Annualized Returns Workings Excel Spreadsheet
Description
I have monthly returns of an ETF i need to find the annualized returns such as the returns since inception, 5 year, 3 year, 1 year, YTD. I also need the Multi factor regression i.e. Fama-French 3 factor model, multi-factor model etc. I also need risk factor analysis such as size bias and value bias.
R1=Russel 1000
R2= Russell 2000
R1V= Russell 1000 value
R1G=Russell 1000 Growth
Finally I need capture analysis of the ETF vs the S&P 500 i.e. upside capture and downside capture.
I also provided a screenshot of what the answers should be, the numbers on the screenshot are NOT the answers its just a sample
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