Rolling Returns
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.
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.
1-year rolling returns shall be computed by taking the year-over-year percentage change in the Net Asset Value Per Share (NAVPS) of a mutual fund or portfolio during the last day of each month beginning January 2010 until December 31, 2010, the study's evaluation date, for a total of 12 monthly rolling returns.
For example, if the rolling returns of a mutual fund are being investigated over a 1-year evaluation horizon, then the risk-free rate that will be applied to calculate the portfolio's excess returns will be the fixing yield on a Philippine T-Bill exactly a year prior to the returns computation date.
Operationally, the beta of a mutual fund's rolling returns with respect to the benchmark index shall be computed by utilizing the rolling returns data of both the mutual fund and the HSBC benchmark over the most recent 12 months immediately prior to the study's evaluation date.
As such, the total risk of the mutual funds to be investigated in this research paper shall be computed by taking the standard deviation of their annualized 1-, 3-, and 5-year monthly rolling returns over the 12 months immediately preceding the study's evaluation date.
Breaking down the Treynor ratios of the funds into their component parts would show that all these funds with negative Treynor metrics had 3- and 5-year average rolling returns that failed to beat on average a passive investment in 3- and 5-year FXTNs respectively.
Its total risk or the standard deviation of its 5-year rolling returns is 0.
Since the NAVPS of mutual funds from which the rolling returns are derived are reported net of all relevant administrative costs and management fees, future studies could consider restating the fixing or reference yields net of the withholding tax.
Total return for the last three, five, seven and 10 years; -- 1992-2002 total-return performance compared with the S&P 500, the Lehman Bond Index, or the iMoneyNet Money Market Average; -- Size, objective, and management philosophy; -- Latest annual and monthly performance for 2002; -- Rolling returns for three and five years on all funds; -- Descriptions of fund managers and their track records.
Also, NASDAQ symbols and 12-month rolling returns for the Scudder Funds were added to the Personal Page.
Financial browser
?
- ▲
- ROE
- Roede
- Rogue Trader
- Rogue Trading
- ROI
- ROL
- roll
- Roll Back
- Roll down
- Roll forward
- Roll order
- roll over
- Roll up
- Roll, Richard
- rollback
- Roller Stripping
- Rollercoaster Swap
- Rolling a Stop Down
- Rolling a Stop Up
- Rolling Billboard
- rolling down
- Rolling Earnings per Share
- rolling forward
- Rolling of Futures
- Rolling Position
- Rolling Returns
- rolling settlement
- rolling stock
- Rolling the Tortoise
- rolling up
- rollout marketing
- Rollover
- rollover home sale
- Rollover IRA
- rollover loan
- Rollover Mortgage
- rollover risk
- Roll's Critique
- roll-up
- ROM
- Romanian Leu
- Rome Convention
- RON
- Rood
- roof rights; roof rental
- Roosevelt Dime
- root deed
- Ross, Stephen
- Rotating Shift
- Rotation
- Rotation of Directors
- ▼
Full browser
?
- ▲
- rolling over in our grave
- rolling over in our graves
- rolling over in their grave
- rolling over in their graves
- rolling over in your grave
- Rolling Over Laughing My Ass Off
- Rolling Owner Controlled Insurance Program
- rolling paper
- rolling paper
- Rolling papers
- Rolling papers
- rolling pin
- rolling pin
- rolling pins
- rolling pins
- Rolling Plains Art Gallery
- Rolling Plains Cooperative Compress
- Rolling Plan and Forward Budget
- Rolling Position
- Rolling Positions
- Rolling Prairie Baseball Association
- Rolling Prairie Library System
- Rolling press
- Rolling Production
- Rolling Pullout
- rolling radius
- rolling recoil
- Rolling resistance
- Rolling resistance
- Rolling Return
- Rolling Returns
- Rolling River Festival of the Arts
- Rolling River School Division
- Rolling River Teachers' Association
- Rolling Rock
- Rolling Rowland Ride
- Rolling Settlement
- Rolling Settlements
- rolling shutter door
- rolling shutters
- rolling skin syndrome
- rolling skin syndrome
- rolling skin syndrome
- rolling skin syndrome
- rolling someone's eyes
- Rolling Steel Wheel Crusaders
- rolling stock
- rolling stock
- rolling stock
- Rolling Stock Acceptance Board
- Rolling Stock Equipment Technical Forum
- Rolling Stock Leasing Company
- Rolling Stocks
- Rolling Stocks
- Rolling Stocks
- Rolling Stone
- Rolling Stone
- Rolling Stone
- Rolling Stone
- Rolling Stone (magazine)
- Rolling Stone 10 Greatest Films of All Time
- ▼