Version 3.1 (R2006b) Financial Toolbox Software :: Financial Toolbox Release Notes (Financial Toolbox™)

Version 3.1 (R2006b) Financial Toolbox Software

This table summarizes new features in Version 3.1 (R2006b).

New Features and Changes	Version Compatibility Considerations	Fixed Bugs and Known Problems	Related Documentation at Web Site
Yes Details below	No	Bug Reports	No

New features and changes introduced in this version are:

Investment Performance Metrics

The following new functions are added to compute common investment performance and risk-adjusted metrics:

sharpe, computes the sharpe ratio.
inforatio, computes information ratio and tracking error.
portalpha, computes risk-adjusted alpha and return.
lpm, computes sample lower partial moments.
elpm, computes expected lower partial moments.
maxdrawdown, computes the drop from maximum to minimum return over a period of time.
emaxdrawdown, computes the returns that are transformed into a linear Brownian motion with drift.

Financial Time Series Tool

Financial Time Series Tool (ftstool) is a new graphical user interface to support working with financial time series FINTS objects. ftstool interoperates with the Financial Time Series Graphical User Interface (ftsgui) and Interactive Charts (chartfts).

Version 3.2 (R2007a) Financial Toolbox Software

Version 3.0 (R2006a) Financial Toolbox Software

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