How to add daily return to list of funds in excel?

han.swe

Hello

We are two students, trying to get used to the EIKON environment for our master thesis. We should generate a file with the daily returns of European funds. We already selected the funds by using the screener. Now, we are stuck by adding the daily returns to these funds.

What is the best way to do this?

Thank you in advance

bob.lee

Hi @han.swe, I assume the daily returns you want is the "total return" (i.e. distribution reinvested). There is a TR.FundRollingPerformance for getting the historical returns in Eikon API. However, it does not support daily frequency. It only have weekly, monthly.... etc data. Also, the frequency you choose also implies how long history you can get, e.g. up-to 5 years for weekly data. The API can be accessed via Python program or via "Eikon Excel". But if you have a long list of funds, then using the Python program is better.

Daily returns are available in another separate API service called RDP Funds API. But this is a separate service requires separate license. Also, that is a REST API.