Rolling return

Author Topic: Rolling return  (Read 200 times)

Offline munna99185

  • Faculty
  • Hero Member
  • *
  • Posts: 573
  • Test
    • View Profile
Rolling return
« on: March 28, 2014, 09:03:24 AM »
Rolling return is 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. For example, the five-year rolling return for 1995 covers Jan 1, 1991, through Dec 31, 1995. The five-year rolling return for 1996 is the average annual return for 1992 through 1996, etc.
[Source: http://www.investopedia.com/terms/r/rollingreturns.asp]


Sayed Farrukh Ahmed
Assistant Professor
Faculty of Business & Economics
Daffodil International University