I need to do an analysis of the performance of Western-European mutual funds over the past 10 years. Therefore, I use Bloomberg to retrieve relevant data. In the Bloomberg Excel spreadsheet builder I have a difficult time figuring out what fields are useful for this analysis.
For example, to use the Fama & French three-factor model, I need returns. However I cannot find the right returns: Returns on Asset and Returns on Capital are N/A.
Don’t know if this is the right place to ask, but is there any advice on this?