navquant

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1. 1.▲
   Show HN: Deep dive into how NAV calculation is done(navquant.com)

   2 points by navquant 6mo ago|0 comments
2. 2.▲
   Show HN: Software to calculate NAV of investment funds(navquant.com)

   2 points by navquant 9mo ago|0 comments
3. 3.▲
   by navquant 1y ago

   Valid point. I could show a comparison to known funds or stocks to give an idea of the real performance
4. 4.▲
   by navquant 1y ago

   Great idea, will add
5. 5.▲
   by navquant 1y ago

   It does not use a single risk free rate for all excess return calculations, but rather matches each return with the risk free rate of the day.
6. 6.▲
   by navquant 1y ago

   One of the benefits is that the risk free rate is kept up to date on a daily basis. The calculation matches for each day the actual risk free rate, rather than just using the latest available value.
7. 7.▲
   by navquant 1y ago

   Right now it uses the total stddev of the portfolio, over the full history provided. It can be changed fairly easily to compute it over a moving window of 1/3/5 years.
8. 8.▲
   by navquant 1y ago

   Good point, will add something to give a bit of guidance.
9. 9.▲
   Show HN: Sharpe Ratio Calculation Tool(fundratios.com)

   23 points by navquant 1y ago|16 comments