Re: "Rolling" Averages

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In Reply to: "Rolling" Averages posted by Jim on December 22, 2005 at 20:29:44:

: Mark:
: Hi from a long time user and "fan". Have you ever worked through the concept of "rolling Return averages" vs. Static[Fixed in time] Averages. Can FM calculate these ?? If not, Are you aware of any spreadsheet programs [Excel] that cover this topic ?? I'm curious and interested as a way of spreading out returns over time and "smoothing" the "StdDev" of returns as an input to the Return Portion of a Risk/Return Excel Matrix.
: The Very Best to You and Yours....

: Jim R.

Hi Jim,

I'm afraid I'm not going to be of much help here... I am not familiar with those terms. I can point you to the equations FM uses to calculate ROI yields:

http://www.fundmanagersoftware.com/help/yields_roi.html

Hopefully this will be of some help to you.

Thanks,
Mark
--
Mark Beiley
Fund Manager, portfolio management software for Windows 95/98/ME/NT/00/XP/2003

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