Mercer Weighted Calculator

Mercer Weighted Calculator: Understand Your Investment Returns body { font-family: 'Segoe UI', Tahoma, Geneva, Verdana, sans-serif; line-height: 1.6; background-color: #f8f9fa; color: #333; margin: 0; padding: 0; } .container { max-width: 1000px; margin: 20px auto; padding: 20px; background-color: #ffffff; box-shadow: 0 2px 10px rgba(0, 0, 0, 0.08); border-radius: 8px; } header { background-color: #004a99; color: #ffffff; padding: 20px; text-align: center; border-top-left-radius: 8px; border-top-right-radius: 8px; margin-bottom: 20px; } header h1 { margin: 0; font-size: 2.2em; } .sub-header { font-size: 1.1em; color: #e0e0e0; } .calculator-section { padding: 25px 0; border-bottom: 1px solid #e0e0e0; } .calculator-section:last-child { border-bottom: none; } h2, h3 { color: #004a99; text-align: center; margin-bottom: 20px; } .loan-calc-container { background-color: #f1f3f5; padding: 25px; border-radius: 5px; margin-bottom: 20px; } .input-group { margin-bottom: 20px; text-align: left; } .input-group label { display: block; margin-bottom: 8px; font-weight: bold; color: #004a99; } .input-group input[type="number"], .input-group select { width: calc(100% – 20px); padding: 10px; border: 1px solid #ccc; border-radius: 4px; font-size: 1em; box-sizing: border-box; } .input-group input[type="number"]:focus, .input-group select:focus { border-color: #004a99; outline: none; box-shadow: 0 0 0 2px rgba(0, 74, 153, 0.2); } .input-group .helper-text { font-size: 0.85em; color: #666; margin-top: 5px; display: block; } .error-message { color: #dc3545; font-size: 0.9em; margin-top: 5px; display: none; /* Hidden by default */ } .button-group { text-align: center; margin-top: 25px; } .button-group button { padding: 10px 20px; margin: 0 5px; border: none; border-radius: 5px; cursor: pointer; font-size: 1em; transition: background-color 0.3s ease; } .btn-calculate { background-color: #004a99; color: white; } .btn-calculate:hover { background-color: #003366; } .btn-reset { background-color: #6c757d; color: white; } .btn-reset:hover { background-color: #5a6268; } .btn-copy { background-color: #28a745; color: white; } .btn-copy:hover { background-color: #218838; } #results { margin-top: 25px; background-color: #e9ecef; padding: 25px; border-radius: 5px; text-align: center; border: 1px solid #ced4da; } #results h3 { margin-top: 0; color: #004a99; } .primary-result { font-size: 2.5em; font-weight: bold; color: #28a745; margin: 15px 0; padding: 10px; background-color: #f1f8e9; border-radius: 5px; display: inline-block; } .intermediate-results div { margin-bottom: 10px; font-size: 1.1em; } .intermediate-results span { font-weight: bold; color: #004a99; } .formula-explanation { font-size: 0.95em; color: #555; margin-top: 15px; border-top: 1px dashed #ccc; padding-top: 15px; } table { width: 100%; border-collapse: collapse; margin-top: 20px; margin-bottom: 20px; } th, td { padding: 10px; text-align: left; border: 1px solid #ddd; } th { background-color: #004a99; color: white; font-weight: bold; } tr:nth-child(even) { background-color: #f2f2f2; } caption { font-size: 1.1em; font-weight: bold; color: #004a99; margin-bottom: 10px; caption-side: top; text-align: left; } #chartContainer { width: 100%; text-align: center; margin-top: 20px; background-color: #e9ecef; padding: 15px; border-radius: 5px; border: 1px solid #ced4da; } .article-content { margin-top: 30px; padding: 20px; background-color: #fff; border-radius: 8px; box-shadow: 0 2px 10px rgba(0, 0, 0, 0.08); } .article-content h2, .article-content h3 { text-align: left; color: #004a99; margin-top: 30px; } .article-content h1 { text-align: center; color: #004a99; margin-bottom: 20px; } .article-content p { margin-bottom: 15px; } .article-content ul, .article-content ol { margin-left: 20px; margin-bottom: 15px; } .article-content li { margin-bottom: 8px; } .article-content strong { color: #004a99; } .faq-item { margin-bottom: 15px; padding: 10px; background-color: #f1f3f5; border-radius: 4px; } .faq-item strong { display: block; color: #004a99; cursor: pointer; font-size: 1.1em; } .faq-item p { margin-top: 10px; font-size: 0.95em; color: #555; display: none; /* Hidden by default */ } .internal-links-section ul { list-style: none; padding: 0; } .internal-links-section li { margin-bottom: 15px; padding: 10px; background-color: #e9ecef; border-radius: 4px; border-left: 3px solid #004a99; } .internal-links-section a { color: #004a99; text-decoration: none; font-weight: bold; } .internal-links-section a:hover { text-decoration: underline; } .internal-links-section p { font-size: 0.9em; color: #666; margin-top: 5px; } .highlight { background-color: #fff3cd; padding: 2px 4px; border-radius: 3px; } canvas { max-width: 100%; height: auto; }

Mercer Weighted Calculator

Calculate and understand your Mercer weighted investment returns effortlessly.

Enter the total current market value of your investment portfolio.
Enter the market value of your portfolio at the beginning of the measurement period.
Enter the total amount added to the portfolio during the period.
Enter the total amount removed from the portfolio during the period.

Results

Formula Used: The Mercer weighted return (also known as the time-weighted return or TWR) is calculated by geometrically linking the returns of sub-periods created by external cash flows (contributions and withdrawals). This method removes the distorting effect of cash flows, showing the true performance of the investment manager.

Calculation Steps: 1. Calculate the return for each sub-period. A sub-period is defined from one cash flow event to the next, or from the start/end of the measurement period to a cash flow event. 2. The return for a sub-period is calculated as: `(End Value – Start Value – Cash Flow) / (Start Value + Cash Flow)` where Cash Flow is positive for contributions and negative for withdrawals. However, a more common and often simpler approach for the Mercer Weighted Return involves isolating the effect of cash flows. A simplified approximation or a more precise method for Mercer Weighted Return can be derived by linking the returns of segments. 3. A common approximation or simplified method for Mercer Weighted Return involves: a. Calculate the return from the start of the period to the first cash flow. b. Calculate the return from the first cash flow to the second, and so on. c. Calculate the return from the last cash flow to the end of the period. d. Link these returns together. The linking formula for two periods with returns R1 and R2 is `(1 + R1) * (1 + R2) – 1`. For multiple periods, it is `(1 + R1) * (1 + R2) * … * (1 + Rn) – 1`. For this calculator, we use a simplified approach to demonstrate the concept: 1. Calculate the Gross Return: `(Market Value – Period Start Value – Contributions + Withdrawals) / (Period Start Value + Contributions)` 2. This provides a fundamental measure but doesn't fully isolate time-weighting. A true Mercer Weighted Return requires breaking down periods by cash flows. For simplicity and demonstration, this calculator approximates the concept. * **Simplified Sub-Period Return:** `Return = (Ending Value – Beginning Value – Net Cash Flow) / (Beginning Value + Net Cash Flow)` * **Mercer Weighted Return (approximated):** `(1 + R1) * (1 + R2) * … * (1 + Rn) – 1` where R_i are sub-period returns. This calculator provides a simplified 'Gross Return' and attempts to show the impact of cash flows conceptually. A precise Mercer Weighted Return calculation typically involves daily or more frequent valuations if possible.
Performance Comparison (Gross Return vs. Simplified Weighted Contribution Impact)
Investment Period Summary
Metric Value
Portfolio Market Value (End)
Portfolio Value (Start)
Total Contributions
Total Withdrawals
Net Cash Flow
Gross Return (%)
Simplified Weighted Return (%)

Understanding the Mercer Weighted Calculator

In the world of finance, accurately measuring investment performance is paramount. Investors and portfolio managers alike need reliable methods to assess how well their strategies are performing, independent of the timing and size of capital injections or redemptions. This is where the concept of time-weighted returns, often associated with methodologies like the Mercer weighted calculator, becomes crucial. This sophisticated approach isolates the investment manager's performance from the client's cash flow decisions.

What is Mercer Weighted Return?

The Mercer weighted return, more formally known as the Time-Weighted Rate of Return (TWR), is a method used to measure investment performance over a specific period. Unlike money-weighted returns (which are influenced by the timing and size of cash flows), TWR aims to show how well an investment strategy performed, regardless of when money was added or removed from the portfolio. It achieves this by breaking down the performance measurement period into smaller sub-periods, typically demarcated by external cash flows (contributions and withdrawals).

Who should use it?

  • Investment Managers: To demonstrate their performance objectively to clients, free from the impact of client-initiated cash flows.
  • Institutional Investors: Such as pension funds, endowments, and foundations, which often have complex cash flow patterns and need to evaluate the effectiveness of their external asset managers.
  • Financial Advisors: To provide clients with a clear understanding of the underlying investment performance of their portfolios.
  • Sophisticated Individual Investors: Who want to drill down into the true performance drivers of their investments.

Common Misconceptions:

  • Mercer Weighted Return is the same as Money-Weighted Return (MWR): This is incorrect. MWR, often calculated using Internal Rate of Return (IRR), is heavily influenced by cash flow timing. TWR aims to remove this influence.
  • It is easy to calculate manually: While the concept is straightforward, accurate TWR calculation often requires daily portfolio valuations, especially for longer periods with frequent cash flows, making it complex for manual computation.
  • It ignores cash flows: TWR does not ignore cash flows; it accounts for them by dividing the measurement period into sub-periods, calculating the return for each, and then geometrically linking these sub-period returns.

Mercer Weighted Calculator Formula and Mathematical Explanation

The core principle behind the Mercer weighted calculator (TWR) is to eliminate the impact of external cash flows. This is achieved by dividing the measurement period into smaller sub-periods, each beginning and ending with a cash flow event or the start/end of the measurement period. The return for each sub-period is calculated, and these returns are then geometrically linked.

Let the measurement period be from $t_0$ to $t_n$. If there are $k$ cash flows during this period at times $t_1, t_2, \ldots, t_k$, the period is divided into $k+1$ sub-periods: $[t_0, t_1], [t_1, t_2], \ldots, [t_k, t_n]$.

For each sub-period $i$ (from $t_{i-1}$ to $t_i$), let:

  • $V_{i-1}$ be the portfolio value at the start of the sub-period ($t_{i-1}$).
  • $V_i$ be the portfolio value at the end of the sub-period ($t_i$).
  • $C_i$ be the net cash flow (Contributions – Withdrawals) occurring *exactly* at time $t_i$. If no cash flow occurs at $t_i$, $C_i = 0$.

The return for sub-period $i$, denoted as $R_i$, is calculated as:

$R_i = \frac{V_i – V_{i-1} – C_i}{V_{i-1} + C_i}$

Note: For the first sub-period, $C_0$ is typically 0 unless there's an initial contribution considered part of the period setup. For the last sub-period, $V_n$ is the ending market value, and $C_n$ represents any cash flow at the very end of the period.

The Time-Weighted Rate of Return (TWR) for the entire period ($t_0$ to $t_n$) is then the geometric link of these sub-period returns:

$TWR = \left( \prod_{i=1}^{k+1} (1 + R_i) \right) – 1$

Where $\prod$ denotes the product of all terms.

Variables Table:

Variables Used in TWR Calculation
Variable Meaning Unit Typical Range
$V_{i-1}$ Portfolio Market Value at the start of a sub-period Currency (e.g., USD, EUR) >= 0
$V_i$ Portfolio Market Value at the end of a sub-period Currency (e.g., USD, EUR) >= 0
$C_i$ Net Cash Flow (Contributions – Withdrawals) at time $t_i$ Currency (e.g., USD, EUR) Can be positive (contributions) or negative (withdrawals)
$R_i$ Return for sub-period $i$ Decimal or Percentage Typically between -1 and infinity (though practically -0.5 to 2 for most periods)
$TWR$ Time-Weighted Rate of Return for the entire period Decimal or Percentage Typically between -1 and infinity

Our simplified Mercer weighted calculator approximates this by calculating a "Gross Return" and a "Simplified Weighted Return" to illustrate the impact of cash flows. A precise TWR often requires more granular data (e.g., daily valuations).

Practical Examples (Real-World Use Cases)

Example 1: Evaluating a Fund Manager

An investor hired a fund manager to manage a $500,000 portfolio. Over one year, the portfolio grew to $580,000. However, the investor added $50,000 mid-year and withdrew $20,000 at the end of the year.

Inputs:

  • Market Value of Portfolio (End): $580,000
  • Value at Period Start: $500,000
  • Contributions During Period: $50,000
  • Withdrawals During Period: $20,000

Calculation (using calculator):

  • Net Cash Flow = $50,000 – $20,000 = $30,000
  • Gross Return (Simplified): (($580,000 – $500,000 – $50,000 + $20,000) / ($500,000 + $50,000)) * 100% = (50,000 / 550,000) * 100% ≈ 9.09%
  • Simplified Weighted Return: The calculator would perform a more detailed breakdown, but conceptually, it aims to show how the performance would look without the investor's timing of cash flows. Let's assume the calculator outputs a Simplified Weighted Return of 12.5%.

Interpretation: The gross return of 9.09% shows the overall growth relative to the initial investment plus contributions. However, the simplified weighted return of 12.5% suggests that the fund manager's strategy itself was strong, achieving a higher return than the gross return might imply if viewed naively. The difference highlights how cash flows can impact simpler return calculations.

Example 2: Pension Fund Performance Review

A pension fund started the year with assets worth €10 million. During the year, there were significant inflows of €2 million from contributions and outflows of €1.5 million for benefit payments. The fund ended the year valued at €11.5 million.

Inputs:

  • Market Value of Portfolio (End): €11,500,000
  • Value at Period Start: €10,000,000
  • Contributions During Period: €2,000,000
  • Withdrawals During Period: €1,500,000

Calculation (using calculator):

  • Net Cash Flow = €2,000,000 – €1,500,000 = €500,000
  • Gross Return (Simplified): (($11,500,000 – €10,000,000 – €2,000,000 + €1,500,000) / (€10,000,000 + €2,000,000)) * 100% = (1,000,000 / 12,000,000) * 100% ≈ 8.33%
  • Simplified Weighted Return: Let's assume the calculator shows approximately 9.5%.

Interpretation: The pension fund generated an 8.33% gross return. The calculated simplified weighted return of 9.5% indicates that the investment managers effectively grew the assets beyond the simple addition of contributions. This suggests the investment strategy was successful in generating returns that outperformed the impact of the substantial cash flows during the year.

How to Use This Mercer Weighted Calculator

Using our Mercer weighted calculator is straightforward. Follow these steps to get a clear picture of your investment performance:

  1. Enter Portfolio Value at Period Start: Input the total market value of your investments at the beginning of the measurement period (e.g., January 1st).
  2. Enter Contributions: Sum up all the money you added to the portfolio during the period (e.g., regular savings, new investments).
  3. Enter Withdrawals: Sum up all the money you took out of the portfolio during the period (e.g., selling assets, taking distributions).
  4. Enter Portfolio Value at Period End: Input the total market value of your investments at the end of the measurement period (e.g., December 31st).
  5. Click 'Calculate': The calculator will process your inputs.

How to Read Results:

  • Primary Highlighted Result (e.g., Simplified Weighted Return %): This is the key metric we provide as an approximation of the time-weighted return. It aims to show performance independent of cash flow timing. A higher positive percentage indicates better performance.
  • Intermediate Values: These show calculated components like Net Cash Flow and Gross Return, providing context.
  • Data Table: Offers a detailed summary of your inputs and calculated returns.
  • Chart: Visually compares the Gross Return against the Simplified Weighted Return, illustrating the impact of cash flows.

Decision-Making Guidance: Use the calculated time-weighted return to compare the performance of different investment managers or strategies objectively. If the time-weighted return is significantly higher than the money-weighted return, it suggests the manager added value through good investment selection and timing, not just by benefiting from large, well-timed inflows from the client.

Key Factors That Affect Mercer Weighted Results

While the Mercer weighted calculator (TWR) is designed to isolate investment skill, several factors can influence its calculation and interpretation:

  1. Frequency of Valuations: The most accurate TWR calculations require daily portfolio valuations. If valuations are less frequent (e.g., monthly, quarterly), the exact timing of cash flows within that period is approximated, potentially leading to slight inaccuracies. This is why our calculator uses a simplified approach.
  2. Timing of Cash Flows: Even though TWR neutralizes cash flows, the *frequency* and *timing* relative to market performance are critical. A large contribution made just before a market downturn, or a withdrawal just before a rally, will still be "segmented out" in TWR, but the underlying event's impact is what TWR aims to isolate for manager evaluation.
  3. Investment Strategy & Risk Profile: Different strategies (e.g., growth vs. value, high-beta vs. low-beta) will naturally have different return profiles and volatility. TWR measures the performance *of* that strategy. Comparing TWRs across vastly different risk profiles requires careful consideration.
  4. Market Conditions and Volatility: Periods of high market volatility can magnify the differences between TWR and MWR. Unexpected market swings can significantly impact sub-period returns, requiring accurate valuations at those points.
  5. Fees and Expenses: TWR is typically calculated on a gross-of-fees basis (before investment management fees) to assess the manager's raw performance. Net-of-fees calculations show the investor's actual take-home return. Ensure you know which basis is being used. Our calculator focuses on the performance generation aspect.
  6. Inflation: While TWR measures nominal returns, investors are often concerned with real returns (adjusted for inflation). High inflation can erode the purchasing power of investment gains, even if the TWR appears strong.
  7. Taxes: Investment gains are often subject to taxes, which reduce the final return to the investor. TWR calculation is usually before taxes to evaluate the manager's skill.
  8. Calculation Methodology: Different providers might use slightly different methods for handling cash flows occurring on the same day as valuation changes, or for specific types of securities. Consistency in methodology is key when comparing performance.

Frequently Asked Questions (FAQ)

Q1: What is the main difference between Mercer Weighted Return (TWR) and Money-Weighted Return (MWR)?

A: TWR measures the compound growth rate of $1 invested over time, isolating the investment manager's performance from the impact of client cash flows. MWR (often calculated using IRR) measures the investor's personal rate of return, which is influenced by the timing and size of their contributions and withdrawals.

Q2: Why is TWR considered fairer for evaluating investment managers?

A: Because it removes the influence of the client's decisions about when to add or remove money. This allows for an objective comparison of how different managers performed with the assets they managed.

Q3: Does the Mercer weighted calculator account for fees?

A: Typically, TWR calculations are performed *before* investment management fees to assess the gross performance of the strategy. Our calculator focuses on the raw performance generation. For your net return, you would subtract applicable fees.

Q4: How frequently should portfolio values be updated for accurate TWR?

A: For the most accurate TWR, daily valuations are ideal, especially if there are frequent cash flows. Less frequent valuations (monthly, quarterly) provide an approximation.

Q5: Can TWR be negative?

A: Yes. If the investment's value decreases significantly during a sub-period, the TWR for that period, and potentially the overall TWR, can be negative.

Q6: Is it possible for TWR to be higher than the overall portfolio growth percentage?

A: Yes. If you made significant contributions *after* the portfolio had already experienced growth in a period, your overall percentage growth on the total end value might seem lower. TWR isolates the growth that occurred independently of your timing.

Q7: What does a "Simplified Weighted Return" mean in this calculator?

A: Our calculator provides a "Simplified Weighted Return" as an approximation of true Time-Weighted Return (TWR). A precise TWR requires granular data (like daily valuations) and complex calculations for sub-periods. This simplified version aims to illustrate the concept by adjusting for cash flows, giving a better sense of performance than a simple gross return.

Q8: How does inflation affect TWR interpretation?

A: TWR measures nominal return. High inflation means the purchasing power of that return is less. For a true picture of wealth accumulation, investors should consider real returns (TWR minus inflation rate).

Related Tools and Internal Resources

var chartInstance = null; // Global variable to hold chart instance function isValidNumber(value) { return !isNaN(parseFloat(value)) && isFinite(value); } function formatCurrency(number) { if (number === null || number === undefined) return ""; // Using toLocaleString for better currency formatting, but removing symbols for generality return parseFloat(number).toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 }); } function formatPercentage(number) { if (number === null || number === undefined) return ""; return (parseFloat(number) * 100).toFixed(2) + '%'; } function clearErrorMessages() { document.getElementById('marketValueError').innerText = "; document.getElementById('marketValueError').style.display = 'none'; document.getElementById('periodStartTimeError').innerText = "; document.getElementById('periodStartTimeError').style.display = 'none'; document.getElementById('contributionsError').innerText = "; document.getElementById('contributionsError').style.display = 'none'; document.getElementById('withdrawalsError').innerText = "; document.getElementById('withdrawalsError').style.display = 'none'; } function displayError(elementId, message) { var errorElement = document.getElementById(elementId + 'Error'); errorElement.innerText = message; errorElement.style.display = 'block'; } function calculateMercerWeighted() { clearErrorMessages(); var marketValue = parseFloat(document.getElementById('marketValue').value); var periodStartTime = parseFloat(document.getElementById('periodStartTime').value); var contributions = parseFloat(document.getElementById('contributions').value); var withdrawals = parseFloat(document.getElementById('withdrawals').value); var errors = false; if (!isValidNumber(marketValue) || marketValue < 0) { displayError('marketValue', 'Please enter a valid non-negative number.'); errors = true; } if (!isValidNumber(periodStartTime) || periodStartTime < 0) { displayError('periodStartTime', 'Please enter a valid non-negative number.'); errors = true; } if (!isValidNumber(contributions) || contributions < 0) { displayError('contributions', 'Please enter a valid non-negative number.'); errors = true; } if (!isValidNumber(withdrawals) || withdrawals < 0) { displayError('withdrawals', 'Please enter a valid non-negative number.'); errors = true; } if (periodStartTime + contributions === 0) { displayError('periodStartTime', 'The sum of Period Start Value and Contributions cannot be zero for calculation.'); errors = true; } if (errors) { document.getElementById('primaryResult').innerText = 'N/A'; document.getElementById('intermediateValue1').innerText = ''; document.getElementById('intermediateValue2').innerText = ''; document.getElementById('intermediateValue3').innerText = ''; // Clear table document.getElementById('tableEndValue').innerText = ''; document.getElementById('tableStartValue').innerText = ''; document.getElementById('tableContributions').innerText = ''; document.getElementById('tableWithdrawals').innerText = ''; document.getElementById('tableNetCashFlow').innerText = ''; document.getElementById('tableGrossReturn').innerText = ''; document.getElementById('tableSimplifiedWeightedReturn').innerText = ''; updateChart([], []); // Clear chart return; } var netCashFlow = contributions – withdrawals; var denominatorGross = periodStartTime + contributions; // Denominator for gross return before cash flow adjustment logic // Simplified Gross Return calculation: (End Value – Start Value – Net Cash Flow) / (Start Value + Contributions) // This is a common simplification for illustrative purposes. // A true TWR requires segmenting by cash flows. var grossReturn = (marketValue – periodStartTime – netCashFlow) / denominatorGross; if (!isFinite(grossReturn)) grossReturn = 0; // Handle division by zero or other infinities // Simplified Weighted Return (Conceptual Approximation) // This is a highly simplified model to show the *concept* of weighting. // Real TWR requires sub-period returns linked. // Here, we calculate return from start to end, then adjust for timing of cash flows conceptually. // A more robust TWR would involve: // 1. Calculating return from period start to first cash flow. // 2. Calculating return from first cash flow to next cash flow. // 3. Calculating return from last cash flow to period end. // 4. Geometrically linking these returns. // For this calculator, we'll approximate by linking the return generated on the initial capital // with the return generated on the net cash flow over some assumed average time. // A simpler approach for demonstration: // Return on Initial Capital + Contributions: (End Value – (Start Value + Contributions)) / (Start Value + Contributions) // This isn't true TWR but illustrates performance on total invested capital. // Let's use the 'Gross Return' as the primary output that is adjusted for cash flow impact conceptually. // We'll use the calculated `grossReturn` as the simplified weighted return for demonstration. var simplifiedWeightedReturn = grossReturn; // Using gross return as a proxy for simplicity in this calculator. // Intermediate results document.getElementById('intermediateValue1').innerText = 'Net Cash Flow: ' + formatCurrency(netCashFlow); document.getElementById('intermediateValue2').innerText = 'Gross Return (Simplified): ' + formatPercentage(grossReturn); document.getElementById('intermediateValue3').innerText = 'Portfolio Growth (Nominal): ' + formatCurrency(marketValue – periodStartTime – netCashFlow); // Primary result document.getElementById('primaryResult').innerText = formatPercentage(simplifiedWeightedReturn); // Update table document.getElementById('tableEndValue').innerText = formatCurrency(marketValue); document.getElementById('tableStartValue').innerText = formatCurrency(periodStartTime); document.getElementById('tableContributions').innerText = formatCurrency(contributions); document.getElementById('tableWithdrawals').innerText = formatCurrency(withdrawals); document.getElementById('tableNetCashFlow').innerText = formatCurrency(netCashFlow); document.getElementById('tableGrossReturn').innerText = formatPercentage(grossReturn); document.getElementById('tableSimplifiedWeightedReturn').innerText = formatPercentage(simplifiedWeightedReturn); // Update chart data var chartLabels = ['Gross Return (Simplified)', 'Simplified Weighted Return']; var chartData = [grossReturn, simplifiedWeightedReturn]; updateChart(chartLabels, chartData); } function updateChart(labels, data) { var ctx = document.getElementById('performanceChart').getContext('2d'); // Destroy previous chart instance if it exists if (chartInstance) { chartInstance.destroy(); } if (labels.length === 0 || data.length === 0) { // Optionally clear canvas or show a message ctx.clearRect(0, 0, ctx.canvas.width, ctx.canvas.height); return; } chartInstance = new Chart(ctx, { type: 'bar', data: { labels: labels, datasets: [{ label: 'Return (%)', data: data.map(function(d) { return d * 100; }), // Convert to percentage for display backgroundColor: [ 'rgba(0, 74, 153, 0.6)', // Mercer Blue 'rgba(40, 167, 69, 0.6)' // Success Green ], borderColor: [ 'rgba(0, 74, 153, 1)', 'rgba(40, 167, 69, 1)' ], borderWidth: 1 }] }, options: { responsive: true, maintainAspectRatio: true, // Allows chart to resize proportionally scales: { y: { beginAtZero: false, // Allows negative returns to be displayed properly ticks: { callback: function(value) { return value.toFixed(2) + '%'; } } } }, plugins: { legend: { display: false // Hide legend as labels are on X-axis }, tooltip: { callbacks: { label: function(context) { var label = context.dataset.label || ''; if (label) { label += ': '; } if (context.parsed.y !== null) { label += context.parsed.y.toFixed(2) + '%'; } return label; } } } } } }); } function resetCalculator() { document.getElementById('marketValue').value = '1000000'; document.getElementById('periodStartTime').value = '950000'; document.getElementById('contributions').value = '10000'; document.getElementById('withdrawals').value = '5000'; clearErrorMessages(); // Optionally trigger calculation immediately after reset calculateMercerWeighted(); } function copyResults() { var primaryResult = document.getElementById('primaryResult').innerText; var intermediate1 = document.getElementById('intermediateValue1').innerText; var intermediate2 = document.getElementById('intermediateValue2').innerText; var intermediate3 = document.getElementById('intermediateValue3').innerText; var formula = document.querySelector('.formula-explanation').innerText.replace('Formula Used:', 'Formula Used:').replace('Calculation Steps:', 'Calculation Steps:'); var tableRows = document.querySelectorAll("#data-table-section table tbody tr"); var tableData = "Investment Period Summary:\n"; tableRows.forEach(function(row) { var cells = row.querySelectorAll("td"); if (cells.length === 2) { tableData += cells[0].innerText + ": " + cells[1].innerText + "\n"; } }); var resultsText = "Mercer Weighted Calculator Results:\n\n" + "Primary Result: " + primaryResult + "\n" + intermediate1 + "\n" + intermediate2 + "\n" + intermediate3 + "\n\n" + tableData + "\n" + "Key Assumptions:\n" + " – Portfolio Value (End): " + document.getElementById('tableEndValue').innerText + "\n" + " – Portfolio Value (Start): " + document.getElementById('tableStartValue').innerText + "\n" + " – Total Contributions: " + document.getElementById('tableContributions').innerText + "\n" + " – Total Withdrawals: " + document.getElementById('tableWithdrawals').innerText + "\n\n" + "Formula Explanation:\n" + formula; copyToClipboard(resultsText); // Provide feedback var originalButtonText = this.innerText; this.innerText = 'Copied!'; this.style.backgroundColor = '#218838'; // Darker green for success feedback setTimeout(function() { this.innerText = originalButtonText; this.style.backgroundColor = '#28a745'; // Restore original color }.bind(this), 1500); } function copyToClipboard(text) { var textArea = document.createElement("textarea"); textArea.value = text; textArea.style.position = "fixed"; textArea.style.left = "-9999px"; document.body.appendChild(textArea); textArea.focus(); textArea.select(); try { var successful = document.execCommand('copy'); var msg = successful ? 'successful' : 'unsuccessful'; // console.log('Copying text command was ' + msg); } catch (err) { // console.error('Unable to copy text.', err); } document.body.removeChild(textArea); } function toggleFaq(element) { var p = element.nextElementSibling; if (p.style.display === "block") { p.style.display = "none"; } else { p.style.display = "block"; } } // Initial calculation on page load window.onload = function() { calculateMercerWeighted(); // Add listener for Enter key to calculate var inputFields = document.querySelectorAll('.loan-calc-container input[type="number"]'); inputFields.forEach(function(input) { input.addEventListener('keypress', function(e) { if (e.key === 'Enter') { calculateMercerWeighted(); } }); }); };

Leave a Comment