All EDHECinfra index data is generated with a value of 1000 on Q1 2005 ( ) for indices starting on or before this date, and their inception date for indices starting after this date.

Starting from a base value of 1000, each successive index value is calculated by multiplying the preceding index value by (1 + quarterly return).

Index _{t=0} = 1000
Index _{t} = Index _{t-1} \times (1 + TR_{t})

where TR_{t} is the Total Investment Return of the index.

  • No labels