Hi to you all,
I am currently running a project of adding some of the MPT calculations to the database and I need some help in getting the figures approved so to speak as they don't look right to me,
Attached excel has 5 tabs which are split as following:
data - contains data on a test fund and benchmark over 3 years
returns - contain calculated daily returns of the fund and benchmark and also show difference in performance between these two
cumret_cal - contains again daily performance returns and cumulative
calc - contains a performance calculation table over different periods
results - contains results I got for 12 measures
I need help in getting these figures validated as it certainly looks to me that some calculations are not correct.
Any help would be most welcome.
Alex
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