.31 16.59 17.65 16.25 0.56 16.95 03-2006 03-2018
17.89 18.07 18.56 17.41 0.41 17.98 02-2006 02-2018
19.46 19.01 19.94 18.53 0.52 19.23 01-2006 01-2018
19.81 19.85 20.62 19.04 0.56 19.83 12-2005 12-2017
20.93 19.94 21.43 19.44 0.79 20.44 11-2005 11-2017
20.97 20.21 21.58 19.6 0.75 20.59 10-2005 10-2017
20.17 20.26 20.89 19.55 0.47 20.22 09-2005 09-2017
20.62 20.51 21.31 19.82 0.53 20.57 08-2005 08-2017
21.68 21.17 22.3 20.56 0.64 21.43 07-2005 07-2017
21.57 21.76 22 21.33 0.25 21.66 06-2005 06-2017
21.78 21.82 22.49 21.11 0.49 21.8 05-2005 05-2017
22.12 21.99 22.62 21.49 0.4 22.05 04-2005 04-2017

Rolling return for 15 year

Average return: 19.29
Min Max Min-Max Max-Min Standard Deviation Mean From To
19.43 19.37 19.76 19.05 0.25 19.4 06-2010 06-2025
19.01 19.3 19.93 18.38 0.56 19.16 05-2010 05-2025
17.55 18.73 18.97 17.32 0.72 18.14 04-2010 04-2025
18.32 18.75 19.23 17.84 0.51 18.54 03-2010 03-2025
18.83 19.81 20.1 18.54 0.65 19.32 02-2010 02-2025
19.52 20.3 20.99 18.84 0.81 19.91 01-2010 01-2025
20.75 21.1 21.46 20.39 0.4 20.93 12-2009 12-2024
21.67 21.14 22.19 20.63 0.58 21.41 11-2009 11-2024
21.62 22.06 22.38 21.31 0.41 21.84 10-2009 10-2024
22.5 22.25 22.78 21.97 0.3 22.38 09-2009 09-2024
22.61 22.74 23.27 22.08 0.42 22.67 08-2009 08-2024
23.83 23.07 24.36 22.55 0.69 23.45 07-2009 07-2024
22.91 23.48 23.96 22.43 0.58 23.2 06-2009 06-2024
24.12 23.7 24.9 22.93 0.71 23.91 05-2009 05-2024
24.85 24.4 25.27 23.99 0.48 24.63 04-2009 04-2024
25.45 24.87 25.9 24.43 0.56 25.16 03-2009 03-2024
25.29 25.15 25.6 24.84 0.27 25.22 02-2009 02-2024
24.9 24.58 25.28 24.19 0.4 24.74 01-2009 01-2024
24.32 24.2 25.02 23.51 0.54 24.26 12-2008 12-2023
23.18 23.31 24.27 22.22 0.73 23.24 11-2008 11-2023
23.19 20.71 23.62 20.29 1.47 21.95 10-2008 10-2023
20.5 19.81 20.92 19.4 0.59 20.16 09-2008 09-2023
19.39 19.1 19.67 18.82 0.32 19.25 08-2008 08-2023
20.31 19.48 20.65 19.14 0.61 19.89 07-2008 07-2023
19.62 18.63 20.06 18.19 0.75 19.12 06-2008 06-2023
17.61 17.29 18.05 16.85 0.44 17.45 05-2008 05-2023
17.5 16.88 17.86 16.52 0.52 17.19 04-2008 04-2023
17.41 16.38 17.73 16.06 0.69 16.89 03-2008 03-2023
16.46 15.73 16.68 15.51 0.49 16.09 02-2008 02-2023
16 14.27 16.36 13.92 1.06 15.14 01-2008 01-2023
14.63 14.73 15.2 14.16 0.37 14.68 12-2007 12-2022
15.25 14.89 15.45 14.7 0.29 15.07 11-2007 11-2022
16.09 15.03 16.38 14.74 0.69 15.56 10-2007 10-2022
16.69 16.51 17.19 16.02 0.42 16.6 09-2007 09-2022
17.44 16.97 17.75 16.66 0.42 17.2 08-2007 08-2022
15.93 16.38 16.67 15.64 0.4 16.16 07-2007 07-2022
16.19 16.53 17.08 15.65 0.52 16.36 06-2007 06-2022
17.06 17.5 18.01 16.55 0.54 17.28 05-2007 05-2022
18.93 18.62 19.6 17.95 0.59 18.77 04-2007 04-2022
18.8 18.92 19.53 18.19 0.48 18.86 03-2007 03-2022
17.95 18.38 18.98 17.36 0.59 18.17 02-2007 02-2022
18.64 19.18 19.69 18.14 0.58 18.91 01-2007 01-2022
19.41 19.47 19.94 18.94 0.35 19.44 12-2006 12-2021
19.36 19.58 19.84 19.11 0.27 19.47 11-2006 11-2021
19.69 19.84 20.29 19.24 0.38 19.77 10-2006 10-2021
19.77 19.8 20.2 19.37 0.29 19.79 09-2006 09-2021
20.11 19.65 20.53 19.24 0.48 19.88 08-2006 08-2021
20.05 19.77 20.58 19.24 0.48 19.91 07-2006 07-2021
20.19 18.91 20.79 18.31 0.99 19.55 06-2006 06-2021
17.68 16.58 18.17 16.09 0.83 17.13 05-2006 05-2021
16.37 16.25 16.74 15.88 0.31 16.31 04-2006 04-2021
16.72 16.22 17.06 15.87 0.46 16.47 03-2006 03-2021
16.95 17 17.39 16.57 0.29 16.98 02-2006 02-2021
17.49 17.3 18.04 16.76 0.46 17.4 01-2006 01-2021
17.79 17.68 18.28 17.18 0.39 17.73 12-2005 12-2020
18.53 17.78 18.95 17.35 0.62 18.15 11-2005 11-2020
18.75 17.91 18.98 17.68 0.55 18.33 10-2005 10-2020
18 18.04 18.53 17.51 0.36 18.02 09-2005 09-2020
18.44 18.34 18.97 17.82 0.41 18.39 08-2005 08-2020
18.77 18.37 19.26 17.89 0.5 18.57 07-2005 07-2020
18.75 18.86 19.05 18.57 0.17 18.81 06-2005 06-2020
18.56 18.51 19.03 18.03 0.35 18.53 05-2005 05-2020
17.93 18.84 19.33 17.44 0.74 18.38 04-2005 04-2020