dotamasta

1)

HPR for first 180 days: (12,000 – 9,000) / 12,000 = 25%
HPR for next 70 (250 – 180) days: (20,000 – 18,000) / 20,000 = 10%

TWR for the total period of 250 days = (1 + .25)*(1 + .10) -1 = 37.5%

Annualized TWR = [(1 + .375) to the power of 1 / (360/250)] - 1 = ***

*** I don’t have my calculator handy, so pls calculate yourself.

2) If this period was over 250 days, say 360+50 = 410 days, then annualized TWR would have been

[(1 + .375) to the power of 1 / (360/410)] - 1

Hope this helps.



Edited 2 time(s). Last edit at Thursday, August 6, 2009 at 04:16AM by rus1bus.