Author Topic: Effect on ANAR when dealing with distressed notes  (Read 1526 times)

edward

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Effect on ANAR when dealing with distressed notes
« on: June 09, 2015, 10:03:13 AM »
Refresh my memory -- when trading in distressed notes on Folio, I seem to remember discussion on here that the Adjusted Net Annualized Return (ANAR) does not accurately report that, since it doesn't account for the gains from the sale. Thus, I seem to remember that some members with significant distressed notes volume were reporting decreasing and even negative ANARs. Do I have that right? Thanks.

rawraw

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Re: Effect on ANAR when dealing with distressed notes
« Reply #1 on: June 09, 2015, 11:39:22 AM »
That was before they changed how it calculates it.  Now I think it captures it