Constructing an Historical "Yield Curve"

[El Wealtho]

One impressive FM feature is the calculation of investment ROI and TWR yield for user-specified periods (i.e. those displayed across the top of most or all graphs).

I'd like to get the figures for yield for periods increasing incrementally by month over a period of time (say 10 years) and plot them against time. An example is just an extrapolation of what FM already does: yield for a 1 month period, 2 month period, 3 month period, ... up to a 36 month period ... plotted on the y-axis against time on the x-axis.

Have been imagining somehow exporting FM data to Excel and so forth - though I am no Excel expert. Or perhaps the Beiley team would like to do it as a fun project in their spare time.

Anyone have thoughts on how best to do this?

[Mark]

Hi El Wealtho,

Do you really want the 1 mo, 2mo, 3mo etc, or do you want a moving 1 month yield? If you want a moving 1 month yield you can use the "Monthly Performance" report to get this. You can export this report to Excel using "File / Export to CSV..." and then plot the data in Excel.

[El Wealtho]

Yes, I really want the 1 mo, 2mo, 3mo etc, ...

[Mark]

Hi El Wealtho,

Okay. There are a few ways you could do this, here are some thoughts:

1) Adjust your yield terms to 1, 2, 3, 4, 5, 6 mo under "Options / General Preferences... / Yields", and then run a "ROI Yield" report. If you want more than 6 mo, you'll have to change the preferences, and run it a 2nd time. Repeat until you get all the periods you want.

2) If you are using the Professional or Advisor versions, you can define your own Custom report fields. Write equations to give you 1, 2, 3, etc mo yields. You can define as many fields as you want, so you can include all the desired yield terms in a single Custom report.

[El Wealtho]

So then FM is able to graph the report data?

[Mark]

No, it can't graph this report data. You could export it to a CSV file, and plot it in Excel though.