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Index 1 Year Return 5 Year Return STD - Deviation 1 Year STD - Deviation 5 Year Sharpe Ratio 1 Year

This document contains performance data for various Indian stock market indices over 1 and 5 year periods. It shows the return, standard deviation, and Sharpe ratio for the Nifty 50, Nifty 100, Nifty 200, and Nifty 500 indices. The Nifty 500 generally had the highest returns and Sharpe ratios for both time periods, while the Nifty 50 tended to have lower returns but lower risk as measured by standard deviation.

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Vijay Phani Kumar
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64 views2 pages

Index 1 Year Return 5 Year Return STD - Deviation 1 Year STD - Deviation 5 Year Sharpe Ratio 1 Year

This document contains performance data for various Indian stock market indices over 1 and 5 year periods. It shows the return, standard deviation, and Sharpe ratio for the Nifty 50, Nifty 100, Nifty 200, and Nifty 500 indices. The Nifty 500 generally had the highest returns and Sharpe ratios for both time periods, while the Nifty 50 tended to have lower returns but lower risk as measured by standard deviation.

Uploaded by

Vijay Phani Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Index 1 year return 5 year return Std.deviation 1 year Std.

deviation 5 year Sharpe ratio 1 year


Nifty 50 14.88 12.52 11 14.75 1.35
Nifty 100 16.86 13.77 11.42 14.73 1.48
Nifty 200 18.12 14.11 11.77 14.79 1.54
Nifty 500 19.35 14.84 11.89 14.63 1.63

Index 1 year return 5 year return Std.deviation 1 year Std.deviation 5 year Sharpe ratio 1 year
Nifty 50 12.73 12.52 11 14.75 1.16
Nifty 100 13.60 13.77 11.42 14.73 1.19
Nifty 200 13.12 14.11 11.77 14.79 1.11
Nifty 500 14.86 14.84 11.89 14.63 1.25

0.127293703 12.73
0.1359544894 13.60
0.131188333 13.12
0.1486162268 14.86
Sharpe ratio 5 year
0.85
0.93
0.95
1.01

Sharpe ratio 5 year


0.85
0.93
0.95
1.01

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