PortfolioMetrics
Performance Metrics
Detailed Returns

1Y Return

Definition

The one year return represents the cumulative return of an investment over the past twelve months, measuring the percentage change in value during this annual period.

Formula

1Y=(i=1121+Ri)1121\text{1Y} = \left(\prod_{i=1}^{12} 1 + R_i\right)^{\frac{1}{12}} - 1

where RiR_i is the return for month ii.

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