Calculating asset returns by portfolio weights I have a securities portfolio (Fixed Income) and corresponding information regarding the single issues weights (in %) in the portfolio, sector identifiers (i.e. Industria...--prophetes.ai

Calculating asset returns by portfolio weights I have a securities portfolio (Fixed Income) and corresponding information regarding the single issues weights (in %) in the portfolio, sector identifiers (i.e. Industrial, Retail) and Total Return quotes %) on a month-to-date basis (MTD). It looks something like this * * * Sid____SectorWeight_Total Return MTD XS121452838Industrial__0.0012_1.25 XS121452816Retail______0.0012_2.25 XS121452822Retail______0.0012_3.25 XS121452811Utilities___0.0012_4.25 XS121452812Healthcare0.0012_-2.21 ## ... How do I calculate sector Total Return? i.e. the total return of all utilities companies in the portfolio (taking their respective weights in this sub-segment into consideration - Portfolio Utilities holdings).

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