| ReturnSwitch | ||||||||
| Data Type: Integer (Optional) | ||||||||
| Either an Integer (whole number) or the variable can be omitted. v | ||||||||
| Example: 2 | ||||||||
Variable Values | ||||||||
| Default(s) | ||||||||
| 0 | Annualised Periodic Return over the period | |||||||
| Switches | ||||||||
| 0 | Annualised Periodic Return over the period | |||||||
| 1 | Range of Periodic Returns (Max-Min) | |||||||
| 2 | Minimum Periodic Return | |||||||
| 3 | Maximum Periodic Return | |||||||
| 4 | Mean Periodic Return | |||||||
| 5 | Median Periodic Return | |||||||
| 6 | Standard Deviation of Periodic Returns | |||||||
| 7 | Sample Variance of Periodic Returns | |||||||
| 8 | Kurtosis of Periodic Returns | |||||||
| 9 | Skewness of Periodic Returns | |||||||
| 10 | Cumulative Return | |||||||
| 20 | Annualised Periodic Index Return over the period | |||||||
| 21 | Range of Index Returns | |||||||
| 22 | Minimum of Index Returns | |||||||
| 23 | Maximum of Index Returns | |||||||
| 24 | Mean of Index Returns | |||||||
| 25 | Median of Index Returns | |||||||
| 26 | Standard Deviation of Periodic Index Returns | |||||||
| 27 | Sample Variance of Periodic Index Returns | |||||||
| 28 | Kurtosis of Periodic Index Returns | |||||||
| 29 | Skewness of Periodic Index Returns | |||||||
| 30 | Cumulative Index Return | |||||||
| 40 | Slope of Periodic Returns (y axis) vs Time (x axis) | |||||||
| 41 | Intercept of Periodic Returns (y axis) vs Time (x axis) | |||||||
| 42 | R squared (correlation coeff) of Periodic Returns (y axis) vs Time (x axis) | |||||||
| 43 | Beta | |||||||
| 45 | Number of Periods | |||||||
| 46 | CoVariance of Returns | |||||||
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