I am looking for an Excel equation that will permit me to calculate the denominator of the Information Ratio. Instead of using the Standard Deviation (SD) for the denominator, I want to substitute a semi-variance calculation for a set of data points.
What I've come up with so far is this equation.
{=VARP(IF(D5:D21<$E$7,D5:D21,0))} which is an array calculation. The data is in D5 through D21, and Cell E7 contains the average of the data points.
Will this equation give me a semi-variance calculation?
Physlab
What I've come up with so far is this equation.
{=VARP(IF(D5:D21<$E$7,D5:D21,0))} which is an array calculation. The data is in D5 through D21, and Cell E7 contains the average of the data points.
Will this equation give me a semi-variance calculation?
Physlab
