- memoworkParticipant04/28/2018 at 10:29 amPost count: 3
Hi, i think there is a mistake about calculating the returns for the portfolios.
I have 3 strategies , each one with different allocation. In the second period the returns for each strategy are 0.0192, -0.051, +0.304, the allocations are (20%-60%-20%). The Portf. Perf. Tab shows a total return of 0.445, this return is the sum of 0.192, -0.051, +0.304, well, what about the allocations? (0.192*allocation 1 – 0.051* allocation 2 + 0.304 * allocation 3) . The real performance should be 0.0686% , its a big difference ( 0.0686 vs 0.445)
Is this return what i see graphically?
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