Hi guys, I have a dataset, and i calculated the sharpe ratio for 1 year. But now I also want it for 3 and 5 years. I should be something like this for 3 years: if YEAR = 1990 THEN PERIOD_SLABBINCK = '1990 - 1992'; if YEAR = 1991 THEN PERIOD_SLABBINCK = '1990 - 1992'; if YEAR = 1992 THEN PERIOD_SLABBINCK = '1990 - 1992'; if YEAR = 1993 THEN PERIOD_SLABBINCK = '1993 - 1995'; if YEAR = 1994 THEN PERIOD_SLABBINCK = '1993 - 1995'; if YEAR = 1195 THEN PERIOD_SLABBINCK = '1993 - 1995'; if YEAR = 1996 THEN PERIOD_SLABBINCK = '1996 - 1998'; if YEAR = 1997 THEN PERIOD_SLABBINCK = '1996 - 1998'; if YEAR = 1998 THEN PERIOD_SLABBINCK = '1996 - 1998'; if YEAR = 1999 THEN PERIOD_SLABBINCK = '1999 - 2001'; if YEAR = 2000 THEN PERIOD_SLABBINCK = '1999 - 2001'; if YEAR = 2001 THEN PERIOD_SLABBINCK = '1999 - 2001'; if YEAR = 2002 THEN PERIOD_SLABBINCK = '2002 - 2004'; if YEAR = 2003 THEN PERIOD_SLABBINCK = '2002 - 2004'; if YEAR = 2004 THEN PERIOD_SLABBINCK = '2002 - 2004'; if YEAR = 2005 THEN PERIOD_SLABBINCK = '2005 - 2007'; if YEAR = 2006 THEN PERIOD_SLABBINCK = '2005 - 2007'; if YEAR = 2007 THEN PERIOD_SLABBINCK = '2005 - 2007'; if YEAR = 2008 THEN PERIOD_SLABBINCK = '2008 - 2011'; if YEAR = 2009 THEN PERIOD_SLABBINCK = '2008 - 2011'; if YEAR = 2010 THEN PERIOD_SLABBINCK = '2008 - 2011'; if YEAR = 2011 THEN PERIOD_SLABBINCK = '2009 - 2013'; if YEAR = 2012 THEN PERIOD_SLABBINCK = '2009 - 2013'; if YEAR = 2013 THEN PERIOD_SLABBINCK = '2009 - 2013'; And for 5 years: if YEAR = 1989 THEN PERIOD_SLABBINCK = '1989 - 1993'; if YEAR = 1990 THEN PERIOD_SLABBINCK = '1989 - 1993'; if YEAR = 1991 THEN PERIOD_SLABBINCK = '1989 - 1993'; if YEAR = 1992 THEN PERIOD_SLABBINCK = '1989 - 1993'; if YEAR = 1993 THEN PERIOD_SLABBINCK = '1989 - 1993'; if YEAR = 1994 THEN PERIOD_SLABBINCK = '1994 - 1998'; if YEAR = 1195 THEN PERIOD_SLABBINCK = '1994 - 1998'; if YEAR = 1996 THEN PERIOD_SLABBINCK = '1994 - 1998'; if YEAR = 1997 THEN PERIOD_SLABBINCK = '1994 - 1998'; if YEAR = 1998 THEN PERIOD_SLABBINCK = '1994 - 1998'; if YEAR = 1999 THEN PERIOD_SLABBINCK = '1999 - 2003'; if YEAR = 2000 THEN PERIOD_SLABBINCK = '1999 - 2003'; if YEAR = 2001 THEN PERIOD_SLABBINCK = '1999 - 2003'; if YEAR = 2002 THEN PERIOD_SLABBINCK = '1999 - 2003'; if YEAR = 2003 THEN PERIOD_SLABBINCK = '1999 - 2003'; if YEAR = 2004 THEN PERIOD_SLABBINCK = '2004 - 2008'; if YEAR = 2005 THEN PERIOD_SLABBINCK = '2004 - 2008'; if YEAR = 2006 THEN PERIOD_SLABBINCK = '2004 - 2008'; if YEAR = 2007 THEN PERIOD_SLABBINCK = '2004 - 2008'; if YEAR = 2008 THEN PERIOD_SLABBINCK = '2004 - 2008'; if YEAR = 2009 THEN PERIOD_SLABBINCK = '2009 - 2013'; if YEAR = 2010 THEN PERIOD_SLABBINCK = '2009 - 2013'; if YEAR = 2011 THEN PERIOD_SLABBINCK = '2009 - 2013'; if YEAR = 2012 THEN PERIOD_SLABBINCK = '2009 - 2013'; if YEAR = 2013 THEN PERIOD_SLABBINCK = '2009 - 2013'; So this are the subperiods I want. My code for the 1 year calculation is this: proc sql; create table start as select *,ret_fund - market as excess_return,year(date) as year from cbhk_lgd.end_dataset order by isin,date; quit; proc sql; create table avg_excess_return as select isin,jaar,avg(excess_return) as avg_excess_return,std(excess_return) asstd_excess_return,avg(excess_return)/std(excess_return) as sharpe from start group by isin,year; quit; So my question is how do I calculate the above formula for 3 and 5 year subperiods? Thanks in advance!
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