Rolling Returns

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Rolling Returns

Annualized returns for a given number of years. For example, if one holds a stock for 15 years, one refers to its returns in annualized terms as rolling returns.
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References in periodicals archive ?
Although, I haven't seen that yet because we're rolling return on investment into more products, more lines and more expansion.
Heartland was recently named by American Banker Magazine as the 86th Best Community Bank in the Nation as measured by three-year rolling Return on Equity.
In an otherwise weak performance month, commodity trading advisors continued to ride the wave of solid returns they recorded in 2014, posting a 3.1% return in January and a 12-month rolling return of 14.7%.
For example, three-year rolling returns from December 1975 through June 2017 show that more than 60% of actively managed blend funds beat their index counterparts when average annual market returns were 5.6% and 68% outperformed when returns were negative, but less than 40% outperformed when average market returns were 20%.
However, the fund has delivered negative 12-month rolling returns since 3Q14, suffering from drawdowns in 2014 (significant short position on US rates) and, to a lesser extent, 2015 (higher bond correlation).
If you look at a chart of the 10-year rolling returns on a Barclay's aggregate investment versus the yield, you'd see that the returns and yields were closely aligned.
3) Emphasize 5-year rolling returns instead of the DOL mandated (and often misleading) 1-, 5- and 10-year snapshot- in-time performance figures.
One positive, though, is that it has been able to consistently beat its benchmark, the BSE 100 index, in terms of three-year rolling returns since April 2012.