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Maeaex1's avatar
Maeaex1
Frequent Visitor
2 years ago

Rebased Performance Chart based on Daily Returns

Hi Community,  I try to calculate a performance chart over time that starts at 100 (start date). I already created a measure that calculated the daily returns. Based on these returns the performan...
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Maeaex1's avatar
Maeaex1
Frequent Visitor
2 years ago

Hi Anonymous,

Thanks for your reply & support! The provided formula looks promising but it appears it does not calculate my measure correclty. The "Daily Return" is in my case already a Measure as the underlying data is more complex. In the Daily Return Measure I aggregated individual returns of financial securities to get to a "Daily Return" of a Portfolio.

If I use your formula:

PF Performance = 
PRODUCTX(
FILTER(
ALLSELECTED(V_OPS_PORTFOLIO_HISTORY),
V_OPS_PORTFOLIO_HISTORY[SNAPSHOT_DATE] <= max(V_OPS_PORTFOLIO_HISTORY[SNAPSHOT_DATE])),
 (V_OPS_PORTFOLIO_HISTORY[Total PF Return]+1)
 )*100

then the output of the table looks like this:


Do you have an idea what's wrong? Thanks!
Max

  • Anonymous's avatar
    Anonymous
    Not applicable
    2 years ago

    Hi Maeaex1 

    The dax can work well in my test code, can you provide more sample data or other sample information?

     

    Best Regards!

    Yolo Zhu

     

    • Maeaex1's avatar
      Maeaex1
      Frequent Visitor
      2 years ago

      Hi Yolo & thanks for the ongoing support! Find below some sample data. The previously mentioned measure "Daily Return" then sums up the returns per STRATEGY & SNAPSHOT_DATE.

      SNAPSHOT_DATE STRATEGY ISIN Security Return Contr.
      02.01.2023 Portfolio_1 Security_1 0.0038%
      02.01.2023 Portfolio_1 Security_2 0.0147%
      02.01.2023 Portfolio_1 Security_3 0.0000%
      02.01.2023 Portfolio_1 Security_4 0.0006%
      02.01.2023 Portfolio_1 Security_5 0.0782%
      02.01.2023 Portfolio_1 Security_6 0.0104%
      02.01.2023 Portfolio_1 Security_7 0.0275%
      02.01.2023 Portfolio_1 Security_8 0.0234%
      02.01.2023 Portfolio_1 Security_9 -0.0051%
      02.01.2023 Portfolio_1 Security_10 0.0232%
      03.01.2023 Portfolio_1 Security_1 0.0067%
      03.01.2023 Portfolio_1 Security_2 0.0056%
      03.01.2023 Portfolio_1 Security_3 0.0095%
      03.01.2023 Portfolio_1 Security_4 0.0073%
      03.01.2023 Portfolio_1 Security_5 0.0581%
      03.01.2023 Portfolio_1 Security_6 -0.0121%
      03.01.2023 Portfolio_1 Security_7 -0.0119%
      03.01.2023 Portfolio_1 Security_8 -0.0077%
      03.01.2023 Portfolio_1 Security_9 -0.0068%
      03.01.2023 Portfolio_1 Security_10 -0.0117%
      04.01.2023 Portfolio_1 Security_1 0.0116%
      04.01.2023 Portfolio_1 Security_2 0.0139%
      04.01.2023 Portfolio_1 Security_3 0.0030%
      04.01.2023 Portfolio_1 Security_4 0.0044%
      04.01.2023 Portfolio_1 Security_5 0.0596%
      04.01.2023 Portfolio_1 Security_6 -0.0177%
      04.01.2023 Portfolio_1 Security_7 0.0152%
      04.01.2023 Portfolio_1 Security_8 0.0130%
      04.01.2023 Portfolio_1 Security_9 -0.0028%