Rolling Returns
What It Is:
Rolling returns are the returns on an investment measured over several periods.
How It Works/Example:
The rolling returns on an investment are measured over a discrete number of consecutive periods (usually years) starting with the beginning of the earliest period and finishing with the end of the most recent. For instance, the two-year rolling return for 2008 would begin on 1 Jan 2007 and end 31 December 2008 (a full two years).
Why It Matters:
Rolling returns reflect the cumulative return on a continuously held investment over a number of consecutive periods.
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Cached on May 23, 2012, 6:33 pm