Year-to-Date performance values

Optuma Scripting
1

To create a watchlist column with YTD values use the ROC() function set to Yearly timeframe (so the change will be calculated from the close of the last yearly bar). Note: if you want to display as a percentage in a watchlist column divide the result by 100:

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If you have divided by 100, right-click on the watchlist column header and change the Column Type to Percentage. It’s also possible to colour code the cells under Custom Labels, eg green > 0 and red < 0 values (note: delete the Label text so just the value shows, as per the example).

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You can also show summary information for the column, such as the count (number of items in the list), Average, or Sum. In the Watchlist properties enable Show Summary Row, and to show the average YTD% right-click in the grey bar of the YTD column and under Summary Type select Average:

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2

To calculate annual performance for a calendar year change the watchlist timeframe to 1 Year and use the ROC() offset for each year in the square brackets, so last year would be:

ROC(BARS=1)[1] / 100

and the year before last:

ROC(BARS=1)[2] / 100

etc.

NOTE: by default watchlists only load 1 year of data so be sure to change the Date Range property to something like 5 or 10 Years:

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In the example above the ASX200 Materials (XMJ) sector is down 5% this year, but was up 18.5% in 2017, 39.1% in 2016, and -19.5% in 2015. The final column uses the Annual Rate of Return function ARR() set to 3 years, so Materials has averaged 16.1% a year since the end of 2015.

ARR(PERIODAMT=3)/100