Additional Functions

This group includes 41 functions which are not related to any specific instrument.

Risk and Performance

Functions

These functions can be used to calculate various risk and performance measures within a specified time periods, based on the historical data:

• Volatility
• Correlation
• Percentile
• Frequency
• Average
• Beta
• Sharpe Ratio
• Tracking Error

In most functions you can change start and end dates, time period of the price changes (days, week, month…), define whether the changes are overlapped or not, exclude a specific period etc.

Workbooks – Examples

• GIA_RPM_Examples_1
• GIA_RPM_Examples_2
• GIA_RPM_Examples_3