Forum Discussion

AMCW's avatar
AMCW
Frequent Visitor
4 years ago

Time-Weighted Return

I need some assistance creating a measure to calculate YTD Time-Weighted Return ("TWR") To simplify as much as possible, the user will be able to filter by any number of months in the year but will ...
vapid128's avatar
vapid128
Icon for Solution Specialist rankSolution Specialist
4 years ago

add colnum

Return+1 =[return]+1

 

Measure:

 

 

var maxMonth = max([month/year])

return

calculate(
product([return+1]),
Filter(ALL/ALLSELECTED([month/year]),[month/year]<=maxMonth)
)
-1

 

 

  • AMCW's avatar
    AMCW
    Frequent Visitor
    4 years ago

    Your measure will not work as is since "Product" requires a column. 

    "Return" is not a column in my dataset. The key identifies it as a measure and it needs to stay as such.