PgpmFundPercentileRank
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Function Description
Returns the percentile rank of a fund in a specified
(pre-loaded) performance measurement dataset, i.e. returns 0 if the fund is the
top ranked fund over the given period, 1 if it is the bottom ranked fund, with
other rankings equally spaced between these two.
Note: The input period start/ends need to be consecutive,
e.g. if there are two periods with the first one from 1 Jan 2000 to 31 Dec 2000
and the second from 1 Jan 2001 to 31 Dec 2001 then these should be passed as an
array with three entries, 31 Dec 1999, 31 Dec 2000 and 31 Dec 2001 in that
order. The sizes/format of the arrays passed as parameters for this web
function as specified below assume that the number of Funds is
and
the number of consecutive periods is
. Return data should
be passed with the consecutive returns for the same fund in a single block,
i.e. all of the first fund’s returns, followed by all of the second fund’s
returns etc. If a fund does not have a return for a given period (e.g. the fund
did not exist for the whole of the period) then use for that fund for that
period the ReturnInvalidCode. When calculating per group level
statistics, e.g. percentiles and median, funds that did not have a return for a
given period are excluded.
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Performance measurement functions
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Computation units used
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