1 Reply Latest reply: Nov 10, 2017 4:53 AM by Sebastiaan Hartman RSS

    Geometric return calculation via set analysis

    Sebastiaan Hartman

      Hi,

       

      I want to calculated the cumulative geometric return over the results of the months shown in a graph.

       

      For example:

      The return of month 1 is -2.5%

      The return of month 2 is 3.5%

      The return of month 3 is 1.5%


      The cumulative return over this period is:

      (1 + -2.5%) * (1 + 3.5%) * ( 1+ 1.5%) - 1

      The outcome is 2.43%


      Which formula can I use to calculated this via set analysis in a kpi box?


      Thanks in advance

      Best

      Sebastiaan