% Annual Return per Year - Trading Software

% Annual Return per Year

Dave W.
2013-07-09 09:26:54

I'd like to create a pivot table / dashboard showing the % annual return per year for a given security (or a watchlist of securities, if possible).
Can you suggest steps how to do this, please? I wasn't able to find too many examples of how to build pivot tables, and didn't completely understand the main one I looked at.

Thank you.

QuantShare
2013-07-09 11:23:00

Best Answer

- Create a new pivot table
- Add a new row then specify your symbols (Add an "Internal List" condition to select securities from a watchlist)
- Add a new column, select "Indicator Limits" tab, type "year()" under "Formula" then set limits (Example: 2010;2011;2012;2013)
- Update the exiting "Values" item, set "Last Value" in "Summarize", set "From x to x" in "Select Dates" then type the following formula under "Formula":
((close / ref(open, barssince(year() != ref(year(), 1)))) - 1) * 100

Dave W.
2013-07-09 22:56:42

Thanks. I created and shared the dashboard / pivot table.

Get more messages

No more messages

Back


Trading Items Average Open-to-Close Return per Day of Week Average Output Per Year Year to Date Excess Return Return per Bar Stop - Money Management Strategy Average Daily Return per Year/Month Table	How-to Lessons How to plot the number of stock tweets per day How to display the number of notes per stock How to display the number of stocks per day for different RSI gro... How to create a Monte Carlo simulation How to create and trade a Neural Network model
Related Forum Threads Minium number of trades per year in fitness formula is not workin... In-Sample return for Walk Forward Analysis? Simulation by Year Correlation Matrix by Month, Year Plotting the closing value one year ago? Two years ago? Three?	Blog Posts How to Display the Year-to-Date Excess Return in a Pivot Table Select the best ETFs combination to maximize your return and redu... Reducing risk and increasing return by combining several trading ... Trading System: Buy Stocks based on their Sharpe Ratio Rank Sharpe Ratio - Part 1