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Eagle Performance uses the following formulas instead.
Total Return Decomposition | |
|---|---|
Currency Return | ((1+ RBase) / (1 + RLocal)) - 1 |
Currency Cross Product | RLocal * RCurrency |
Local Yield Return | ( 1 + OAYield Begin / 2) ^ (2 * Days in Period / Days In Year) - 1 |
Local Price Return | ( - (OAD End * OAYield Change)) |