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Zeelotes
 
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Default Array Formulas for Geometric Standard Deviation and Sharpe

Since I got such fantastic help with the last quesiton let me try one that
I've been beating my head against the wall on for two weeks now.

I'm calculating CAGR (Compound Annual Growth Rate) of an investment using
the following formula:

=((GEOMEAN(IF(Work!$A9:$A236<B2,Work!$DS$9:$DS$236 ))^12-1)*100)

A Column: Dates
D Column: Monthly returns in multiplier format

I want to do the same thing as this with GSD using this basic formula --
that is, only do the returns based on the IF statement:

=(EXP(STDEV(LN(Work!B9:B236)))^SQRT(12)-1)*100

And Sharpe with this formula:

=(AVERAGE(B49:B276)/STDEV(B49:B276))*SQRT(12)

Any help you can offer will certainly save me a ton of pain -- head's
beginning to hurt!


 
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