Doubts

Exercise Set 4 - Task 1 (annualized quarterly return)

Exercise Set 4 - Task 1 (annualized quarterly return)

by Alois Jari Thomas Neff -
Number of replies: 1

Dear Julio,

I have a quick question regarding Task 1 of Exercise Set 4 on the Risk & Return topic.

In this specific case, why didn’t we use the formula (1 + average quarterly return)^4 - 1 to calculate the annualized quarterly return? Instead, the solution simply multiplied the average quarterly return by 4. Wouldn’t this method ignore the compounding effect over the quarters?

Is there a specific rule for when to include compounding when calculating the annualized return and when it can be omitted?

Thank you in advance for your clarification!

Best regards,

Alois