Performance Reporting Statistics
See more projectsIntensity
6hr/week
Duration
6days
Location
Remote
Project Overview
1 to 8 years professional experience
Finance & Accounting - Corporate Finance
I want to create a spreadsheet to calculate all commonly used performance-related statisitics for an investment manager - alpha CAGR, beta CAGR, sharpe ratio, sortino ratio, volatilty (std deviation), max drawdown, net and gross CAGR since inception, 1, 3, 5, 10 year CAGRs as well as 2 benchmarks. statistics will be derived from monthly performance numbers for a long only product but be adaptable to long/short credit or other alternative strategies. the spreadsheet should be easy to use, allowing for easy input of key data and well displayed output. it's not going to be shown to clients but there should be some sensible design applied.
Additional Notes
the output of the spreadsheet will be used for marketing purposes but the author will have a a solid understanding of fund performance accounting, statistics and obviously excel. Preferred Skills and Certifications
Functional
Corporate Finance
About The Client
Top Skills Hiring For
Strategy Development
Corporate Finance
$6.3K
Total Spent
9 years
Time On Graphite
1
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