Functions on portfolio valuations
Depot valuation.AdditionalExogenousSum→number
Result: Depending on the configuration of the components to be regarded as exogenous (see section Configuring performance components), taxes and/or fees can be regarded as exogenous cash flows. The AdditionalExogenousSum function returns the sum of these cash flows in the period.
Portfolio valuation.AllocationAnalysis[AllocationName]→List(AssetValued)
AllocationName (String): Optional. By default, the target allocation configured in the portfolio is evaluated. Otherwise, one of the other allocations defined centrally in the system can also be referenced and evaluated by name.
Result: The AllocationAnalysis function provides the list of valued assets according to the target allocation.
Portfolio valuation.assetanalysis[PortfolioType]→List(AssetValued)
PortfolioType (PortfolioType[Depot]): Depot or holder.
Result: Until the introduction of asset class splitting, the function provided a list of valued assets for custody accounts or holders that were monitored using an asset allocation. As part of the functional enhancements to include asset class splitting (fund splitting), i.e. the pro rata allocation of asset positions to more than one asset class, the AssetAnalysis function has been completely removed and only returns an error message.
Depotbewertung.Basisobjekt→Depot|Inhaber|Gruppe|Portfolio
Result: The Base object function returns the base object of the securities account valuation.
Securities account valuation.specialinvestments→List(specialinvestment)
Result: The Special investments function provides a list of the special investments (forward exchange transactions, loans, fixed-term deposits) active at the time of evaluation.
Depot valuation.cash flow forecast[end date]→List(cash flow)
End date (date [end of year (evaluation date) + 10 years]).
Result: The cash flow forecast function provides the list of forecast cash flows from interest and final maturities of bonds.
Depot valuation.date→date
Result: The function returns the evaluation date of the evaluation.
Securities account valuation.securities account value→number
Result: The result corresponds to the assets if accounts and special investments are taken into account when calculating the assets. If accounts and special investments are not taken into account when calculating the assets, the securities account value function returns the assets reduced by the value of the accounts and special investments (as well as the associated accrued interest).
Depot valuation.foreign exchange gain→number
Result: The foreign exchange gain function provides the cumulative unrealized foreign exchange gain in valuation currency (without exchange rate gain).
Custody account valuation.foreign exchange gainstart→number
Result: The function Foreign exchange gain start provides the unrealized foreign exchange gain of a holder (group, account, securities account, portfolio) at the beginning of the evaluation period in valuation currency.
Depot valuation.foreign exchange gainRealized→number
Result: The function Foreign exchange gainRealized provides the total realized foreign exchange gain of the positions in valuation currency. If the "Include account balances" parameter of the securities account valuation function is activated, the values from accounts and special investments are also added together.
Custody account valuation.foreign exchange gainRealizedBegin→Number
Result: The function Foreign exchange gainRealizedBegin provides the realized foreign exchange gain of a holder (group, account, securities account, portfolio) in relation to the beginning of the evaluation period in valuation currency.
Depot valuation.DVK→number
Result: The DVK function provides the average available capital on the evaluation date in the evaluation currency; for performance calculation.
Depot valuation.EKChange→Number
Result: The Equity change function provides the change in equity (cash deposits, cash withdrawals, deliveries, deliveries) between a specific date and the evaluation date in the evaluation currency.
Depot valuation.success→number
Result: The profit function provides the change in securities account value - change in equity adjusted for taxes. Read the section Calculation of performancefor the exact calculation.
Depot valuation.successPercent→number
Result: The SuccessPercent function returns the same result as Success, but as a percentage (base 100).
Securities account valuation.income object→Securities account income
Result: The Income object function returns the income object that generated the securities account valuation.
Depot valuation.totaldelivery→number
Result: The TotalDelivery function returns the total of outbound deliveries on the valuation date in valuation currency.
TotalDeliveryStart→Number
Result: The TotalDeliveryStart function provides the total of deliveries at the start of the evaluation period in valuation currency.
Depot valuation.totaldelivery→number
Result: The TotalDelivery function returns the total of the deliveries on the valuation date in valuation currency.
TotalDepositDeliveryStart→Number
Result: The TotalDeliveryStart function provides the total of deliveries at the start of the evaluation period in valuation currency.
Depot valuation.totalEK→number
Result: The TotalEK function returns the total equity. The value is calculated from deliveries in - deliveries out + cash deposits - cash withdrawals up to the evaluation date in the evaluation currency.
Depot valuation.totalEKBeginn→Number
Result: The Total equity start function provides the equity at the start of the evaluation period in valuation currency.
Depotbewertung.GesamtFestgeld→Zahl
Result: The Total fixed-term deposits function returns the total of all fixed-term deposits of all accounts on the evaluation date in the evaluation currency.
Depotbewertung.GesamtFestgeldBeginn→Zahl
Result: The TotalFixedDepositStart function returns the total of all fixed-term deposits of all accounts at the start of the evaluation period in the evaluation currency.
Depot valuation.totalprofit→number
Result: The TotalGain function returns the sum of the (unrealized) gains of all securities positions in the portfolio (price-purchase price) on the evaluation date in the evaluation currency. The profit that would be realized if all positions were closed out on the evaluation date.
Depot valuation.totalprofitstart→number
Result: The TotalGainStart function provides the unrealized gain of a holder (group, account, securities account, portfolio) at the beginning of the evaluation period in valuation currency.
Depotbewertung.GesamtGewinnProzent→Zahl
Result: The function TotalProfitPercent returns the same result as TotalProfit, only expressed as a percentage based on the total purchase price (base 1).
Depot valuation.totalprofitrealized→number
Result: The TotalProfitRealized function provides the total profit realized (from sales) for the positions in valuation currency. If the "Include account balances" parameter of the securities account valuation function is activated, the values from accounts and special investments are also added together.
Depotvaluation.totalprofitRealizedBegin→Number
Result: The TotalGainRealizedBegin function provides the profit (from sales) realized by a holder (group, account, securities account, portfolio) in relation to the beginning of the evaluation period in valuation currency.
Depot valuation.totalcash→number
Result: The TotalCash function provides the account balance (balance) on the evaluation date in the evaluation currency.
TotalCashDepositDepositValuation→Number
Result: The TotalCashBegin function provides the account balance at the beginning of the evaluation period in valuation currency.
Depot valuation.totalpurchaseprice→number
Result: The Total purchase price function returns the total of all purchase prices of the securities positions in the portfolio on the evaluation date in the evaluation currency.
Deposit valuation.totalcredit→number
Result: The TotalLoan function provides the cumulative loans on the <evaluation date> in valuation currency.
Deposit valuation.totalCreditBegin→Number
Result: The TotalLoanStart function provides the cumulative loans at the start of the evaluation period in valuation currency.
Total market value→Number
Result: The Total price value function returns the total of all prices of the securities positions in the portfolio on the evaluation date in the evaluation currency.
Securities account valuation.totalpricevaluestart→number
Result: The TotalPriceValueStart function provides the cumulative price value at the start of the evaluation period in valuation currency.
Total accrued interest→Number
Result: The Total accrued interest function returns the total accrued interest of all bond items in the portfolio on the evaluation date in the evaluation currency.
Deposit valuation.total accrued interestBegin→Number
Result: The TotalInterestBegin function provides the accumulated accrued interest at the beginning of the evaluation period in valuation currency.
Depot valuation.totalturnover→number
Result: The TotalTurnover function returns the absolute amount of all securities transactions up to the evaluation date in the evaluation currency.
Depot valuation.totalInterim profit→number
Result: The total interim profit function provides the cumulative current interim profit of the fund positions in valuation currency.
Depot valuation.totalInterimprofitStart→Number
Result: The TotalInterimGainStart function provides the cumulative interim profit of the fund positions at the beginning of the evaluation period in valuation currency.
Depot valuation.profitPercent→number
Result: The ProfitPercent function returns the percentage profit, which is calculated purely on the basis of securities turnover: Success / total sales.
Depot valuation.InternalRateOfReturn[start value]→number
Start value (number [0]).
Result: The InternalRateOfReturn function searches for a numerical solution to the formula for the internal interest rate for the period of the securities account valuation (start date to evaluation date), starting from the specified start value (initial estimate). The Newton method is used for this. If the initial estimate is too far away from the actual value, it can happen that no result is found, even if one exists. If no start value is specified, 0% is used as the start value. If the asset value of the securities account object for which the internal interest rate is to be calculated is negative at the start (start date) or end (evaluation date), no calculation is carried out.
Delivered results are not less than -100%. U. There may be no or several solutions for the equation of the internal interest rate. In these cases, the first value found is returned, or "n/a" if no result is found.
The number of days is calculated according to the setting "Calculate average available capital on trading days (otherwise calendar days)".
Depotbewertung.KontenDevaluationofaccountsForeign exchange gain→Number
Result: The AccountsForeign Exchange Gain function provides the cumulative foreign exchange gain of the accounts in the evaluation period in valuation currency.
Securities account valuation.accountsForeign exchange gain_realized→number
Result: The function KontenDevisengewinn_Realisiert provides the cumulative realized account foreign exchange gain across all accounts in the securities account valuation.
Securities account valuation.accountsForeign exchange gain_unrealized→number
Result: The function KontenDevisengewinn_Unrealisiert provides the cumulative unrealized account foreign exchange gain across all accounts in the securities account valuation.
Depot valuation.price gain→number
Result: The price gain function provides the cumulative unrealized price gain in valuation currency (excluding foreign exchange gain).
Custody account valuation. price gain start→number
Result: The function Price gain start provides the unrealized price gain of a holder (group, account, securities account, portfolio) at the beginning of the evaluation period in valuation currency.
Depot valuation.price gainRealized→number
Result: The Realized price gain function returns the total realized price gain of the position in valuation currency.
Depot valuation.price gainRealizedBegin→Number
Result: The function PriceGainRealizedBegin provides the realized price gain of a holder (group, account, securities account, portfolio) in relation to the beginning of the evaluation period in valuation currency.
Portfolio valuation.performance[calculation type]→number
Calculation type (performance calculation type [Classic]): "Time-weighted", "Time-weighted cum equity", "Classic" or "Internal interest rate". If necessary, read the Calculation methods chapter for more information.
Result: The Performance function returns the percentage performance calculated using the set calculation type (basis 1).
Portfolio valuation.PortfolioExogenousAccount→Number
Result: The PortfolioExogenousAccount function provides the sum of the exogenous cash flows in relation to a securities account or portfolio on the valuation date in the valuation currency from the perspective of the accounts.
Portfolio valuation.PortfolioExogenousAccountBegin→Number
Result: The PortfolioExogenousAccountBegin function provides the sum of the exogenous cash flows in relation to a securities account or portfolio at the beginning of the evaluation period in valuation currency from the perspective of the accounts.
Portfolio valuation.PortfolioExogenousSec→Number
Result: The PortfolioExogenousSec function provides the sum of the exogenous cash flows in relation to a securities account or portfolio on the valuation date in the valuation currency from the perspective of the securities accounts.
Portfolio valuation.PortfolioExogenousSecBegin→Number
Result: The PortfolioExogenousSecBegin function provides the sum of the exogenous cash flows in relation to a securities account or portfolio at the beginning of the evaluation period in valuation currency from the perspective of the securities accounts.
PortfolioValuation.PortfolioSegments[Segmentation;Benchmark;SegmentUserField;Classification]→List(PortfolioSegment)
Segmentation (portfolio segment type [asset class]).
Benchmark (Security[No Default]|BenchmarkHistory): Optional benchmark or benchmark history for comparison with the portfolio and for determining the allocation and selection contributions.
SegmentUserField (String[""]): This character string can be used to specify a user-defined field that covers the <Segmentation> setting if <Segmentation> is assigned a value from (asset class, region, industry segment, currency class). The parameter can be used to enable user fields other than the standard user fields for segmentation.
Classification (string): The name of an asset classification in the event that <segmentation> = "classification".
Result: The PortfolioSegments function returns the list of portfolio segments of a portfolio valuation object according to<Segmentation>,<SegmentUserField>and<Classification>. Portfolio segments are used in the context of performance attribution. They summarize portfolio positions according to certain criteria and provide aggregated information such as the performance contribution of the segment. The function only returns results if the<PerformanceAttribution>parameter of the depot valuation function is activated.
Module "Portfolio Service Extended Portfolio Analysis"
Depotbewertung.Positionen[Confirmed;Unconfirmed;Grouping;Security;All_Depots]→List(Position)
Equivalent to transactions.
Depot valuation.start date→date
Result: The Positions function returns the start date of the evaluation.
Depot valuation.TargetMarketResult→TargetMarketMatchResult
Result: The TargetMarketResult function provides the values for the target market match from the investment profile.
In contrast to the application of this function to positions or RBA portfolio items, there is no reference to securities here, meaning that only the values from the investment profile of the portfolio are delivered.
Target market" module
Securities account valuation.transactions[Confirmed;Unconfirmed;Grouping;Security;All_Securities]→List(Transaction)
Confirmed (Boolean[True]).
Unconfirmed (Boolean [False]).
Grouping (grouping type [No grouping]).
Security (security [no default]).
All_Depots (Boolean [False]).
Result: The Transactions function provides the list of all securities positions in the portfolio (transaction) that are relevant on the evaluation date (position<>0). A transaction contains the information of all orders and bookings for exactly one security and exactly one securities account.
Portfolio valuation.assets→number
Result: The Assets function returns the total market value + total cash + total interim profit + total accrued interest.
Portfolio valuation.assetsStart→number
Result: The AssetsBegin function provides the assets of a holder (group, account, custody account, portfolio) at the beginning of the evaluation period; cash + market value in valuation currency.
Portfolio valuation.currency→Currency
Result: The Currency function returns the evaluation currency.
AssetListClassified function described in the section Functions for asset classifications is also a function for securities account valuations.