Create Funds and Portfolio Analysis

[Maximilian Blum]

Hello all,

my name is Maximilian Blum and I study economics in the master.

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. Since there are a lot of different funds, it would be great if you didn't have to generate each fund individually.

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!

Enclosed you will find an excerpt from my dataset.

[George Ford]

something like this?

bys secid: g x = y

[Maximilian Blum]

Hi George, thanks for your input. I have tried something around but come to no result here unfortunately.

I would like to generate new variables (Fund1, Fund2 etc) and these funds should consist of the variables with the exact same secid.

I'll send in some code tomorrow, so you might be able to do something more with it.

[George Ford]

It's unclear what you're up to. Maybe provide some code or a simple example of what you're trying to do.

Are you combining different secid to create a portfolio?