Portfolio Stats Software

Discussion in 'Trading Software' started by elindydotcom, Nov 13, 2007.

  1. Hi all:

    I was wondering if there's software out there that will take a stream of monthly fund returns and spit out some basic statistics such as Compound Annual Returns, Worst Peak-toValley drawdown, % positive and negative months, sharpe ratio, annualized volatility etc. It can even be a spreadsheet application.