1 | Lumpsum Rolling CAGR - S&P BSE Sensex Total Return Index (TRI) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|

2 | 2.9.1996 to 3.10.2017 | ||||||||||||||||

3 | Note: How to read this data | ||||||||||||||||

4 | TRI value of first working day of the month is considered for the calculations | ||||||||||||||||

5 | In case of 1 Year data, first CAGR return is calculated from 2.9.1996 to 1.9.1997, second CAGR return is calcualted from 1.10.1996 to 1.10.1997. Such calculation is rolled over up to 3.10.2017 | ||||||||||||||||

6 | Thus, for 1 year period we have 242 data points, out of which 167 i.e. 69% are positive. For this period average return was 17% with a volatility (i.e. Standard Deviation) of 30% | ||||||||||||||||

7 | Similarly for 15 year period, average return was 15% with standard deviation of 2% | ||||||||||||||||

8 | |||||||||||||||||

9 | Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |

10 | Min Gain / Max Loss | -54% | -21% | -15% | -6% | -5% | -2% | 4% | 5% | 5% | 8% | 10% | 9% | 12% | 12% | 12% | 11% |

11 | Maximum Gain | 101% | 60% | 64% | 50% | 49% | 39% | 31% | 29% | 27% | 23% | 22% | 23% | 21% | 20% | 19% | 18% |

12 | Average | 17% | 15% | 15% | 15% | 15% | 15% | 16% | 16% | 16% | 17% | 17% | 16% | 16% | 16% | 15% | 14% |

13 | Standard Deviation | 30% | 20% | 16% | 13% | 12% | 9% | 7% | 6% | 5% | 4% | 3% | 3% | 2% | 2% | 2% | 2% |

14 | Total Data Points | 242 | 230 | 218 | 206 | 194 | 182 | 170 | 158 | 146 | 134 | 122 | 110 | 98 | 86 | 74 | 62 |

15 | +ve Data Points | 167 | 176 | 198 | 186 | 182 | 177 | 170 | 158 | 146 | 134 | 122 | 110 | 98 | 86 | 74 | 62 |

16 | % of +ve Data Points | 69% | 77% | 91% | 90% | 94% | 97% | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 100% |

17 | % of -ve Data Points | 31% | 23% | 9% | 10% | 6% | 3% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |

18 | |||||||||||||||||

19 | |||||||||||||||||

20 | Monthly SIP of Rs. 10,000 - Rolling CAGR - S&P BSE Sensex Total Return Index (TRI) | ||||||||||||||||

21 | 2.9.1996 to 3.10.2017 | ||||||||||||||||

22 | Note: How to read this data | ||||||||||||||||

23 | TRI value of first working day of the month is considered for the calculations | ||||||||||||||||

24 | In case of 1 year data, every month Rs. 10,000 is invested in Index from 2.9.1996 to 1.8.1997 & valued on 1.9.1997 i.e. in 12 months total Rs. 1.20 is invested. Similarly second data point is from 1.10.1996 to 1.9.1997 & valued on 1.10.1997. This is rolled over up to 3.10.2017. | ||||||||||||||||

25 | Thus for 1 year rolling period, there is a period where investment of Rs. 1.20 Lakh have grown to Rs. 1.96 Lakh at annualised rate of 134%. In one of the period Rs. 1.20 Lakh have gone down to Rs. 0.7 Lakh. i.e. annualized loss of 66%. On an average this investment has grown at annualized 19% with volatility i.e. Standard Deviation of 34% | ||||||||||||||||

26 | Similarly for 15 year period, there is a period where investment amount of Rs. 18 Lakh have grown to maximum of Rs. 81.1 at annualized rate of 18%. During this period average growth was at 16% with a volatility i.e. Standard Deviation of 1%. | ||||||||||||||||

27 | Annualized return is calculated considering monthly return as provided by "Rate()" function of Excel and then converting it to annual return using formula (1+Monthly Return)^12-1 | ||||||||||||||||

28 | Growth of Rs. 10,000 invested monthly | ||||||||||||||||

29 | Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |

30 | Amount Invested (in Rs. Lakh) | 1.20 | 2.40 | 3.60 | 4.80 | 6.00 | 7.20 | 8.40 | 9.60 | 10.80 | 12.00 | 13.20 | 14.40 | 15.60 | 16.80 | 18.00 | 19.20 |

31 | Amount Grown to (Minimum) | 0.70 | 1.44 | 2.39 | 3.80 | 5.77 | 8.06 | 10.45 | 13.31 | 15.63 | 18.36 | 22.48 | 27.71 | 34.70 | 44.91 | 57.87 | 67.46 |

32 | Amount Grown to (Maximum) | 1.96 | 4.40 | 7.89 | 12.83 | 19.82 | 27.91 | 35.45 | 41.58 | 36.00 | 43.78 | 49.99 | 48.79 | 58.82 | 70.99 | 81.10 | 84.35 |

33 | Amount Grown to (Average) | 1.31 | 2.87 | 4.80 | 7.19 | 9.96 | 13.20 | 16.53 | 19.84 | 22.81 | 27.91 | 32.88 | 38.38 | 46.56 | 56.46 | 68.02 | 75.35 |

34 | |||||||||||||||||

35 | Rolling CAGR | ||||||||||||||||

36 | Minimum Gain / Maximum Loss | -66% | -42% | -25% | -11% | -2% | 8% | 8% | 9% | 10% | 12% | 13% | 14% | 14% | |||

37 | Maximum Gain | 134% | 71% | 58% | 53% | 50% | 26% | 24% | 23% | 19% | 19% | 19% | 18% | 17% | |||

38 | Average Return | 19% | 17% | 18% | 19% | 19% | 15% | 16% | 15% | 15% | 15% | 16% | 16% | 15% | |||

39 | Standard Deviation | 34% | 23% | 18% | 14% | 12% | 5% | 4% | 3% | 2% | 2% | 2% | 1% | 1% | |||

40 | Total Data Points | 208 | 196 | 184 | 172 | 160 | 112 | 100 | 88 | 76 | 64 | 52 | 40 | 28 | |||

41 | +ve Data Points | 149 | 148 | 164 | 167 | 159 | 112 | 100 | 88 | 76 | 64 | 52 | 40 | 28 | |||

42 | % of +ve Data Points | 72% | 76% | 89% | 97% | 99% | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 100% |