[this page | pdf | back links]

Function Description

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.


Contents | Prev | Next

Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Performance measurement functions

-          Computation units used

Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement

Desktop view | Switch to Mobile