This article provides a list of fund and category-wise statistics of rolling return of SIP and lump sum investments for various mutual funds.

📚 Topics covered:

• What are rolling returns of a mutual fund?
• What should you keep in mind when using this data for analysis purpose?
• How to interpret the data in the data-set of rolling XIRR?
• Where to get free rolling-data XIRR for mutual fund returns?

What are rolling returns of a mutual fund?

Rolling returns are all of the returns that the fund gave for a particular investment period. If, for example, we wish to understand how much returns the fund usually gave for a 10Y lump sum investment, we can list down in a table or chart returns like this:

• invested on 1st Jan 2006 and sold on 1st Jan 2016 after 10 years and got a return of X%
• invested on 2nd Jan 2006 and sold on 2nd Jan 2016 after 10 years and got a return of Y%
• invested on 3rd Jan 2006 and sold on 3rd Jan 2016 after 10 years and got a return of Z%

and so on. This sequence of returns [X,Y,Z] is a time series like this:

Ending date	Type	Return
01-Jan-16	10Y lump sum	X%
02-Jan-16	10Y lump sum	Y%
03-Jan-16	10Y lump sum	Z%

With this time-series, you can plot a graph, calculate metrics like average, max, min, median etc.

For example, we have calculated metrics like

• average = (X+Y+Z)/3 etc. (called mean)
• standard deviation = square root of the average of (X-mean)^2,(Y-mean)^2,(Z-mean)^2
• median = middle value of the sorted set X,Y,Z (gives a “truer” average by avoiding extreme values)
• max and min = extreme values of the set
• return per unit risk = AVERAGE/standard deviation
• Sharpe Ratio = (average - 7%)/standard deviation, assuming 7% is the risk-free rate that you will anyway get from safe investments

The statistical terms used in this article are explained here: Which are the common statistical terms used in Investing?

In this article, we will show the rolling metrics of various mutual funds:

• investment period: 1Y, 2Y, 3Y, 5Y, etc.
• type: lump sum, SIP (fixed), SIP (10% step-up)
• data since: 1st Jan 2013 (this is the date when direct funds were launched in India)
• categories: equity, debt, and hybrid
• only DIRECT and GROWTH plans
• all mutual funds active on the publishing date as per AMFI data and classification

What should you keep in mind when using this data for analysis purpose?

• The reader is expected to draw their own conclusions from the data
• There is no implication of the data being complete, accurate or timely
• This data is provided as-is without any warranties, implied or otherwise
• The data, when calculating statistical measures like average, excludes data points above and below 2 standard-deviations from the mean. This means that both maximum and minimum numbers are higher in real life than in this data-set while retaining around 95% of the actual numbers

How to interpret the data in the data-set of rolling XIRR?

These are the column headers of in the file:

Field	Meaning
Ticker	Fund id from www.amfiindia.com
Name	Name of fund
Category	AMFI category of the fund
AMC	AMC which runs the fund
Type_Of_Investment	Investment type
Value.xirr.average	Average of the XIRR numbers
Value.xirr.max	Max
Value.xirr.min	Min
Value.xirr.stdDev	Standard Deviation
Value.xirr.median	Median
Value.xirr.returnperunitrisk	Average/StdDev
Value.xirr.sharpe	Sharpe Ratio
bv	Investment amount
Value.mv.average	Average of the final pre-tax amount
Value.mv.max	Max
Value.mv.min	Min
Value.mv.stdDev	Standard Deviation
Value.mv.median	Median

Where to get free rolling-data XIRR for mutual fund returns?

There are no charges for downloading this data. You can download the full data-set here