Weighted Statistics

This calculator computes means, standard deviations and correlation coefficients for data series such as monthly returns for mutual funds. If desired, each observation may be assigned a greater weight than its predecessor. Output can be obtained in formats suitable for direct input into other worksheets in this series.


Reverse Optimization

This calculator finds expected returns that are consistent with the assumption that a particular portfolio is efficient for a given set of risks and correlations.



This calculator finds a portfolio that maximizes investor utility subject to constraints on holdings.


Performance Measurement

This calculator computes a number of "bottom line" measures of historic performance


Style Analysis

This calculator performs a style analysis for a return series.


Annuity Valuation

This calculator provides the value of a single or joint annuity, given its characteristics and an appropriate discount rate.


Retirement Worksheet

This calculator provides estimates of the standard of living obtained by purchasing a real annuity at retirement, based on assumptions about pre-retirement savings and investment.