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  2. How to Calculate Rolling Returns

    www.aol.com/calculate-rolling-returns-180005343.html

    That’s different from annual return, which simply measures the return a security generates within a given 12-month period. It’s also different from yield . How to Calculate Rolling Returns

  3. Rate of return - Wikipedia

    en.wikipedia.org/wiki/Rate_of_return

    Care must be taken not to confuse annual with annualized returns. An annual rate of return is a return over a period of one year, such as January 1 through December 31, or June 3, 2006, through June 2, 2007, whereas an annualized rate of return is a rate of return per year, measured over a period either longer or shorter than one year, such as ...

  4. Information ratio - Wikipedia

    en.wikipedia.org/wiki/Information_ratio

    The information ratio is often annualized. While it is then common for the numerator to be calculated as the arithmetic difference between the annualized portfolio return and the annualized benchmark return, this is an approximation because the annualization of an arithmetic difference between terms is not the arithmetic difference of the annualized terms. [6]

  5. Volatility (finance) - Wikipedia

    en.wikipedia.org/wiki/Volatility_(finance)

    Volatility estimation from predicted return density Example based on Google daily return distribution using standard density function; Research paper including excerpt from report entitled Identifying Rich and Cheap Volatility Excerpt from Enhanced Call Overwriting, a report by Ryan Renicker and Devapriya Mallick at Lehman Brothers (2005).

  6. Time-weighted return - Wikipedia

    en.wikipedia.org/wiki/Time-weighted_return

    The time-weighted return (TWR) [1] [2] is a method of calculating investment return, where returns over sub-periods are compounded together, with each sub-period weighted according to its duration. The time-weighted method differs from other methods of calculating investment return, in the particular way it compensates for external flows.

  7. Modified Dietz method - Wikipedia

    en.wikipedia.org/wiki/Modified_Dietz_method

    The modified Dietz method [1] [2] [3] is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the ...

  8. What Is Risk and Return? - AOL

    www.aol.com/news/2013-04-24-what-is-risk-and...

    Today's concept: risk and return. When it comes to financial matters, we all know what risk is -- the possibility of losing your hard-earned cash. And most of us understand that a return is what ...

  9. Internal rate of return - Wikipedia

    en.wikipedia.org/wiki/Internal_rate_of_return

    Thus, internal rate(s) of return follow from the NPV as a function of the rate of return. This function is continuous. Towards a rate of return of −100% the NPV approaches infinity with the sign of the last cash flow, and towards a rate of return of positive infinity the NPV approaches the first cash flow (the one at the present).