Excel Macro Help

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Date

May 2021
May 31 2021

Benchmark

As of Date: May 31 2021
BENCHMARKS RETURNS Standard Deviation Standard Deviation Best Month Return Worst Month Return Standard Deviation Standard Deviation
Inception Date One Month Three Month YTD 1 Year 3 year Annualized 5 year Annualized Since Inception 2013 2012 2011 2010 2009 2008 Standard Deviation Standard Deviation Best Month Return Worst Month Return Standard Deviation Standard Deviation
Test Program 3 year lookback Since Inception 1 year lookback 5 year lookback
CA Test 1 CLIENT:/SF_CA2_BENCH.CSTM 5/1/18 0.69 1.82 0.87 8.93 7.81 0.00% 7.81 5.35 4.13 -4.02 7.6794469523
CA Test 2 CLIENT:/SF_CA3_BENCH.CSTM 5/1/18 0.90 2.94 2.31 14.92 8.77 0.00% 8.77 7.38 5.27 -6.00 10.5385501716
CA Test 3 CLIENT:/SF_CA4_BENCH.CSTM 5/1/18 1.10 4.30 4.47 21.97 9.86 0.00% 9.86 10.11 7.12 -8.01 14.1959516109
CA Test 4 CLIENT:/SF_CA5_BENCH.CSTM 5/1/18 1.37 5.82 6.96 30.50 11.05 0.00% 11.05 13.47 9.54 -10.27 18.6696483797
CA Test 5 CLIENT:/SF_CA6_BENCH.CSTM 5/1/18 1.51 6.95 8.88 37.07 12.14 0.00% 12.14 16.07 11.54 -11.58 22.0101213893
CA Test 6 CLIENT:/SF_TA2_BENCH.CSTM 5/1/18 0.53 2.56 2.15 9.53 6.85 0.00% 6.85 4.99 3.37 -5.16 7.4918755384
CA Test 7 CLIENT:/SF_TA3_BENCH.CSTM 5/1/18 0.73 3.84 4.13 16.78 8.33 0.00% 8.33 7.27 5.15 -6.89 10.5698369723
CA Test 8 CLIENT:/SF_TA4_BENCH.CSTM 5/1/18 0.98 4.91 5.93 23.39 9.66 0.00% 9.66 9.96 6.98 -8.57 14.0451788511
CA Test 9 CLIENT:/SF_TA5_BENCH.CSTM 5/1/18 1.22 6.20 8.08 31.64 11.49 0.00% 11.49 13.18 9.15 -10.45 18.2112767377
CA Test 10 CLIENT:/SF_TA6_BENCH.CSTM 5/1/18 1.47 7.06 9.25 37.54 12.23 0.00% 12.23 16.04 11.38 -11.83 21.9554902864

BM Output

Code Strategy Monthly Return 3Month YTD 1 Year 3 year Annualized 5 year Annualized Since Inception Three Month 3 year St Dev Std Dev. Since Inception Std Dev. Since Inception %
V0B1 CA2 0.69 1.82 0.87 8.93 7.81 0.00% 7.81 1.03 1.03%
V0B2 CA3 0.90 2.94 2.31 14.92 8.77 0.00% 8.77 1.61 1.61%
V0B3 CA4 1.10 4.30 4.47 21.97 9.86 0.00% 9.86 2.28 2.28%
V0B4 CA5 1.37 5.82 6.96 30.50 11.05 0.00% 11.05 3.07 3.07%
V0B5 CA6 1.51 6.95 8.88 37.07 12.14 0.00% 12.14 3.69 3.69%
V0A1 TA2 0.53 2.56 2.15 9.53 6.85 0.00% 6.85 0.94 0.94%
V0A2 TA3 0.73 3.84 4.13 16.78 8.33 0.00% 8.33 1.55 1.55%
V0A3 TA4 0.98 4.91 5.93 23.39 9.66 0.00% 9.66 2.24 2.24%
V0A4 TA5 1.22 6.20 8.08 31.64 11.49 0.00% 11.49 3.02 3.02%
V0A5 TA6 1.47 7.06 9.25 37.54 12.23 0.00% 12.23 3.69 3.69%

Test Vendor

TemplateId ReturnType BenchmarkId Return1Mo Return3Mo Return1Yr ReturnYTD Return3YrCum Return3YrAnn Return5YrCum Return5YrAnn ReturnInceptCum ReturnInceptAnn CalReturnYr-2 CalReturnYr-1 CalReturnYr StdDev3YrAnn DownsideStdDev3YrAnn Beta3Yr Alpha3Yr RSquared3Yr TrErr3Yr InfoRatio3Yr BestReturn WorstReturn BestDate WorstDate
V0A1G V0A1 G 0.60 2.77 14.06 2.33 23.23956 7.21364 23.24 7.21 10.31 0.07 3.51 -4.54 2020-11 2020-03
V0A1N V0A1 N 0.60 2.57 13.43 1.95 20.81369 6.5055 20.81 6.51 9.52 -0.11 3.51 -4.53 2020-11 2020-03
V0A2G V0A2 G 0.81 4.09 23.08 4.39 29.1533 8.90183 29.15 8.90 13.23 0.20 5.60 -7.38 2020-11 2020-03
V0A2N V0A2 N 0.81 3.90 22.39 4.00 26.52076 8.15682 26.52 8.16 12.39 0.01 5.60 -7.37 2020-11 2020-03
V0A3G V0A3 G 1.03 5.18 31.23 6.47 34.61407 10.41553 34.61 10.42 16.20 0.38 7.47 -9.18 2020-11 2020-03
V0A3N V0A3 N 1.04 4.98 30.47 6.07 32.01246 9.69958 32.01 9.70 15.38 0.19 7.46 -9.17 2020-11 2020-03
V0A4G V0A4 G 1.19 6.37 40.46 8.50 42.19632 12.45086 42.20 12.45 19.98 0.19 9.61 -11.39 2020-11 2020-03
V0A4N V0A4 N 1.19 6.18 39.70 8.10 39.36233 11.69879 39.36 11.70 19.12 0.01 9.61 -11.39 2020-11 2020-03
V0A5G V0A5 G 1.42 7.16 47.48 9.91 45.74602 13.3789 45.75 13.38 22.68 0.21 11.40 -12.82 2020-11 2020-03
V0A5N V0A5 N 1.43 6.97 46.62 9.48 42.87254 12.62883 42.87 12.63 21.85 0.02 11.39 -12.80 2020-11 2020-03
V0B1G V0B1 G 0.59 2.01 13.01 1.14 26.30598 8.09559 26.31 8.10 12.03 -0.51 3.90 -4.93 2020-04 2020-03
V0B1N V0B1 N 0.59 1.82 12.38 0.76 23.75496 7.36289 23.75 7.36 11.20 -0.69 3.86 -4.93 2020-11 2020-03
V0B2G V0B2 G 0.77 3.15 20.68 2.78 30.82146 9.36869 30.82 9.37 14.67 -0.35 5.80 -7.20 2020-11 2020-03
V0B2N V0B2 N 0.77 2.96 20.02 2.41 28.18659 8.62944 28.19 8.63 13.84 -0.53 5.80 -7.18 2020-11 2020-03
V0B3G V0B3 G 1.01 4.52 29.53 5.21 35.59113 10.68202 35.59 10.68 17.29 -0.09 7.75 -9.33 2020-11 2020-03
V0B3N V0B3 N 1.01 4.33 28.82 4.81 32.83534 9.92704 32.84 9.93 16.43 -0.27 7.75 -9.33 2020-11 2020-03
V0B4G V0B4 G 1.30 6.05 39.79 7.88 40.60036 12.02858 40.60 12.03 20.37 0.04 9.90 -11.88 2020-11 2020-03
V0B4N V0B4 N 1.30 5.86 39.01 7.49 37.80028 11.27989 37.80 11.28 19.52 -0.14 9.88 -11.89 2020-11 2020-03
V0B5G V0B5 G 1.51 7.19 47.53 9.99 45.70644 13.36863 45.71 13.37 22.79 0.25 11.52 -12.96 2020-11 2020-03
V0B5N V0B5 N 1.51 7.00 46.75 9.59 42.84207 12.62083 42.84 12.62 21.92 0.06 11.51 -12.95 2020-11 2020-03

MS Output

Template IDReturn Type Template ID Return Type 1 Month Return (%) 3 Month Return (%) 1 Year Return (%) Year to Date Return (%) 3 Year Annualized Return (%) Since Inception Annualized Return (%) 5 Year Annualized Return (%) Standard Deviation Annual Downside Semi-Deviation Best Return Worst Return BestDate WorstDate BestDate WorstDate
V0A1G V0A1 G 0.60% 2.77% 14.06% 2.33% 23.24% 7.21%
V0A1N V0A1 N 0.60% 2.57% 13.43% 1.95% 20.81% 6.51%
V0A2G V0A2 G 0.81% 4.09% 23.08% 4.39% 29.15% 8.90%
V0A2N V0A2 N 0.81% 3.90% 22.39% 4.00% 26.52% 8.16%
V0A3G V0A3 G 1.03% 5.18% 31.23% 6.47% 34.61% 10.42%
V0A3N V0A3 N 1.04% 4.98% 30.47% 6.07% 32.01% 9.70%
V0A4G V0A4 G 1.19% 6.37% 40.46% 8.50% 42.20% 12.45%
V0A4N V0A4 N 1.19% 6.18% 39.70% 8.10% 39.36% 11.70%
V0A5G V0A5 G 1.42% 7.16% 47.48% 9.91% 45.75% 13.38%
V0A5N V0A5 N 1.43% 6.97% 46.62% 9.48% 42.87% 12.63%
V0B1G V0B1 G 0.59% 2.01% 13.01% 1.14% 26.31% 8.10%
V0B1N V0B1 N 0.59% 1.82% 12.38% 0.76% 23.75% 7.36%
V0B2G V0B2 G 0.77% 3.15% 20.68% 2.78% 30.82% 9.37%
V0B2N V0B2 N 0.77% 2.96% 20.02% 2.41% 28.19% 8.63%
V0B3G V0B3 G 1.01% 4.52% 29.53% 5.21% 35.59% 10.68%
V0B3N V0B3 N 1.01% 4.33% 28.82% 4.81% 32.84% 9.93%
V0B4G V0B4 G 1.30% 6.05% 39.79% 7.88% 40.60% 12.03%
V0B4N V0B4 N 1.30% 5.86% 39.01% 7.49% 37.80% 11.28%
V0B5G V0B5 G 1.51% 7.19% 47.53% 9.99% 45.71% 13.37%
V0B5N V0B5 N 1.51% 7.00% 46.75% 9.59% 42.84% 12.62%

AP Final

Program Performance
May 2021
Risk Categories May 2021 3 Months YTD 1 Year 3 Year 5 Year Since Composite Start*
Advice Portfolio Non-Taxable
V0B1 I. Conservative Gross 0.59% 2.01% 1.14% 13.01% N/A N/A 8.10%
V0B1 *5/1/2018 Net 0.59% 1.82% 0.76% 12.38% N/A N/A 7.36%
V0B1 Benchmark 69.00% 182.00% 87.00% 8.93% N/A N/A 781.00%
V0B2 II. Moderately Conservative Gross 0.77% 3.15% 2.78% 20.68% N/A N/A 9.37%
V0B2 *5/1/2018 Net 0.77% 2.96% 2.41% 20.02% N/A N/A 8.63%
V0B2 Benchmark 90.00% 294.00% 231.00% 14.92% N/A N/A 877.00%
V0B3 III. Moderate Gross 1.01% 4.52% 5.21% 29.53% N/A N/A 10.68%
V0B3 *5/1/2018 Net 1.01% 4.33% 4.81% 28.82% N/A N/A 9.93%
V0B3 Benchmark 110.00% 430.00% 447.00% 21.97% N/A N/A 986.00%
V0B4 IV. Moderately Aggressive Gross 1.30% 6.05% 7.88% 39.79% N/A N/A 12.03%
V0B4 *5/1/2018 Net 1.30% 5.86% 7.49% 39.01% N/A N/A 11.28%
V0B4 Benchmark 137.00% 582.00% 696.00% 30.50% N/A N/A 1105.00%
V0B5 V. Aggressive Gross 1.51% 7.19% 9.99% 47.53% N/A N/A 13.37%
V0B5 *5/1/2018 Net 1.51% 7.00% 9.59% 46.75% N/A N/A 12.62%
V0B5 Benchmark 151.00% 695.00% 888.00% 37.07% N/A N/A 1214.00%
Advice Portfolio Taxable
V0A1 I. Conservative Gross 0.60% 2.77% 2.33% 14.06% N/A N/A 7.21%
V0A1 *5/1/2018 Net 0.60% 2.57% 1.95% 13.43% N/A N/A 6.51%
V0A1 Benchmark 53.00% 256.00% 215.00% 9.53% N/A N/A 685.00%
V0A2 II. Moderately Conservative Gross 0.81% 4.09% 4.39% 23.08% N/A N/A 8.90%
V0A2 *5/1/2018 Net 0.81% 3.90% 4.00% 22.39% N/A N/A 8.16%
V0A2 Benchmark 73.00% 384.00% 413.00% 16.78% N/A N/A 833.00%
V0A3 III. Moderate Gross 1.03% 5.18% 6.47% 31.23% N/A N/A 10.42%
V0A3 *5/1/2018 Net 1.04% 4.98% 6.07% 30.47% N/A N/A 9.70%
V0A3 Benchmark 98.00% 491.00% 593.00% 23.39% N/A N/A 966.00%
V0A4 IV. Moderately Aggressive Gross 1.19% 6.37% 8.50% 40.46% N/A N/A 12.45%
V0A4 *5/1/2018 Net 1.19% 6.18% 8.10% 39.70% N/A N/A 11.70%
V0A4 Benchmark 122.00% 620.00% 808.00% 31.64% N/A N/A 1149.00%
V0A5 V. Aggressive Gross 1.42% 7.16% 9.91% 47.48% N/A N/A 13.38%
V0A5 *5/1/2018 Net 1.43% 6.97% 9.48% 46.62% N/A N/A 12.63%
V0A5 Benchmark 147.00% 706.00% 925.00% 37.54% N/A N/A 1223.00%
Portfolio
I II III IV V
Global Equity 16% 32% 49% 68% 85%
US Gov / Credit FI 69% 53% 37% 19% 10%
Emerging Markets FI 5% 5% 4% 3% 0%
US Corporate High Yield FI 5% 5% 5% 5% 0%
Money Market 5% 5% 5% 5% 5%
Global Equities 16% 32% 49% 68% 85%
US Fixed Income 77% 59% 42% 23% 10%
Emerging Markets FI 2% 2% 2% 2% 0%
US Corporate High Yield FI 0% 2% 2% 2% 0%
Money Market 5% 5% 5% 5% 5%
Page &P of &N
Non-Taxable
Taxable
I. Conservative

II. Moderately Conservative

III. Moderate

IV. Moderately Aggressive

V. Aggressive

Disclosures

Page &P of &N

Sheet1

0.47335
0.1048
-1.51047
-1.9092
-3.72326
-4.01748
-5.73068
-6.09466
-8.10336
-8.43413
-0.14818
-0.52739
-2.12369
-2.50914
-4.33597
-4.71685
-6.6934
-7.04552
-8.23559
-8.5857
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