1-year rolling returns
63.3% of windows made moneyAcross 229 separate 1-year holding periods, the median returned 11.3% a year. The worst lost 55.5% a year and the best made 159.1%.
- Worst window
- -55.5%
- 25th percentile
- -10.7%
- 75th percentile
- 64.6%
- Best window
- 159.1%
Worst start: December 2007 — -55.5% a year for the 1 years that followed.
Best start: May 2007 — 159.1% a year.
Against the Nifty 500: CHAMBLFERT came out ahead in 59.4% of the 229 windows both series cover.