Skip to main content
Skip table of contents

1.5.3 Annualised Returns

MAY 2024

The annualised rate of return (ARR) is geometric, time-weighted, and calculated by compounding index-level period returns. The measure gives an equal weight to each period.  is reported in various horizons: the current quarter, one, three, five and 10 years, and the rate since inception of the index.


where:

 is the annualised rate of return for a given period of time n.
 denotes the quarterly A.1 - 1.5.2 Total Investment Return of the index.
n denotes the given time period. 

JavaScript errors detected

Please note, these errors can depend on your browser setup.

If this problem persists, please contact our support.