Fund Manager
PORTFOLIO MANAGEMENT SOFTWARE
Contact Us

Calculation of 1, 3, 5, 10 yr yields

Questions about updating prices or transactions in Fund Manager

Postby Exspextations » Sun Jul 06, 2014 1:40 am

I have held one investment since 1997 and, after adding it to my Fund Manager portfolio imported the historic prices downloaded from Yahoo Finance. While the historic prices go back to the date the investment was purchased they are only available monthly before July 2012 and this seems to prevent the calculation of the 3,5 and 10 yr yields as these are shown as 'NA'. Is there any way that these yields can be calculated based upon the monthly data - this would be helpful as I have several other investments with the same problem?

Thanks in advance
Exspextations
 
Posts: 43
Joined: Sun Apr 27, 2014 3:14 am

Postby Mark » Sun Jul 06, 2014 1:16 pm

Hi Exspextations,

Yes, you can increase the allowed amount of "interpolation" for pricing data. By default, it will only span 3 days, but you can change it to something like 31 if you have only monthly data, and you want it to use that. See "Options / Yield Interpolation Range..." and next to "Enforce maximum interpolation range" set it to 31.
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
Site Admin
 
Posts: 11253
Joined: Thu Oct 25, 2007 2:24 pm
Location: Chandler, AZ

Postby Exspextations » Wed Jul 09, 2014 11:54 am

Thanks for the tip - increased nr. days to 31 and now have yields all the way back to date of purchase. What is the difference between linear and step interpolation - this seems to have a subtle effect on the yields, but I could not find any help on the effect of these two options and when they should be used?

Thanks
Exspextations
 
Posts: 43
Joined: Sun Apr 27, 2014 3:14 am

Postby Mark » Wed Jul 09, 2014 12:17 pm

Hi Exspextations,

The Linear/Step options control how a price in interpolated between 2 surrounding prices. In the Step case, the interpolated price is the same as the earlier price. In the Linear case, a straight line is drawn between the 2 surrounding prices, and the price from that line is used. Here is an example:

Say you need a price for May 15, but you only have May 1 and May 30 prices recorded, such as:

May 1 Price: $10
May 30 Price: $20

May 15 Step Interpolated: $10
May 15 Linear Interpolated: $15

You can read more details in the online documentation:

http://fundmanagersoftware.com/help/yie ... range.html
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
Site Admin
 
Posts: 11253
Joined: Thu Oct 25, 2007 2:24 pm
Location: Chandler, AZ

Postby Exspextations » Thu Jul 10, 2014 12:15 pm

Mark,

Thanks for the clarification - very helpful.

Martin
Exspextations
 
Posts: 43
Joined: Sun Apr 27, 2014 3:14 am


Return to Prices and Transactions

Who is online

Users browsing this forum: No registered users and 9 guests

FundManagerSoftware.com | Search | Site Map | About Us | Privacy Policy
Copyright © 1993-2024 Beiley Software, Inc. All rights reserved.
cron