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Returns the return corresponding to a given percentile
(quantile) in a specified (pre-loaded) peer group performance dataset, i.e. the
volatility of relative returns.
Note: The input period start/ends need to be consecutive,
e.g. if there are two periods with the first one from 1 Jan 2000 to 31 Dec 2000
and the second from 1 Jan 2001 to 31 Dec 2001 then these should be passed as an
array with three entries, 31 Dec 1999, 31 Dec 2000 and 31 Dec 2001 in that
order. The sizes/format of the arrays passed as parameters for this web
function as specified below assume that the number of Funds is and the
number of consecutive periods is . Return data should be
passed with the consecutive returns for the same fund in a single block, i.e.
all of the first fund’s returns, followed by all of the second fund’s returns
etc. If a fund does not have a return for a given period (e.g. the fund did not
exist for the whole of the period) then use for that fund for that period the ReturnInvalidCode.
When calculating per group level statistics, e.g. percentiles and median, funds
that did not have a return for a given period are excluded.
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Interactively run function
Output type / Parameter details
Other Performance measurement functions
Computation units used
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