MDX: Personal Rate of Return

  • I'm currently working with SQL Server Analysis Services 2000 and would like to calculate the personal rate of return on my portfolio cube. I have calculated the return for each month and now need to multiply each month together to obtain the total % return. I.e. ((R1 * R2 * Rn) - 1) * 100

    I can't find any MDX functions which can multiply the values of many children together as in the above equation. How would I go about calculating the % return?

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  • A possible (ie untested )approach could be to try and get a hierarchy in to your cube that has unary operators.  Using the '*' operator should result in the rollup of the parent (in your case 'Year' rolling up the 12 months) being the children multiplied by each other.  You'd then need to take in to account your '-1 / 100) section.

    Alternatively, you could try a calculated cell approach, where you specify the slice of the cube for which the calculation is to be used and also specify the calculation.

     

    Steve.

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