Please select any fund from yahoo finance, I just want to know how to do the calculations in an excel file if you have only the adjusted close price
For your selected fund, you will need to download: 1. The most recent fund prospectus 2. Daily price data of the fund from December 31, 2009 through June 30, 2020 (adjusted closing price on Yahoo Finance) 3. The Fama/French 5 Factors (2x3) (Daily) from December 31, 2009 through June 30, 2020 (Kenneth French Data Library) From the above data calculate the following: 1. The 10-year, 5-year, 3-year, 1 year cumulative returns as of December 31, 2019. 2. The returns for 2020 through the end of Quarter 2 3. The holding period return for 2019 and for the trailing twelve months (TTM) from June 30, 2020 4. The Compound Annual Growth Rate for 10-, 5-, and 3-years as of January 1, 2020 5. Sharpe Ratio for 10-year, 5-year, 3-year as of January 1, 2020 and TTM as of June 30, 2020 6. The fund beta (Covlherm)/Var(rm)] for the last 10 years, 5 years, and 3 years as of January 1, 2020 7. Treynor Ratio for 10-year, 5-year, 3-year as of January 1, 2020 8. Jensen's Alpha for 10-Year, 5-year, 3-year as of January 1,2020 and TTM as of June 30, 2020 using both the Fama-French 3 factor model and the Fama-French 5 factor model 9. Information Ratio for 3 years as of January 1, 2020 and TTM as of June 30, 2020 10. Sortino Ratio for 5-year and 3-year as of January 1, 2020 and TTM as of June 30, 2020 11. Grinblatt-Titman Measure of the top 5 holdings for 2019 12. Allocation Effect for 2019 For your selected fund, you will need to download: 1. The most recent fund prospectus 2. Daily price data of the fund from December 31, 2009 through June 30, 2020 (adjusted closing price on Yahoo Finance) 3. The Fama/French 5 Factors (2x3) (Daily) from December 31, 2009 through June 30, 2020 (Kenneth French Data Library) From the above data calculate the following: 1. The 10-year, 5-year, 3-year, 1 year cumulative returns as of December 31, 2019. 2. The returns for 2020 through the end of Quarter 2 3. The holding period return for 2019 and for the trailing twelve months (TTM) from June 30, 2020 4. The Compound Annual Growth Rate for 10-, 5-, and 3-years as of January 1, 2020 5. Sharpe Ratio for 10-year, 5-year, 3-year as of January 1, 2020 and TTM as of June 30, 2020 6. The fund beta (Covlherm)/Var(rm)] for the last 10 years, 5 years, and 3 years as of January 1, 2020 7. Treynor Ratio for 10-year, 5-year, 3-year as of January 1, 2020 8. Jensen's Alpha for 10-Year, 5-year, 3-year as of January 1,2020 and TTM as of June 30, 2020 using both the Fama-French 3 factor model and the Fama-French 5 factor model 9. Information Ratio for 3 years as of January 1, 2020 and TTM as of June 30, 2020 10. Sortino Ratio for 5-year and 3-year as of January 1, 2020 and TTM as of June 30, 2020 11. Grinblatt-Titman Measure of the top 5 holdings for 2019 12. Allocation Effect for 2019
