% Annual Return per Year - Trading Software

% Annual Return per Year

Dave W.
2013-07-09 09:26:54

I'd like to create a pivot table / dashboard showing the % annual return per year for a given security (or a watchlist of securities, if possible).
Can you suggest steps how to do this, please? I wasn't able to find too many examples of how to build pivot tables, and didn't completely understand the main one I looked at.

Thank you.

QuantShare
2013-07-09 11:23:00

Best Answer

- Create a new pivot table
- Add a new row then specify your symbols (Add an "Internal List" condition to select securities from a watchlist)
- Add a new column, select "Indicator Limits" tab, type "year()" under "Formula" then set limits (Example: 2010;2011;2012;2013)
- Update the exiting "Values" item, set "Last Value" in "Summarize", set "From x to x" in "Select Dates" then type the following formula under "Formula":
((close / ref(open, barssince(year() != ref(year(), 1)))) - 1) * 100

Dave W.
2013-07-09 22:56:42

Thanks. I created and shared the dashboard / pivot table.

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