Rolling Returns

Rolling Returns

The annualized average return for a period ending with the listed year. Rolling returns are useful for examining the behavior of returns for holding periods similar to those actually experienced by investors.

Notes:

For example, the 5 year rolling return for 1995 covers January 1, 1991, through December 31, 1995. The 5 year rolling return for 1996 is the average annual return for 1992 through 1996, etc.

Also known as rolling period returns or rolling time periods.

See also: Abnormal Return, Expected Return, Return, Return on Investment (ROI), Risk Adjusted Return