2 Replies Latest reply: Aug 16, 2012 9:23 AM by Joao Frasco RSS

    How do I calculate rolling returns in a chart?

    Joao Frasco



      I'm new to Qlikview and would appreciate some help / guidance on how to achieve some rolling return calculations.


      My data is essentially fairly simple. For a number of portfolios / funds [Portfolios], I have monthly dates [Dates] and returns [Returns] going back for different time periods (essentially anything from 1 month to over 10 years.


      For each portfolio selected, i would like to sum (ignore compounding as this is easy to do) the monthly returns for the portfolio as follows. For each date (month), I want the sum of the previous (including current) 12 month returns. For example, For June 2012, I want the sum of the returns from July 2011 to June 2012. For May 2012 (one month earlier), I want the sum of returns from June 2011 to May 2012. Etc. etc, covering the full range of dates possible, but recognising that the first possible value must be 12 months after the date starts for each portfolio i.e. if a portfolio has returns beginning in April 2008, the first calculated rolling return value would begin in March 2009 (so that I have 12 months of returns from April 2008 to March 2009).


      Thank you very much in advance for any assistance.