1-year rolling returns
62.9% of windows made moneyAcross 229 separate 1-year holding periods, the median returned 18.0% a year. The worst lost 64.0% a year and the best made 464.1%.
- Worst window
- -64.0%
- 25th percentile
- -12.5%
- 75th percentile
- 46.3%
- Best window
- 464.1%
Worst start: December 2007 — -64.0% a year for the 1 years that followed.
Best start: March 2009 — 464.1% a year.
Against the Nifty 500: VTL came out ahead in 51.5% of the 229 windows both series cover.