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.

References in periodicals archive ?

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%.

2 Key Times to Invest in Actively Managed Funds

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).

Fitch Affirms Ignis Absolute Return Government Bond Fund at 'Good'

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.

Of bonds and yields: asset managers discuss investment strategies in a tough economic environment

3) Emphasize 5-year rolling returns instead of the DOL mandated (and often misleading) 1-, 5- and 10-year snapshot- in-time performance figures.

Little red fiduciary and the big bad bond

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.