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