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Explore returns, fund details, rolling returns and risk with one selection.

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Rolling returns

Data and calculation methodology

NAV calculations use the selected Direct or Regular Growth plan exclusively. Returns are absolute: (ending NAV ÷ starting NAV − 1) × 100. Missing histories are never replaced with static returns. Fund expenses are reflected in NAV; investor taxes and exit loads are excluded.

Research endpoints use the last observed NAV on/before a boundary with a maximum seven-day gap. Calculator purchases use the first observed NAV on/after a scheduled date, within seven days and before valuation. SIP dates keep the original day of month, clamped to month end. A missing purchase invalidates the simulation instead of silently dropping a contribution.

AUM, TER and scheme terms can have different dates from NAVs. Verify the latest AMC documents before investing. Rolling returns require complete window endpoints and use common observations across selections; they do not imply future consistency.

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SIFPrime Research Source dates and assumptions stay with your results. Downloads are branded PDFs.
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