How to drop the first twelve month of fund returns

Copper Contributor

Hello all,

Can anyone provide any assistance as I need to drop the first twelve month of fund returns in long format where the months that contain no returns data do not count. There are lots of funds in my data set. Below is the example of fund 2 from June 2004 to May 2006. Therefore, following the example in fund 2, I would like to remove the returns from May 2005 to April 2006 (12 month returns). Thank you for any help you can provide.


ic_fund  year   returns Date
2            174                 01jun2004
2            175                 01jul2004
2            176                 01aug2004
2            177                 01sep2004
2            178                 01oct2004
2            179                 01nov2004
2            180                 01dec2004
2            181                 01jan2005
2            182                 01feb2005
2            183                 01mar2005
2            184                 01apr2005
2            185     -.6        01may2005
2            186      4.5      01jun2005
2            187      -.2       01jul2005
2            188      3.3      01aug2005
2            189       -.1      01sep2005
2            190      -2.7     01oct2005
2            191      -2.1     01nov2005
2            192       2.3      01dec2005
2            193       1.4      01jan2006
2            194         .6       01feb2006
2            195        4.3      01mar2006
2            196        2.9      01apr2006
2            197        -.4       01may2006

2 Replies

@JoyBaa Can you please provide more details with a proper example wherein we will know what is raw data and what is resultant data. Also if possible please attach a example sheet.

Many thanks for your prompt reply but this issue has now been resolved @DevendraJain