Missing TWR figures

[mfmelb]

Hi Mark,

I ran the standard TWR report as at 31 July 2011 and it gives me the 1 mth and 6 mth figures but not the 3 mths. What is the probable cause for this?
Note that the missing figures for 3 mths is only for the individual investments. The portfolio has a value in this column.

Regards

Matt

[Mark]

Hi Matt,

Most likely it is because of missing price data for the beginning of the yield term. See if you have a price recorded on April 30, 2011 for these investments reporting N/A. You can also loosen up the interpolation range settings if you want under "Options / Yield Interpolation Range...".