Rolling Chart

Note: This chart is not available to all versions of Analytics

Rolling Returns show the rolling returns of a fund, benchmark or portfolio over the specified rolling period.

Each point on the chart shows these returns. The sample window for calculation is moved in steps in accordance with rolling period (usually 3 months), creating the “rolling” nature of the chart.

Short rolling periods will show more fluctuations, and by using longer rolling periods, short-term fluctuations are smoothed out.

Users can select:

• Measure – The ratio that you wish to chart

Note: If a ratio requiring a benchmark is selected and the Fund's Own Benchmark is unknown, the chart will default to using the relevant sector average.

• Rolling Period – The specified rolling period. This will determine the rolling time period.

E.g. a rolling period ending 31/12/2014 covers 31/12/2009 trough to 31/12/2014

• Period Ends – This allows the user to display the chart as a weekly/monthly/quarterly or yearly chart.
• Number of period – This will chart the number of points selected and works in conjunction with the Period Ends option.