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The Nematrian Function Library

Performance Measurement Functions

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The Nematrian function library includes a range of tools for carrying out performance measurement and attribution computations.

 

The web functions available include ones set out in the table below. To see a complete list of functions currently available in the Nematrian online toolkit please go to list of types of available functions or complete list of individual functions.

 


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Web functionShort description of function
MnPgpmFundPercentileRankReturns the percentile rank of a given fund in a peer group performance dataset
MnPgpmFundRankReturns the rank of a specified fund in a peer group performance dataset
MnPgpmFundRetReturns the return of a specified fund in a peer group performance dataset
MnPgpmFundRetExistsReturns TRUE if the fund has a fund return in a peer group performance dataset, otherwise returns FALSE
MnPgpmFundRetsReturns the returns of all of the funds in a peer group performance dataset
MnPgpmFundRetsExistReturns a boolean array, where element is TRUE if the fund has a fund return in a peer group performance dataset, otherwise element is FALSE
MnPgpmFundVolatilityPopulationReturns the (absolute) fund volatility of a given fund in a peer group performance dataset
MnPgpmFundVolatilitySampleReturns the (absolute) fund volatility of a given fund in a peer group performance dataset
MnPgpmMedianRetReturns the median return of a peer group performance dataset
MnPgpmPercentileRetReturns the specified percentile (quantile) for the spread of distributions of returns in a peer group performance dataset
MnPgpmRelativeRetReturns the return of a specified fund (relative to the median) in a peer group performance dataset
MnPgpmTrackingErrorPopulationReturns the tracking error of a specified fund (relative to the median) in a peer group performance dataset
MnPgpmTrackingErrorSampleReturns the tracking error of a specified fund (relative to the median) in a peer group performance dataset

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