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This tabular analysis summarizes the best, worst and average performance for the trading program during time windows of varying lengths. For example, three-month time windows measure performance in all rolling three-month time periods (e.g., months one through three, two through four, etc.).
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Related Terms:
- Convertible Arbitrage definition
- Relative Value Arbitrage definition
- Market Timing definition
- Distribution Monthly Returns definition
- Average Annual Return definition
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