topic Re: Calculating returns using funds dataset in SAS Programming

Calculating returns using funds dataset

chrissowden — Thu, 11 Oct 2018 22:57:03 GMT

Where the endpoint is December 2006—e.g. 3 month return refers to return over Oct, Nov & Dec of 2006;

3 year return refers to Jan 2004 through December 2006

I am having a hard time getting the monthly and yearly returns

here is my code:

proc sort data=mysas.funds out=funds;
by indicecode ;
where year(dt) <= 2006;
run;

data ex1;
set funds end=last;
by indicecode ;

if last.indicecode then do;
count=_n_;
col1=(fund_tot + return)*100;

output;
end;

/* keep indicecode mean return count; */
run;

Re: Calculating returns using funds dataset

ballardw — Thu, 11 Oct 2018 23:07:43 GMT

I think that you need some description of the input data set FUNDS if the purpose is to create output similar to the posted picture.

Note that such a picture does not actually provide variable names or even data types.

Best would be to provide some example data from your FUNDS or possibly the MYSAS.FUNDS data set in the form of data step code.

Also you should provide descriptions of the time frames for the 6 month, 1 year and 2 year results if desired. Otherwise we are extremely like to make an assumption that does not match your time frame.

Re: Calculating returns using funds dataset

chrissowden — Thu, 11 Oct 2018 23:30:15 GMT

That is the entire instructions that I have.

Re: Calculating returns using funds dataset

ballardw — Fri, 12 Oct 2018 15:02:45 GMT

@chrissowden wrote:
That is the entire instructions that I have.

So you are saying that you do not have a funds data set?

I asked for a description of the input data set. If you do not have such a data set then I don't think there is anyway anyone could answer this question.