Question

1 Provide these returns, clearly labeled, along with the annualized versions of these returns. (find the annualized return) Note you

have daily return data, not weekly.

Our Portfolio Date Portfolio Va Cash 11-Oct $0 $500,000 14-Oct $502,196.90 $2,233.92 15-Oct $508,706.46 $2,233.98 16-Oct $508,168.97 $2,233.98 17-Oct $510,765.77 $2,234.10 18-Oct $509,716.85 $2,234.14 21-Oct $513,713.22 $2,234.34 22-Oct $515,602.67 $2,631.20 23-Oct $517,185.80 $2,631.22 24-Oct $514,329.00 $2,631.45 25-Oct $520,777.05 $2,631.50 28-Oct $524,655.83 $2,650.92 29-Oct $525,648.96 $2,651.34 30-Oct $525,804.12 $2,651.78 31-Oct $522,652.60 $2,651.78 1-Nov $532,028.09 $2,760.40 4-Nov $540,975.76 $2,864.43 5-Nov $542,158.77 $2,865.67 6-Nov $545,243.42 $2,874.30 7-Nov $550,498.51 $2,903.54 8-Nov $550,226.70 $2,977.32 11-Nov $515,931.26 $3,550.30 12-Nov $549,567.83 $3,656.11 13-Nov $547,083.49 $3,657.43 14-Nov $547,978.39 $3,699.11 15-Nov $551,828.49 $3,708.27 HPR Annualized Return Daily return Total Value $500,000 $504,430.82 $510,940.44 $510,402.95 $512,999.87 $511,950.99 $515,947.56 $518,233.87 $519,817.02 $516,960.45 $523,408.55 $527,306.75 $528,300.30 $528,455.90 $525,304.38 $534,788.49 $543,840.19 $545,024.44 $548,117.72 $553,402.05 $553,204.02 $519,481.56 $553,223.94 $550,740.92 $551,677.50 $555,536.76 0.89% 1.29% -0.11% 0.51% -0.20% 0.78% 0.44% 0.31% -0.55% 1.25% 0.74% 0.19% 0.03% -0.60% 1.81% 1.69% 0.22% 0.57% 0.96% -0.04% -6.10% 6.50% -0.45% 0.17% 0.70% 11.11%

Answer 1

Given daily return in the question

Cumulative daily return is 11.11%

The requested is annualized return. So we have to divide with 365 as the year consists of 365days

So the answer is 11.11*365 = 162.206

Adjusted the decimals to the percentage 16.2206%