Functions for portfolio success

Portfolio success.valuation list→List(portfolio valuation)

Result: The Valuation list function provides a list of securities account valuation objects.

Depoterfolg.EKVerlauf→Zeitreihe

Result: The EKVerlauf function provides the time series for the equity trend.

Portfolioperformance→Performance history→Time series

Result: The Performance history function provides the time series for the performance history.

Depoterfolg.KassenVerlauf→Time series

Result: The Cash register history function provides the time series for the cash register history.

PerformanceInfoList→List(PerformanceCalculationInfo)

Result: The PerformanceInfoList function returns a list of performance calculation information depending on the parameters used to create the portfolio success object. The list has one entry per performance period, as used internally in the program to calculate the performance. The length of the list can vary depending on the parameters set. If, for example, taxes are configured as exogenous mean flows using PerformanceComponentConfig, additional grid points and thus additional periods may be created.

The "Interval" parameter of Depot success has no influence on the result (i.e. it is ignored), as the periods used internally for the calculation are output here.

The same list is output for the "Classic" calculation method as for the "Time-weighted" method.

Performance list→List(number)

Result: The Performance list function returns a list of cumulative performance values of the portfolio success object (list index corresponding to the valuation list). The values are determined by geometrically linking the partial performances per interval. The partial performance per interval is determined according to the calculation type set in the portfolio performance. In this way, Performance List with interval "Month" and calculation type "Classic" provides the performance values according to Modified Dietz.

Portfolioperformance→Time series

Result: The PerformanceProgression function provides the time series for the performance progression.

Portfolio performance.asset history→Time series

Result: The Wealth history function provides the time series for the wealth history.