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1.6.17 Price and cash returns contribution

MAY 2024

QoQ cash returns and price returns are compounded using the QoQ index total return as the reinvestment rate for the year. This method ensures that the compounded cash and capital components add up to the compounded total return for the year. The methodology is the same as used for the TICCS contribution of the returns.

where,  is the QoQ cash return (see 1.6.9 Income return)

is the QoQ price return (see 1.6.8 Price Return)

 is the QoQ total return (see Total Returns)

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