Hello all,
first of all: this is my first post, I have already read a lot in this forum and found help and would like to thank you for this first. I try to put all the info that is needed in the post.
Now to my question: I want to compare the performances of different funds.
The secid is for one fund (something like the ISIN), I have many different ones. How can I comfortably create new variables from the variable secid (i.e. all the same secid for one fund each).
I would like to create a fund from the same secid.
And then I would like to find out the returns, standard deviations, Sharpe ratios etc for the respective funds. Would you have an idea how I can best implement this?
Many thanks in advance!
first of all: this is my first post, I have already read a lot in this forum and found help and would like to thank you for this first. I try to put all the info that is needed in the post.
Now to my question: I want to compare the performances of different funds.
The secid is for one fund (something like the ISIN), I have many different ones. How can I comfortably create new variables from the variable secid (i.e. all the same secid for one fund each).
I would like to create a fund from the same secid.
And then I would like to find out the returns, standard deviations, Sharpe ratios etc for the respective funds. Would you have an idea how I can best implement this?
Many thanks in advance!
