Dear Statalists,
I know there are couple of posts about cumulative returns but unfortunately none of them fit my question therefore please assist me. I am replicating study where at the end of each month, all stocks in each country are ranked in ascending order based on the past 6-month cumulative return. I tried to use the ways that were posted here but they do not work for me. Please suggest something. Below you will find the portion of the data:

* Example generated by -dataex-. To install: ssc install dataex
clear
input str6 DSCD double Price str14 Country float(month year return)
"10000" 4.375 " United States" 1 1986 .
"10000" 3.25 " United States" 2 1986 -29.725153
"10000" 4.4375 " United States" 3 1986 31.143616
"10000" 4 " United States" 4 1986 -10.37968
"10000" 3.10938 " United States" 5 1986 -25.1871
"10000" 3.09375 " United States" 6 1986 -.5039402
"10000" 2.84375 " United States" 7 1986 -8.426034
"10000" 1.09375 " United States" 8 1986 -95.55115
"10000" 1.03125 " United States" 9 1986 -5.88405
"10000" .78125 " United States" 10 1986 -27.763174
"10000" .82813 " United States" 11 1986 5.827495
"10000" .51563 " United States" 12 1986 -47.37807
"10000" .40625 " United States" 1 1987 -23.84207
"10000" .40625 " United States" 2 1987 0
"10000" .25 " United States" 3 1987 -48.55078
"10000" .23438 " United States" 4 1987 -6.451719
"10000" .21875 " United States" 5 1987 -6.901421
"10001" 6.125 " United States" 1 1986 .
"10001" 6.25 " United States" 2 1986 2.0202708
"10001" 6.3125 " United States" 3 1986 .9950331
"10001" 6.375 " United States" 4 1986 .9852297
"10001" 6.3125 " United States" 5 1986 -.9852297
"10001" 6.125 " United States" 6 1986 -3.015304
"10001" 6.0625 " United States" 7 1986 -1.02565
"10001" 6.5 " United States" 8 1986 6.967992
"10001" 6.375 " United States" 9 1986 -1.9418086
"10001" 6.625 " United States" 10 1986 3.846628
"10001" 7 " United States" 11 1986 5.505978
"10001" 7 " United States" 12 1986 0
"10001" 6.75 " United States" 1 1987 -3.6367645
"10001" 6.25 " United States" 2 1987 -7.696104
"10001" 6.375 " United States" 3 1987 1.9802628
"10001" 6.125 " United States" 4 1987 -4.0005336
"10001" 5.6875 " United States" 5 1987 -7.410797
"10001" 5.875 " United States" 6 1987 3.243528
"10001" 6 " United States" 7 1987 2.105341
"10001" 6.5 " United States" 8 1987 8.004271
"10001" 6.25 " United States" 9 1987 -3.922071
"10001" 6.375 " United States" 10 1987 1.9802628
"10001" 6.1875 " United States" 11 1987 -2.985296
"10001" 5.875 " United States" 12 1987 -5.182507
"10001" 6.25 " United States" 1 1988 6.187541
"10001" 6.75 " United States" 2 1988 7.696104
"10001" 6.125 " United States" 3 1988 -9.716374
"10001" 6.3125 " United States" 4 1988 3.015304
"10001" 6.4375 " United States" 5 1988 1.960847
"10001" 6.25 " United States" 6 1988 -2.95588
"10001" 6.4375 " United States" 7 1988 2.95588
"10001" 6.625 " United States" 8 1988 2.8710105
"10001" 6.375 " United States" 9 1988 -3.846628
"10001" 6.625 " United States" 10 1988 3.846628
"10001" 6.625 " United States" 11 1988 0
"10001" 6.375 " United States" 12 1988 -3.846628
"10001" 6.5 " United States" 1 1989 1.9418086
"10001" 6.75 " United States" 2 1989 3.774033
"10001" 6.75 " United States" 3 1989 0
"10001" 7.25 " United States" 4 1989 7.145896
"10001" 7 " United States" 5 1989 -3.509132
"10001" 7 " United States" 6 1989 0
"10001" 7.25 " United States" 7 1989 3.509132
"10001" 9.25 " United States" 8 1989 24.36221
"10001" 8.875 " United States" 9 1989 -4.1385217
"10001" 9.5 " United States" 10 1989 6.805346
"10001" 9.875 " United States" 11 1989 3.871451
"10001" 10.125 " United States" 12 1989 2.50013
"10001" 9.9375 " United States" 1 1990 -1.8692133
"10001" 9.875 " United States" 2 1990 -.6309169
"10001" 9.875 " United States" 3 1990 0
"10001" 9.875 " United States" 4 1990 0
"10001" 9.75 " United States" 5 1990 -1.2739025
"10001" 9.75 " United States" 6 1990 0
"10001" 10 " United States" 7 1990 2.531781
"10001" 9.5 " United States" 8 1990 -5.129329
"10001" 9.75 " United States" 9 1990 2.597549
"10001" 9.625 " United States" 10 1990 -1.2903405
"10001" 9.625 " United States" 11 1990 0
"10001" 9.5 " United States" 12 1990 -1.3072082
"10001" 9.625 " United States" 1 1991 1.3072082
"10001" 9.75 " United States" 2 1991 1.2903405
"10001" 9.5 " United States" 3 1991 -2.597549
"10001" 9.875 " United States" 4 1991 3.871451
"10001" 9.875 " United States" 5 1991 0
"10001" 10.5 " United States" 6 1991 6.136895
"10001" 10.125 " United States" 7 1991 -3.6367645
"10001" 11.5 " United States" 8 1991 12.733942
"10001" 11.5 " United States" 9 1991 0
"10001" 13 " United States" 10 1991 12.260232
"10001" 14.75 " United States" 11 1991 12.629373
"10001" 14.5 " United States" 12 1991 -1.7094433