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The system wide annualization methods for annualizing returns include the following:

A description of each method follows.

Info
A performance system parameter, Sys Item 8, (SYS_ITEM) stores the value that determines the annualization option to use across the system. The SYS_ITEM has a default value of Months. SeeĀ Numerator for Annualization Based on Days for examples.


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Default Annualization Method

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