Once a price has been derived, the total return of asset  $\begin{array}{l}i\end{array}$ is computed thus:

with $\begin{array}{l}P_{i,t,RepCCY}\end{array}$ the price of asset $\begin{array}{l}i\end{array}$ at time $\begin{array}{l}t\end{array}$ in the reporting currency $\begin{array}{l}RepCCY\end{array}$

• No labels