Calculators Conversion

Calculate annualized money-weighted return, dollar-weighted return or XIRR from actual contribution, withdrawal and ending-value dates.

Calculate cumulative and annualized time-weighted return from subperiod returns or portfolio values with external contributions and withdrawals.

Calculate information ratio, active return and tracking error from summary statistics or matched portfolio and benchmark return series.

Calculate the Treynor ratio, CAPM expected return and Jensen’s alpha from portfolio return, risk-free rate, beta and market return.

Calculate annual and monthly dividend income, weighted portfolio yield, yield on cost and progress toward an income target across multiple holdings.