Percentile of Values (one asset)
Last updated 9 November 2026
Function reference › Risk and Performance Measures › Percentile
1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].
GIA_RPM_PercentileValues1
Returns the percentile of values over chosen time horizon (number of days) during a specified period, given historical values.
GIA_RPM_PercentileValues1(HDates, HRates, Percentile, StartDate, EndDate, ExcludeFromDate, ExcludeToDate, CalcMethod)Returns: Percentile of values over chosen time horizon (number of days) during a specified period
| Argument | Use | Description |
|---|---|---|
HDates | Required | The array of dates of historical prices of the asset. |
HRates | Required | The array of historical prices of the asset. |
Percentile | Required | The percentile value (the number between 0 and 1) |
StartDate | Required | The first date in the required period. |
EndDate | Required | The last date in the required period. |
ExcludeFromDate | Required | The first date in the period excluded from the required period. |
ExcludeToDate | Required | The last date in the period excluded from the required period. |
CalcMethod | Required | The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh). |
