NA in Sharpe Ratio report

[Alex246]

Hi,

I created a custom report for my portfolio and selected Sharpe Ratio for display. I'm seeing NA for each investment, and an NA for the total. I updated historical price data right before creating the report.

What information does FM need to produce a Sharpe Ratio report for a portfolio?

Any help will be appreciated.

Alex

[Mark]

Hi Alex,

For the portfolio Sharpe ratio you need to have all the investments in that portfolio reporting a value. For each investment you need monthly prices, with no gaps bigger than your allowed interpolation range settings. The monthly prices need to be back as far as the "Comparison Period" is set in the "Options / Report Preferences... / Benchmark" tab.

So, check your comparison period, and retrieve historical prices back as far as that comparison period goes, or shorten your comparison period. You can also increase the interpolation range settings to interpolate for a little wider gaps if you're missing prices, like over a long weekend. See "Options / Yield Interpolation Range...". Just for test purposes you can turn on interpolation in all cases by disabling the first option to "Enforce Maximum..." and turn on the second option to "Allow Interpolation Prior to Earliest Recorded Data".