PerTOOLS Financial Analysis for Excel is an extremely valuable tool for Excel that allows anyone to easily analyse timeseries data automatically, with flexibility, speed and full user control.
You can choose from a range of over 50 functions (which includes an infinite number of implementations) each of which runs very quickly and can be called from a cell formula in exactly the same way you might use an Excel formula like =SUM() or =AVERAGE()
All functions refresh automatically when data is added, deleted or changed and you can easily use thousands of these functions in a single spreadsheet without experiencing speed issues. All appropriate functions are supplied in both geometric and arithmetic versions so you can choose how to compound returns. A comprehensive manual is also provided which contains full explanations of all functions together with all necessary mathematical formulae and examples. An example spreadsheet is also provided which shows examples of all functions being used in practice. Full VBA integration is included.
The functions have been written so that the user only needs to remember a minimum about how to use them. For example, the function =PT_CumRet_A() that computes an ArithmeticallyCompounded Return can produce many different kinds of output depending upon the function inputs. It can produce:
 An output expressed at any frequency. For example, if the input returns are daily, the computed arithmeticallycompounded return can be daily, weekly, monthly, annual or any other userchosen frequency. This functionality is called UpScaling
 An output for the whole period. In this case, this would be an arithmeticallycompounded return expressed over the whole period of the input data
The advantage is that the user doesn’t need to remember many different function names; he just needs to remember one. In this way, fewer functions can have many implementations. All of the functions, manual and example spreadsheet are included for one price.
The new UpScaling functionality allows the user to compute any of the PerTOOLS statistics over any period. For example, suppose the user wanted to compute a Sharpe Ratio. No matter what the frequency of the input data is (daily weekly, monthly etc.), the user can compute a daily, weekly, monthly or annual Sharpe Ratio
Available functions include:
 Arithmetically Compounded Return
 Geometrically Compounded Return
 Arithmetic Sharpe Ratio
 Geometric Sharpe Ratio
 Arithmetic Relative Sharpe Ratio
 Geometric Relative Sharpe Ratio
 Standard Deviation
 Gain Deviation
 Loss Deviation
 Downside Deviation
 Semi Deviation
 Maximum Drawdown
 Drawdown Analysis
 Maximum RunUp
 RunUp Analysis
 Alpha
 Beta
 Correlation
 RSquared
 Skew
 Kurtosis
 Arithmetic Average Gain
 Geometric Average Gain
 Arithmetic Average Loss
 Geometric Average Loss
 Information Ratio
 Tracking Error
 Sortino Ratio
 Arithmetic Treynor Ratio
 Geometric Treynor Ratio
 Jensen's Alpha
 UpPercentage Ratio
 DownPercentage Ratio
 PercentGain Ratio
 PercentLoss Ratio
 Up Capture
 Down Capture
 UpNumber Ratio
 DownNumber Ratio
 GaintoLoss Ratio
 ProfittoLoss Ratio
 All functions
Uses There are literally hundreds of uses for this product which include:
 Create custom statistics in Excel that update each month when new data is added
 Monitor peergroup performance Create custom functions of your own, easily
 Create custom reports branded with the company logo
 Create statistics for presentations. These statistics will update automatically each month when new data is added
 Integrate different data sources such as Reuters and Bloomberg and create your own custom analytics based on this data
 Analyse data from a database such as Pertrac and have the flexibility to compute statistics based on this data, easily and quickly by using Excel and the PerTOOLS functions
 Speed up VBA development times by using these functions within VBA
 Use in conjunction with PerTOOLS Automatic Data Extractor for Excel to add a whole new dimension to your analysis of Pertrac data
Full instructions are provided in a detailed userguide.
