績效指標
詳細報酬

YTD Return

Definition

年初至今報酬率(YTD)代表投資自當年年初至當前日期的累計報酬率,反映當年進行中的報酬情況。

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