Topic
Erroneous 1 Week Performance number
I got the 1 week performance of all the portfolios by using the "Compare" function. For the "P_Composite_Momentum_Market_VFINX it shows a 1 week return of 1.2%. Morningstar shows a 1 week return of 0.42%. Please let me know if the numbers shown on your website are erroneous for only this or all the other portfolios too.
I do have the screenshot - can provide if needed.
Thanks
I do have the screenshot - can provide if needed.
Thanks
rptrader1 asked · 07/10/2021
- #1
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I believe you meant this (currently, it shows the following data)Admin · 07/12/2021 14:24:03
Ticker/Portfolio Name 1 Week
Return*YTD
Return**1Yr AR 1Yr Sharpe 3Yr AR 3Yr Sharpe 5Yr AR 5Yr Sharpe 10Yr AR 10Yr Sharpe 15Yr AR P Composite Momentum Market VFINX 1.2% 17.2% 40.6% 2.69 18.1% 1.14 17.4% 1.24 15.0% 1.03 14.3% VFINX (Vanguard 500 Index Investor) 0.4% 17.2% 40.6% 2.69 18.2% 0.75 17.5% 0.88 14.7% 0.81 10.7% *: NOT annualized
**YTD: Year to Date
It's of course wrong for the 1-wk return. We are investigating. But the overall 1 yr or 3 month etc. are the same as VFINX. It does happen to many portfolios. So for now, there is a problem for 1 week return.
- #2
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Here is the update on the issue: it's caused by the July 4th (July 5th off) holiday. Somehow, our calculation of 1wk return in a portfolio was off, it used July 1st. close return. i.e. our 1 wk calculation is really last 5 trading days. We'll work on this to fix it.Admin · 07/13/2021 14:44:07
On the other hand, the actual simulation and other calculation are all correct.
Thank you for pointing this out.
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