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Custom Date Sort strange performance numbers on Morninstar Industry Groups Rate this Topic:
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calm2bw-subscribe
Posted : Friday, June 7, 2013 11:30:51 PM
Registered User
Joined: 2/1/2012
Posts: 14

In trying to measure the performance during a period of time using the custom date sort, I'm seeing some strange results, where the numbers don't add up.  I'm attaching a screen shot.

 

calm2bw-subscribe
Posted : Monday, June 10, 2013 12:32:03 AM
Registered User
Joined: 2/1/2012
Posts: 14

Nevermind, I see now the totals of the Morninstar Industry Groups, are not a summation of the % chg of the individual stocks wihin them.  There is something else I noticed about Custom Date Sort and the timeframes its performed on, but I will post that separately....

Bruce_L
Posted : Monday, June 10, 2013 9:19:10 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

I am happy to read you were able to figure it out on your own. The MG symbol is a percent change calculated by weighting all of its components by the square root of capitalization.



-Bruce
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