Total Returns

Once a price has been derived, the total return of asset   $//<![CDATA[ \begin{array}{l}i\end{array} //]]>$ is computed thus:

$$//<![CDATA[ \begin{array}{l}\displaystyle TR_{t} = \sum\limits_{i}^{n} (\frac{P_{i,t,RepCCY} + CF_{i,t,RepCCY}}{P_{i,t-1,RepCCY}} - 1)\end{array} //]]>$$

with  $//<![CDATA[ \begin{array}{l}P_{i,t,RepCCY}\end{array} //]]>$ the price of asset  $//<![CDATA[ \begin{array}{l}i\end{array} //]]>$ at time  $//<![CDATA[ \begin{array}{l}t\end{array} //]]>$ in the reporting currency $//<![CDATA[ \begin{array}{l}RepCCY\end{array} //]]>$.