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

ArgumentUseDescription
HDatesRequiredThe array of dates of historical prices of the asset.
HRatesRequiredThe array of historical prices of the asset.
PercentileRequiredThe percentile value (the number between 0 and 1)
StartDateRequiredThe first date in the required period.
EndDateRequiredThe last date in the required period.
ExcludeFromDateRequiredThe first date in the period excluded from the required period.
ExcludeToDateRequiredThe last date in the period excluded from the required period.
CalcMethodRequiredThe percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).