1 Reply Latest reply: Jul 14, 2011 1:46 AM by Laurent Jonette RSS

    Compare EONIA and Fund annualised performance



      I'm trying to compare the performance of a fund with EONIA


      I have only a monthly dtb for EONIA and daily for Insticash EUR.

      I need a table to show the annualised performance weekly.

      I need also a chart to show the monthly evolution of this performance.


      Perfomance is always compared with the last day of previous year.


      I've trying something in the example file joined, but I don't have wath I want.


      Thanks for your help to perform this.





        • Re: Compare EONIA and Fund annualised performance

          I've found and download history of EONIA on Bloomberg and created an Excel file for dtb as joined.


          The OISEONIA is capitalised index as I need to compare with the fund Insticash.


          The chart show the performance from end of N-2until now (not the perf year by year) and can be more efficient. But it's enough for me at the moment.


          Other information included on the file like Money market interest rates and Stock market index are from the European Central Bank.


          If someone found a better way to have the OISEONIA direct from the web, I'm intersted...