Skip to main content
Version: 21.8.3

2025-09-23

Version 21.8.3

This release includes several enhancements. A new function has been introduced to retrieve cash flows, along with two additional functions for backtesting - elBacktest and elExPostMeasure.

Here you can fetch the installer, and here you can find information on how to install the addin.

Functions​

  • elBacktest fetches the backtest for one of the metrics: performance, price, volatility, sharpe-ratio, max-drawdown.

  • elExPostMeasure retrieves the ex-post measure (performance, volatility, max-drawdown , sharpe-ratio, time-to-recovery, historical-var-monthly-95) for the given portfolio.

  • elCashFlow retrieves the cash flows of your positions.

Bug fixes​