Annualizing Monthly Performance - pivot tables? other formulas?

G

Guest

Hi All,
This is a great way to learn hints, and in reading about Pivot Tables below,
I thought someone may know the solution to my problem:
- I have 2 columns of data, A is the month/year and B is the PERCENT RETURN
for that month
- I have 17 months of data, and was asked to ANNUALIZE the ENTIRE PERIOD?
- Is this possible ? I tried using the (1 + (RETURN ^(17/12) * (1 +
(RETURN ^(17/12), which is time consuming and somehow got a ridiculous
number????
- HOW DO I ANNUALIZE PERCENT RETURNS more efficiently? Arrays? Pivot
tables? I am so overwhelmed and forget all that I learned LONG ago...ANY
HELP WILL COME BACK TO YOU IN GOOD VIBES! Keep up the great posts!
 
F

Fred Smith

To annualize monthly returns, you need to do it in two steps. First calculate
the total return, then annualize it.

In each row, calculate the running total return as:

=(1+MonthlyReturn%)*(1+PreviousTotalReturn%)-1

In your summary row, calculate your annualized return as:

=rate(TotalPeriods/12,0,-1,1+TotalReturn%)
 
E

E Khan

Hi,

I know this feed was created 2 years ago, but I am wondering if you might be able to help. I am trying to annualize my returns but if the returns go over 1.00 the return are over 4000, which would make it 400,000%.

This is the formula that i am currently using:

(1+monthly return)^(12)-1.






Fred Smith wrote:

To annualize monthly returns, you need to do it in two steps.
11-Aug-07

To annualize monthly returns, you need to do it in two steps. First calculate
the total return, then annualize it

In each row, calculate the running total return as

=(1+MonthlyReturn%)*(1+PreviousTotalReturn%)-

In your summary row, calculate your annualized return as

=rate(TotalPeriods/12,0,-1,1+TotalReturn%

--
Regards
Fre


Previous Posts In This Thread:

Annualizing Monthly Performance - pivot tables? other formulas?
Hi All
This is a great way to learn hints, and in reading about Pivot Tables below
I thought someone may know the solution to my problem
- I have 2 columns of data, A is the month/year and B is the PERCENT RETUR
for that mont
- I have 17 months of data, and was asked to ANNUALIZE the ENTIRE PERIOD
- Is this possible ? I tried using the (1 + (RETURN ^(17/12) * (1
(RETURN ^(17/12), which is time consuming and somehow got a ridiculou
number???
- HOW DO I ANNUALIZE PERCENT RETURNS more efficiently? Arrays? Pivo
tables? I am so overwhelmed and forget all that I learned LONG ago...AN
HELP WILL COME BACK TO YOU IN GOOD VIBES! Keep up the great posts!

To annualize monthly returns, you need to do it in two steps.
To annualize monthly returns, you need to do it in two steps. First calculate
the total return, then annualize it

In each row, calculate the running total return as

=(1+MonthlyReturn%)*(1+PreviousTotalReturn%)-

In your summary row, calculate your annualized return as

=rate(TotalPeriods/12,0,-1,1+TotalReturn%

--
Regards
Fre



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BizTalk Repeating Structures Table Looping and Table Extract
http://www.eggheadcafe.com/tutorial...0-a5704fe31a76/biztalk-repeating-structu.aspx
 
E

E Khan

Hi,

I know this feed was created 2 years ago, but I am wondering if you might be able to help. I am trying to annualize my returns but if the returns go over 1.00 the return are over 4000, which would make it 400,000%.

This is the formula that i am currently using:

(1+monthly return)^(12)-1.



Fred Smith wrote:

To annualize monthly returns, you need to do it in two steps.
11-Aug-07

To annualize monthly returns, you need to do it in two steps. First calculate
the total return, then annualize it

In each row, calculate the running total return as

=(1+MonthlyReturn%)*(1+PreviousTotalReturn%)-

In your summary row, calculate your annualized return as

=rate(TotalPeriods/12,0,-1,1+TotalReturn%

--
Regards
Fre


Previous Posts In This Thread:

Annualizing Monthly Performance - pivot tables? other formulas?
Hi All
This is a great way to learn hints, and in reading about Pivot Tables below
I thought someone may know the solution to my problem
- I have 2 columns of data, A is the month/year and B is the PERCENT RETUR
for that mont
- I have 17 months of data, and was asked to ANNUALIZE the ENTIRE PERIOD
- Is this possible ? I tried using the (1 + (RETURN ^(17/12) * (1
(RETURN ^(17/12), which is time consuming and somehow got a ridiculou
number???
- HOW DO I ANNUALIZE PERCENT RETURNS more efficiently? Arrays? Pivo
tables? I am so overwhelmed and forget all that I learned LONG ago...AN
HELP WILL COME BACK TO YOU IN GOOD VIBES! Keep up the great posts!

To annualize monthly returns, you need to do it in two steps.
To annualize monthly returns, you need to do it in two steps. First calculate
the total return, then annualize it

In each row, calculate the running total return as

=(1+MonthlyReturn%)*(1+PreviousTotalReturn%)-

In your summary row, calculate your annualized return as

=rate(TotalPeriods/12,0,-1,1+TotalReturn%

--
Regards
Fre


Annualized Returns
Hi,

I know this feed was created 2 years ago, but I am wondering if you might be able to help. I am trying to annualize my returns but if the returns go over 1.00 the return are over 4000, which would make it 400,000%.

This is the formula that i am currently using:

(1+monthly return)^(12)-1.


Submitted via EggHeadCafe - Software Developer Portal of Choice
WPF Report Engine, Part 2
http://www.eggheadcafe.com/tutorial...c9-cf3a9ee210a7/wpf-report-engine-part-2.aspx
 
E

E Khan

Hi,

I know this feed was created 2 years ago, but I am wondering if you might be able to help. I am trying to annualize my returns but if the returns go over 1.00 the return are over 4000, which would make it 400,000%.

This is the formula that i am currently using:

(1+monthly return)^(12)-1.



Fred Smith wrote:

To annualize monthly returns, you need to do it in two steps.
11-Aug-07

To annualize monthly returns, you need to do it in two steps. First calculate
the total return, then annualize it

In each row, calculate the running total return as

=(1+MonthlyReturn%)*(1+PreviousTotalReturn%)-

In your summary row, calculate your annualized return as

=rate(TotalPeriods/12,0,-1,1+TotalReturn%

--
Regards
Fre


Previous Posts In This Thread:

Annualizing Monthly Performance - pivot tables? other formulas?
Hi All
This is a great way to learn hints, and in reading about Pivot Tables below
I thought someone may know the solution to my problem
- I have 2 columns of data, A is the month/year and B is the PERCENT RETUR
for that mont
- I have 17 months of data, and was asked to ANNUALIZE the ENTIRE PERIOD
- Is this possible ? I tried using the (1 + (RETURN ^(17/12) * (1
(RETURN ^(17/12), which is time consuming and somehow got a ridiculou
number???
- HOW DO I ANNUALIZE PERCENT RETURNS more efficiently? Arrays? Pivo
tables? I am so overwhelmed and forget all that I learned LONG ago...AN
HELP WILL COME BACK TO YOU IN GOOD VIBES! Keep up the great posts!

To annualize monthly returns, you need to do it in two steps.
To annualize monthly returns, you need to do it in two steps. First calculate
the total return, then annualize it

In each row, calculate the running total return as

=(1+MonthlyReturn%)*(1+PreviousTotalReturn%)-

In your summary row, calculate your annualized return as

=rate(TotalPeriods/12,0,-1,1+TotalReturn%

--
Regards
Fre


Annualized Returns
Hi,

I know this feed was created 2 years ago, but I am wondering if you might be able to help. I am trying to annualize my returns but if the returns go over 1.00 the return are over 4000, which would make it 400,000%.

This is the formula that i am currently using:

(1+monthly return)^(12)-1.

Annualized Returns
Hi,

I know this feed was created 2 years ago, but I am wondering if you might be able to help. I am trying to annualize my returns but if the returns go over 1.00 the return are over 4000, which would make it 400,000%.

This is the formula that i am currently using:

(1+monthly return)^(12)-1.


Submitted via EggHeadCafe - Software Developer Portal of Choice
C# And The Little Iterator That Could
http://www.eggheadcafe.com/tutorial...32-0ae26adaa533/c-and-the-little-iterato.aspx
 
F

Fred Smith

Your method of annualizing the monthly returns is correct. Are you sure you
are using a percentage as your monthly return? If that doesn't help, post
your data.

Regards,
Fred
 

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