Attached spreadsheet calculates:
Compound Annual Growth Rate (CAGR)
Up to 5 price points or return levels for up to two separate investments
Up to 5 price points or return levels for a market index
Up to 5 price points or return levels for a risk-free rate of return
The Word document uses a simple, hypothetical comparison of two fictional funds as an example.© BrainMass Inc. brainmass.com June 4, 2020, 1:50 am ad1c9bdddf
CAGR: The first unanswered assumption is how you want to assess each portfolio. I recommend calculating and using CAGR rather than simply averaging the annual returns. See here for why/how: http://www.investopedia.com/terms/c/cagr.asp#axzz1WzjdqB6H
Sharpe ratio: "The greater a portfolio's Sharpe ratio, the better its risk-adjusted performance has been.," (http://www.investopedia.com/terms/s/sharperatio.asp#ixzz1X6Ega0im)
Beta: is a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. A beta ...
Excel spreadsheet useful for calculating various investment benchmarks. Detailed formulas and references included.