1
Lumpsum Rolling CAGR - Nifty Next 50 (Junior) Total Return Index
2
From 2.12.2002 to 2.4.2018
3
Note: How to read this data
4
Total Return Index 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 2.12.2002 to 1.12.2003, second CAGR return is calcualted from 1.1.2003 to 1.1.2004. Such calculation is rolled over up to 2.4.2018
6
Thus, for 1 year period we have 173 data points, out of which 142 i.e. 82% are positive. For this period average return was 30% with a volatility (i.e. Standard Deviation) of 43%
7
Similarly for 10 year period, average return was 17% with standard deviation of 4%
8
9
Year123456789101112131415
10
Min Gain / Max Loss-67%-26%-13%-9%1%2%7%7%7%11%14%15%17%18%24%
11
Maximum Gain181%89%76%57%58%33%38%34%28%26%26%27%25%26%25%
12
Average30%23%21%19%18%17%17%17%17%17%18%19%20%22%25%
13
Standard Deviation43%23%16%13%10%7%7%6%5%4%3%4%3%3%0%
14
Total Data Points173161149137125113101897765534129175
15
+ve Data Points142134138133125113101897765534129175
16
% of +ve Data Points82%83%93%97%100%100%100%100%100%100%100%100%100%100%100%
17
% of +ve Data Points18%17%7%3%0%0%0%0%0%0%0%0%0%0%0%
18
19
20
Monthly SIP of Rs. 10,000 - Rolling CAGR - Nifty Next 50 (Junior) Total Return Index
21
From 2.12.2002 to 2.4.2018
22
Note: How to read this data
23
Total Return Index 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 2.12.2002 to 3.11.2003 & valued on 1.12.2003 i.e. in 12 months total Rs. 1.20 is invested. Similarly second data point is from 1.1.2003 to 1.12.2003 & valued on 1.1.2004. This is rolled over up to 2.4.2018.
25
Thus for 1 year rolling period, there is a period where investment of Rs. 1.20 Lakh have grown to Rs. 2.44 Lakh at annualised rate of 233%. In one of the period Rs. 1.20 Lakh have gone down to Rs. 0.6 Lakh. i.e. annualized loss of 76%. On an average this investment has grown at annualized 32% with volatility i.e. Standard Deviation of 48%
26
Similarly for 10 year period, there is a period where investment amount of Rs. 12 Lakh have grown to Rs. 35.19 at annualized rate of 20%. During this period average growth was at 16% with a volatility i.e. Standard Deviation of 2%.
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
Year123456789101112131415
30
Amount Invested (in Rs. Lakh)
1.202.403.604.806.007.208.409.6010.8012.0013.2014.4015.6016.8018.00
31
Amount Grown to (Minimum)
0.601.181.983.044.487.0310.3313.4016.8821.7428.9135.9446.8763.2883.31
32
Amount Grown to (Maximum)
2.444.877.7812.5621.9715.3122.5929.7029.5835.1940.3053.9559.0971.3195.91
33
Amount Grown to (Average)
1.383.054.977.149.4512.0115.6718.9223.0428.5835.4844.2253.0368.0290.28
34
35
Rolling CAGR
36
Minimum Gain / Maximum Loss-76%-54%-35%-22%-11%-1%6%8%10%11%14%14%16%17%18%
37
Maximum Gain233%86%57%52%55%25%28%27%21%20%19%20%19%19%20%
38
Average Return32%24%21%19%17%16%17%16%16%16%17%17%17%18%19%
39
Standard Deviation48%26%17%13%10%6%5%4%3%2%1%1%1%0%1%
40
Total Data Points173161149137125113101897765534129175
41
+ve Data Points139137134130119112101897765534129175
42
% of +ve Data Points80%85%90%95%95%99%100%100%100%100%100%100%100%100%100%
43
% of +ve Data Points20%15%10%5%5%1%0%0%0%0%0%0%0%0%0%