Asset Returns Worksheet

The Asset Returns Worksheet displays the return series for all of the assets included in the investment universe. This worksheet permits you to load, enter, or import return series data and adjust it in preparation for running the Estimator. All checkmarked asset return series will be included in the output return, standard deviation, and correlation estimates. The return series name can be entered in the Return Series Name Field. The benchmark return series, selected in the drop down menu in the ribbon appears in light blue in the leftmost asset column.

Exclude/include an asset from the estimation by removing the checkmark above the asset return series column.  

• Unchecked assets remain in memory and save with the case, but will not be included in the Estimator's calculations.  

• This duplicates the functionality of the checkmarks on the Optimizer's Asset Selector.

• Excluded assets are not affected by importing or updating returns from online sources.

• If you do exclude/include an asset's return series, it may be necessary to change the market portfolio weights.  

Relevant Topics:

• NFA ribbon - Options and commands that appear on the ribbon.

• Loading - Populating the Returns Worksheet by loading return series by loading from a previously saved file or from online sources.

• Return Series - The Asset Returns Worksheet (described on this page).

• Benchmark Return Series - Selection or derivation of the benchmark return series.

• Missing Data Algorithm - The process that the Estimator uses form estimates in the presence of incomplete return series.

• Period - Date limits for the estimation window of historical data.

• Asset Selector - Asset sorting and a second method of inclusion/exclusion.