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

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    Vijay Phani Kumar
    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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    Index 1 Year Return 5 Year Return STD - Deviation 1 Year STD - Deviation 5 Year Sharpe Ratio 1 Year

    Uploaded by

    Vijay Phani Kumar
    33 views2 pages
    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.

    Original Description:

    Sharpe calculation for Indian Indices

    Original Title

    Sharpe Calc

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    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.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    33 views2 pages

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

    Uploaded by

    Vijay Phani Kumar
    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.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 2

    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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