What is the annualized dollar-weighted return? What is the annualized time-weighted return? What is the annualized Sharpe
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What is the annualized dollar-weighted return?
What is the annualized time-weighted return?
What is the annualized Sharpe Ratio of the investment?
What the annualized CAPM alpha of the investment?
Date | Cash (month close) | Stocks (month close) | Total (month close) | Client Flow (next month begin) | Russel 3000 with dividends (month close) | Risk-free index (month close) |
November-18 | 0 | 0 | 0 | 200,000 | 154.4842 | 1358.7063 |
December-18 | 1,400 | 186,996 | 188,396 | 139.5696 | 1359.3857 | |
January-19 | 1,400 | 205,152 | 206,552 | 152.2576 | 1360.0654 | |
February-19 | 1,000 | 206,387 | 207,387 | 157.5975 | 1360.7454 | |
March-19 | 1,050 | 224,399 | 225,449 | 159.2405 | 1361.4258 | |
April-19 | 1,025 | 230,680 | 231,705 | 166.0963 | 1362.1065 | |
May-19 | 1,020 | 236,472 | 237,492 | 155.4540 | 1362.6513 | |
June-19 | 1,090 | 239,303 | 240,393 | 165.2525 | 1363.1964 | |
July-19 | 950 | 245,596 | 246,546 | 168.7948 | 1364.0143 | |
August-19 | 1,120 | 242,752 | 243,872 | 165.2280 | 1364.9691 | |
September-19 | 1,150 | 243,371 | 244,521 | 167.5127 | 1365.7881 | |
October-19 | 1,105 | 244,981 | 246,086 | 171.8586 | 1366.6076 | |
November-19 | 1,115 | 243,631 | 244,746 | 178.3747 | 1367.4275 | |
December-19 | 1,125 | 252,289 | 253,414 | 182.4993 | 1368.248 | |
January-20 | 955 | 255,517 | 256,472 | 183.1589 | 1368.9321 | |
February-20 | 1,015 | 246,397 | 247,412 | -65,000 | 168.0115 | 1369.4797 |
March-20 | 650 | 141,961 | 142,611 | 144.3031 | 1369.6166 | |
April-20 | 755 | 148,245 | 149,000 | 163.9766 | 1369.7536 | |
May-20 | 795 | 123,654 | 124,449 | 172.7187 | 1369.8906 | |
June-20 | 820 | 126,365 | 127,185 | 176.0727 | 1370.0276 | |
July-20 | 825 | 129,325 | 130,150 | 186.8650 | 1370.1646 | |
August-20 | 920 | 137,650 | 138,570 | 200.1796 | 1370.3016 | |
September-20 | 1,015 | 130,585 | 131,600 | 192.0260 | 1370.4386 | |
October-20 | 1,075 | 144,275 | 145,350 | 189.0742 | 1370.5757 | |
November-20 | 1,125 | 163,871 | 164,996 | 211.7308 | 1370.7127 | |
December-20 | 1,150 | 184,442 | 185,592 | 220.2122 | 1370.8498 | |
January-21 | 970 | 183,014 | 183,984 | 220.0202 | 1370.9869 | |
February-21 | 985 | 197,192 | 198,177 | 226.9419 | 1371.124 | |
March-21 | 1,025 | 177,256 | 178,281 | 234.5755 | 1371.2611 |
Related Book For
Investment Analysis and Portfolio Management
ISBN: 978-1305262997
11th Edition
Authors: Frank K. Reilly, Keith C. Brown, Sanford J. Leeds
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