N.A for Alpha, Beta and Sharpe Ratio

[mike42398]

Hi - I have a portfolio statistics report that includes the Alpha, Beta, Sharpe ratio, etc. and I have a question about missing values.

One of my subportfolios held KFT. There was a recent corporate action where the subportfolio received shares in 2 new securities (KRFT and MDLZ) and KFT is now inactive.

When I look at the KRFT and MDLZ rows I see N.A for the statistics which is understandable given the lack of history for those securities.

But I'm also getting N.A for the subportfolio and the overall portfolio as well.

Is there some way I can continue to get the statistics for the subportfolio and the overall portfolio in this situation?

Thanks for your help.
Mike

[Mark]

Hi Mike,

If you only have a short pricing history for one or more of your investments, you could either back-fill pricing for that investment, or you can turn on "Options / Yield Interpolation Range... / Allow Interpolation Prior to Earliest Recorded Data". See the online help for a description of this option.