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Calculation of cumulative returns
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henkdertien
5 - Atom
‎04-04-2019
07:16 AM
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hi,
Who can help me out calculatng cumulative returns out of monthly returns?
The column 'monthly return' is given data. The column 'cumulative return' is a geometric calculated and calculated in Excel as follow: =(1+monthly return)*(1+cumulative return(previous month))-1. I can't use Running Total because this tool uses arithmetic calculation.
A second option in Excel is using the product formula: {=product(1+monthly return(start):monthlyreturn(end))-1}
date | monthly return | cumulative return |
0% | ||
01/31/2018 | 1.00% | 1.00% |
02/28/2018 | 3.00% | 4.03% |
03/31/2018 | -5.00% | -1.17% |
04/30/2018 | 2.00% | 0.81% |
05/31/2018 | 2.00% | 2.82% |
regards,
Henk
Solved! Go to Solution.
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mmenth
11 - Bolide
‎04-04-2019
08:03 AM
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atrozz
8 - Asteroid
‎04-04-2019
09:04 AM
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