绩效指标
详细收益

YTD Return

Definition

年初至今收益率(YTD)代表投资自当年年初至当前日期的累计收益率,反映当年进行中的收益情况。

Formula

YTD=(i=1n1+Ri)1n1\text{YTD} = \left(\prod_{i=1}^{n} 1 + R_i\right)^{\frac{1}{n}} - 1

where RiR_i is the return for day ii of the current year.

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YTD Return Definition & Formula · PortfolioMetrics