Financial Period Calculation from monthly returns

[alwayshouston]

Hi All
I am trying to compute peridic financial returns such as Three Months, Year To Date, One Year, Three Year, Five Year and Ten Year returns from one month period return. Does anyone knows/has a utility or function to do this periodic computation? Feel free to give me the link of a website or the code itself. I would like to get periodic return as Annualized and cumulative. My table is in below structure

Index_ID Return Date
BLB-SPX .05 1/31/1996
BLB-SPX .08 2/29/1996
..
..
..
BLB-SPX .07 1/31/2004
BLB-SPX .09 2/29/2004


Thanks in Advance!

 

[PHV]

Doesn't Excel have such financial functions ?

Hope This Helps, PH.
Want to get great answers to your Tek-Tips questions? Have a look at FAQ219-2884 or FAQ222-2244

 

[willir]

Access may not have the range of financial function Excel has, but it does have quite a few. Check the Access help for the ones you want.

Under the "Contents" scroll down to "Vsiaul Basic Language Reference", then select "Functions" and search for what you want alpha betically.

Or, look up help for the Expression Builder. When you have the Expression builder window open, look at the build in funcitons.

 

[alwayshouston]

Thanks Willir and PHV for your feedback. I cannot use Excel to derive the periodic calculation because my data resides in a table and the number of rows are approximately 500K plus. I did look to Access help section prior to posting my question. Is there any custom function that someone has already written? This periodic calculation uses array for computation and uses multiple records to compute the return.
Thanks Again!