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Great video as always! thank you for this gems. I have a question: if I take the average of the Portfolio Return - Benchmark Return column, shouldn't that tell me whether the fund has outperformed the index? Because if the average is >0, it means that the fund has outperformed the index most of the time. I tried to calculate this on your spreadsheet but it comes out positive for both funds with my stupor😅. By my reasoning it should be negative for ARKK. Can you please explain why?
I'm finding the number of days in the whole period so that we can figure out how many years there are and scale the annual return appropriately to the number of years!
Hey Ryan, Just kne doubt information ratio to division of cumulative excess return and tracking error, so the result would have percentage as unit or will it be without percentage as we dividing 2 percentage values.
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🎓 Tutor With Me: 1-On-1 Video Call Sessions Available
► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/
💾 Download Free Excel File:
► Download the file created in this video free here: ryanoconnellfinance.com/product/information-ratio-tracking-error-excel-workbook/
If I see a new video from Ryan, I immediately like it 👍
Thank you for that!
Thanks for a very clear explanation. Your videos are great.
You are welcome! I appreciate the kind feedback
hi, can I ask for your help with the difference between annual and annualized returns?
Great video as always! thank you for this gems.
I have a question: if I take the average of the Portfolio Return - Benchmark Return column, shouldn't that tell me whether the fund has outperformed the index? Because if the average is >0, it means that the fund has outperformed the index most of the time. I tried to calculate this on your spreadsheet but it comes out positive for both funds with my stupor😅. By my reasoning it should be negative for ARKK. Can you please explain why?
Hey Ryan, can u pls explain how are u calculating 3381 days I mean up to how many yrs have u taken the data
I'm finding the number of days in the whole period so that we can figure out how many years there are and scale the annual return appropriately to the number of years!
Hey Ryan,
Just kne doubt information ratio to division of cumulative excess return and tracking error, so the result would have percentage as unit or will it be without percentage as we dividing 2 percentage values.
Hello, If I hadn't multiplied by 100 at the end it would have been quoted as a percentage value!
Hey Ryan, have you done video on stresstest on loans? :)
Hello, I have not yet but I'm looking to make a stress testing video in the future
Nice. Looking forward.
why not log returns? I’ve learned from you their importance and now you don’t use them 😢