Time Weighted Return Function

  • Thread starter Thread starter Guest
  • Start date Start date
G

Guest

I have a series of returns (%ages) in rows E1208:E1297 and am trying to link
them up to a time weighted return. The formula I'm trying to create is as
follow:
[(1+r1)*(1+r2)*(1+r3)*.....(1+rN)]-1.

r1 = E1208
r2 = E1209 ....Etc until I get to E1297

Does someone know how I can do this with a formula?
Please advise.
Thanks in advance!!
 
Hi,

See whether the following formula is what you want:

=PRODUCT(1+E1208:E1297)-1

Confirm with CTRL-SHIFT-ENTER

Regards,
B. R. Ramachandran
 
=PRODUCT(E1208:E1297+1)-1

Validate with Ctrl-Shift-Enter, as this is a matrix formula

HTH
 
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