Investment Plus: About: Performance

Performance Analysis
Investment Plus includes a database containing decades of historical performance on all major market indices, funds and money manager products (optional). Analytical tools provide every statistical measure of historical performance. Extensive data and analytical power makes Investment Plus one of the most complete and useable software programs for performance analysis.

The returns data used for Performance Analysis might be market index, mutual fund returns, or money manager returns. everything you need available through standard domestic and international market index databases, the mutual funds database and the money manager databases(optional). or, use your own user-specified database. New data can be imported into Investment Plus seemlessly through Windows Clipboard. And, the returns data in each database can be exported into your other applications. Import the returns data into your other spreadsheet, database and word processing programs.

The data series provided by Frontier Analytics are primarily monthly total returns. However, Investment Plus provides the flexibility to convert the returns and any calculation method. For example, within seconds you can convert the monthly historical returns for any desired series into a 3-year moving average of quarterly returns.

All of the primary descriptive statistical measures based on the historical returns can be calculated using Investment Plus. The results can then be viewed and printed as either tabular or graphic output.

Select up to 10 data series to be analyzed. The data series are carefully organized into categories and sub categories to make it easy to find what you are looking for. Next, specify the returns calculation method to be used. Then, use Investment Plus to calculate average rates of return and risk over five different time horizons that you can specify.

You get not only the summary information about returns and risk, but you can look at the details as well.

Return. View, graph and export the individual returns for each period.

Risk. Calculate the return percentiles and ranges of return over different time horizons. View historical moving-average risk.

Return vs. Risk. The relative average return and risk of each series are graphed in a scatter plot.

Correlation. Generate the entire correlation matrix for up to 10 series. Plot the rolling correlations over time between any two series.

Alpha/Beta. Investment Plus contains its own linear regression model. Use it to determine the alpha, beta and R-squared between any two series. Factor in a lead or a lag.