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2.5.3 Annualised Returns

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 year, three years, five years, 10 years, and rate since inception of the index.


where:

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

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