create table #Test 
(SaveDate smalldatetime not null, 
 CalcDate smalldatetime not null, 
 Group_id int not null, 
 Value int not null
 constraint PK_Test primary key (SaveDate, CalcDate, Group_id))

insert into #Test values ('20020101', '20020101', 1, 100)
insert into #Test values ('20020201', '20020101', 1, 150)
insert into #Test values ('20020201', '20020201', 1, 200)

-- 1: use IN Cost: 0.0490
select SaveDate, CalcDate, Group_id, Value
from #Test t
where SaveDate in 
(select Max(SaveDate) from #Test tt
 where tt.CalcDate = t.CalcDate and
 tt.Group_id = t.Group_id)

-- 2: use EXISTS Cost: 0.0754
select SaveDate, CalcDate, Group_id, Value
from #Test t
where Exists(
select * from #Test tt
where tt.CalcDate = t.CalcDate and
tt.Group_id = t.Group_id
having Max(tt.SaveDate) = t.SaveDate)

-- 3: use INNER JOIN Cost 0.0490
select t.SaveDate, t.CalcDate, t.Group_id, t.Value
from #Test t
inner join
(select CalcDate, Group_id, Max(SaveDate) as SaveDate
 from #Test
 group by CalcDate, Group_id) as tt 
on t.SaveDate = tt.SaveDate and 
t.CalcDate = tt.CalcDate and 
t.Group_id = tt.Group_id


drop table #Test