Here is some quick-and-dirty SQL to calculate an geometric annual return (as a percent) from a column of monthly returns (in percents). 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 /* Convert the annualized number back to a percent */SELECT(T3.AnnHPR-1)*100ASGeomAnnRetFROM(/* Annualize the holding period return */SELECTPOWER(T2.HPR,12.0/T2.NumReturns)ASAnnHPRFROM(/* Calculate the holding period return over the time period. Read more...