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| AcctReturns Error [ Reply ] By: John Smith on 2016-11-18 20:49 | [forum:45141] |
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When I run AcctReturns("V1", method="timeweighted" ), I receive the following: 2012-06-29 0.0358110628 2012-07-31 -0.0246807059 2012-08-31 0.0169887692 Notice that the return for 7/31/2012 is -0.0246. However, when I run: summary <- getAccount("V1")$summary monthlyEq <- summary$"End.Eq" 2012-05-31 500000.0 2012-06-29 517905.5 2012-07-31 523028.8 2012-08-31 536733.5 The return should be 523028.8/517905.5-1 = .009892 $Additions Additions 2000-01-01 0 $Withdrawals Withdrawals 2000-01-01 0 $Interest Interest 2000-01-01 0 Any reason for the difference? I am using blotter_0.9.1741. Thanks |
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