6M Return

Definition

The six months return represents the cumulative return of an investment over the past six months, measuring the percentage change in value during this semi-annual period.

Formula

$\text{6M} = \left(\prod_{i=1}^{6} 1 + R_i\right)^{\frac{1}{6}} - 1$

where $R_i$ is the return for month $i$.