1-year rolling returns
46.7% of windows made moneyAcross 229 separate 1-year holding periods, the median returned -1.4% a year. The worst lost 79.0% a year and the best made 405.3%.
- Worst window
- -79.0%
- 25th percentile
- -17.6%
- 75th percentile
- 35.7%
- Best window
- 405.3%
Worst start: December 2007 — -79.0% a year for the 1 years that followed.
Best start: September 2016 — 405.3% a year.
Against the Nifty 500: ITI came out ahead in 36.7% of the 229 windows both series cover.