Rolling Returns

Rolling Returns, also known as rolling period returns, is the annualized average return for a period ending with the listed year. 

Rolling Returns

Rolling Returns, also known as rolling period returns, is the annualized average return for a period ending with the listed year. 

 


Explanation of Rolling Returns

Rolling returns are useful for examining the behavior of returns for holding periods similar to those actually experienced by investors. The goal is to show you the frequency and magnitude of an investment's good and bad performance periods.


Related Terms