data frequency daily monthly quarterly

Written by Anna German
Updated over a week ago

Rev. Date May 29, 2019
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[TEST] currently supports daily, monthly, and quarterly (not weekly, yet) return streams but does not support mixed frequency between funds. Daily frequency data will be rolled up into a monthly return stream when viewing them in a strategy or portfolio with monthly returns.

The portfolio or strategy defaults to the minimum overlap of all funds present in the fund. So even though a shorter window is necessary to view analysis on daily data, if the data is included with monthly return streams, a longer history will be necessary to view analysis on the super-class of funds.
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​This document highlights certain aspects of this feature. As an overview, it does not discuss all material facts or assumptions. Please see Important Disclosure and Disclaimer Information.