Shows the rolling income returns of a product, benchmark or portfolio over the specified rolling period.
What does the chart show?
This chart is similar to Rolling Returns but focused on the income return component. The sample window for calculation is moved in steps of one month, creating the “rolling” nature of the chart.
When a benchmark is specified, the rolling returns of both the product and the benchmark can be compared.
How to interpret the chart
Short rolling periods may show some fluctuations in the income generated, by using longer rolling periods, short-term fluctuations are smoothed out. For periods longer than a year, returns are annualised.
When to use the chart
The chart can be used by investors with an income return objective to assess the suitability of a product.
Rolling period can be set to the investment time horizon to compare rolling returns against targeted return.
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