How to create a Calendar Year Universe Chart or Table
A common question when using StyleADVISOR is, “Can we create a Universe Chart on a Calendar Year basis?” The answer to this is Yes. To do this, you will need to modify the Manager vs. Universe Chart or the Manager vs. Universe Table. Below are the steps:
- Start at a blank tab in StyleADVISOR.
- From the Gallery on the left, drag in the Manager vs. Universe Chart or the Manager vs. Universe Table.
- You’ll need to Select a Manager.
- Once selected, while still in the Analysis Parameters box, go under the Parameters Tab. Under this tab you’ll want to make the following four changes:
- Under Analysis Date Range, select “Use Latest x Years”
- Still under Date Range, choose ending “most recent calendar year”
- Set the Computation Trailing window size to 12 (or 4 if using quarterly data)
- Finally, still under the computation, select Annually under move computation window forward.
5. Click ok.
6. The final step is to right click on the chart or graph and select Show Rolling Window data.
You should see your time periods line up with the end of each Calendar Year displayed as Dec 2006, Dec 2007, Dec 2008, etc. Below is an example:
*Note. If you are using quarterly data, you may need to go back into the Analysis Parameters and set the Style Basis to None.
This can also be done with the Manager vs. Benchmark Chart/Table if you want to exclude the universe.
More information about this topic: