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Anonymous's avatar
Anonymous
Not applicable
8 years ago
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cumulative portfolio returns

I am trying to calculate the cumulative portfolio returns for a fund (GHY Monthly Returns) and an Index (BAML HW00) - see sample of the data. I need to be able to vary the measurement over multiple time frames e.g Quarter to date, year to date, calendar year, rolling 12 months. 

 

Need Help

9 Replies

  • Ashish_Mathur's avatar
    Ashish_Mathur
    Icon for Super User rankSuper User
    8 years ago

    Hi,

     

    What result are you expecting?  Please show them in a speprate table.  Also, share the link from where i can download your file.

    • Anonymous's avatar
      Anonymous
      Not applicable
      8 years ago

      Thanks. I have attached a photo of an excel file which shows how I would work out the numbers in excel. I am struggling to see who I can achieve this in dax. Cumulative returns are not simply the sum of returns over a given period each month's return is multiplied by (1+Previous Months return).

       

      I would like to calculate the YTD, QTD and returns over a variety of time periods eg. Last 18 months, rolling 12 months etc. 

       

      • Ashish_Mathur's avatar
        Ashish_Mathur
        Icon for Super User rankSuper User
        8 years ago

        Hi,

         

        While i am eager to help, i still cannot visualise the result that you want.  Please share the following:

         

        1. The exact structure
        2. Fill up actual numbers in that exact structure based on the summyh data that you share

        I will then write the DAX formulas to get your desired result.