2 Replies Latest reply on Jun 8, 2017 2:57 PM by Christian Schwehm

    Portfolio Returns: Is there a trick to mix aggregates and measures?

    Christian Schwehm



      I made a rather complex calculation to calculate the performance of different portfolios. The portfolios are formed according to the parameter score on a monthly basis. For all those portfolios I assign a specific weight (asset weight) to the stocks and now I want to calculate the performance of each of them. This is working, when I am using the "1mth FW Return" as a measure. Now I use this measure in the "weighted LN return" and can use the latter to come up with the "indexed performance". So far so good, but to be a bit more flexible, I'd like to calculated the FW return from the time series of each individual stock. I introduced the calculated field "calculated 1mth FW Return" which gives the same results as the measure, but when I want to use this calculated field in the "weighted LN return calculated" everything breaks down. Is this somehow possible?


      Thanks for your help :-)