Functions on securities accounts, holders, groups
The following functions apply to securities accounts, owners and groups and are presented using the "Securities account" example.
Securities account.Securities Account Valuation[EvaluationDate;Currency;PurchaseCostsConsider;SalesCostsConsider;DividendsConsider;InterestConsider;FundDistributionsConsider;NotionalCurrencyGain;AccountBalancesConsider;StartDate; HistoricalInitialPrice;ConsiderStoragePoint;ConsiderInterimGains;ProfitOverPeriod;PerformanceAttribution;Interval;OpenOrders;PerformanceComponentConfiguration;CurrencySeparation;DepositCalculationType;Benchmark]→DepositValuation
Evaluation date (Date [Current date]): The prices on this date are used for portfolio valuation.
Currency (Currency): The default setting here is the default currency set in the "Global settings" on the "General" tab.
PurchaseCostConsider (Boolean[True]).
SalesExpenseConsideration (Boolean[False]): If this parameter is activated, the potential expenses incurred during the sale are taken into account in the evaluation. In the asset overview, for example, these are calculated on the basis of the commission scheme stored for the input object. This setting has no effect on realized gains.
Include dividends (Boolean[False]).
InterestConsider (Boolean[False]).
Consider fund distributions (Boolean[False]).
FictitiousCurrencyGain (Boolean[False]): If the evaluation currency (<currency>) is different from the account currency, a currency gain may be shown that cannot actually be realized. This fictitious currency gain can be suppressed with the parameter.
AccountBalancesConsider (Boolean[True]): The account balances and the asset components (special investments) as well as the associated accrued interest are taken into account when calculating the securities account value.
Start date (date): Initially, the start of the year of the evaluation date applies here. If a date later than this standard assignment is entered in the "Performance calculation from" field in the master data, this date is used. If the value is not set, the "Created on" date is used analogously.
HistoricalInventoryPrice (Boolean[False]): Activated: If the "Historical values" checkbox is not activated (for the respective posting), the valuation rate and (for FIFO) the valuation date are used. If the checkbox is activated, the following applies: The values from the "Historical purchase" tab are always used for the "Average" purchase price calculation type. For the "FIFO" purchase price calculation type, the values from the "Historical purchase price" tab are used, provided that under "Tranches..." (on the "Rates" tab) no tranches have been entered. If tranches are entered there, then these tranches are used.
Consider storage location (Boolean[True]): Activated: The specification of different storage locations in transactions leads to a stock-separating presentation. Deactivated: The specification of storage locations is ignored and the stocks of the individual storage locations are determined cumulatively.
Include intercompany profits (Boolean[False]): If the parameter is activated, purchase prices, valuation prices and unrealized gains for funds including interim profits are calculated.
ProfitOverTime (Boolean[False]): If the parameter is activated, the unrealized profit is not determined in relation to the cost price, but according to a valuation on <start date>.
PerformanceAttribution (Boolean[False]): If the parameter is activated, the portfolio valuation can be used as part of the performance attribution. In this case, the positions are determined in a different way: All positions that had a weight (i.e. market value not equal to 0) at least once in the specified period (<evaluation date> to <start date>) are relevant. If this parameter is activated, the "Consider storage location" parameter is automatically deactivated, as separation by storage location is not possible as part of performance attribution. The "ProfitOverPeriod" parameter, on the other hand, is activated in this case.
Interval (SuccessIntervalType [entire period]): Day, week, month... This parameter determines the evaluation points of the performance time series of the segments.
OpenOrders (Boolean[False]): Items relating to open orders from the order book can also be included in the asset overview. This only makes sense if the evaluation date is the current day, as the open orders cannot be evaluated retrospectively.
PerformanceComponentConfiguration (PerformanceComponentConfig[]): If a performance component configuration has been created, then this applies, otherwise the default setting (before taxes, after fees) applies.
Currency separation (Boolean[False]): This parameter is deactivated by default; the security currency is used. Switching on provides the respective position currency from the transaction.
Cost calculation type (cost calculation type [average]): This parameter changes the way in which the purchase prices are calculated ("average" or "FIFO").
Benchmark (Index [No Default]): Optional benchmark. The benchmark must be an index and is only used if the PerformanceAttribution parameter is "True". Version changes within an index are taken into account in the calculation, but index changes (e.g. due to other indices in different portfolio versions) are not. On the rebasing days and on the days on which the benchmark version changes ("Valid from" date of the index version in the evaluation period), additional grid points are inserted into the attribution calculation (if these are not already present).
Result: The securities account valuation function provides the securities account valuation object. The securities account valuation object is, for example, the basis for the "Asset overview" evaluation and provides information such as "Assets", "Liquidity", "Fixed-term deposits" and also a list of all securities positions in the portfolio (transactions) that are in the portfolio on the evaluation date. Detailed information such as "Purchase price" or "Holdings" can be queried via the individual items.
Custody accountperformance [From;To;Currency;Consider purchase charges;Consider sales charges;Consider dividends;Consider interest;Consider fund distributions;Consider notional currency gain;Interval;Calculation type;Performance component configuration]→Custody account performance
From (date [beginning of year]).
Until (date [current date]).
Currency (Currency): The default setting here is the default currency set in the "Global settings" on the "General" tab.
PurchaseCostConsider (Boolean[True]).
SalesExpenseConsideration (Boolean [False]).
Include dividends (Boolean [False]).
InterestConsider (Boolean [False]).
Consider fund distributions (Boolean [False]).
FictitiousCurrencyGain (Boolean [False]).
Interval (SuccessIntervalType [entire period]): Day, week, month...
Calculation type (performance calculation type [time-weighted]): "Time-weighted", "Time-weighted cum equity", "Classic" or "Internal interest rate". If necessary, read the chapter Calculation methodsfor the calculation.
PerformanceComponentConfiguration (PerformanceComponentConfig[]): If a performance component configuration has been created, then this applies, otherwise the default setting (before taxes, after fees) applies.
Result: Depot success object. The securities account performance object is, for example, the basis for the evaluations for performance calculation and performance and primarily provides a list of securities account valuation objects that can be queried via "Valuation list".
Custody accountincome [From;To;Currency;Accrued interest;Consider expenses;Tax exclusion]→Custody account income
From (date [beginning of year]).
Until (date [current date]).
Currency (Currency[holder.currency]).
Accrued interest (Boolean[False]).
ConsiderExpense (Boolean[False]).
Control exclusion (Boolean[False]): If this parameter is set to "True", all accounts and securities accounts for which the "Exclude from tax consideration" checkbox is activated in the properties are ignored.
Result: The securities account income function returns the securities account income object. The deposit income object is the basis for the income statement, for example, and provides a list of income transactions (Income_Transactions) and the tax assessment (Tax assessment).
Depot.Depot_ohne[Wertpapier;Datum;AlleDepots]→Liste(Depot)
Security (security [no default]).
Date (Date[Current date]).
AllDepots (Boolean[False]): obsolete.
Result: The function Depot_ohne returns the list of all securities accounts that do NOT contain the specified security on the specified date. It is the basis for the "Check material depot/non-existence" evaluation.
Depot.PortfolioPerformance[years;evaluation date;currency;calculation type]→number
Years (figure[1]): Evaluation period in years.
Evaluation date (Date [Current date]).
Currency (Currency [EUR]).
Calculation type (performance calculation type [Classic]): "Time-weighted", "Time-weighted cum equity", "Classic" or "Internal interest rate". If necessary, read the chapter Calculation methodsfor the calculation.
Result: Calculates the performance of the portfolio on a custody account or holder. The result is the percentage performance based on 1 (0.1=10%). The period from <evaluation date> can be specified with <years>. Over this period, the performance is calculated in the reference currency <currency> in accordance with the calculation method <calculation method>.
Depot.PortfolioSharpeRatio[years;evaluation date;currency;calculation type]→number
Years (figure[1]): Evaluation period in years.
Evaluation date (Date [Current date]).
Currency (Currency [EUR]).
Calculation type (Performance calculation type [Classic]): "Time-weighted", "Time-weighted cum equity", "Classic" or "Internal interest rate". If necessary, read the chapter Calculation methodsfor the calculation.
Result: The PortfolioSharpeRatio function calculates the Sharpe ratio of a portfolio (holder or custody account) as a quotient of the excess return and the total risk. The excess return is calculated as the difference between the annualized portfolio performance (see Portfolio performance) and the return on the risk-free investment (safe interest rate). The risk is expressed in the form of portfolio volatility (see Portfolio volatility). The parameters result from the parameters of the PortfolioPerformance and PortfolioVolatilityfunctions used.
Module "Portfolio Service Extended Portfolio Analysis"
PortfolioVolatility[years;evaluation date;currency;calculation type]→number
Years (figure[1]): Evaluation period in years.
Evaluation date (Date [Current date]).
Currency (Currency [EUR]).
Calculation type (performance calculation type [Classic]): "Time-weighted", "Time-weighted cum equity", "Classic" or "Internal interest rate". If necessary, read the chapter Calculation methodsfor the calculation.
Result: The PortfolioVolatility function provides the volatility of the portfolio performance at the time <evaluation date> over a period of<years>applied to the securities account or holder. The performance values are determined at the end of each month and in accordance with the calculation method <Calculation method>. Portfolio volatility is a per annum figure and is expressed as a percentage. It reflects the absolute risk of a portfolio. The result is delivered on a basis of 1 (0.1=10%).
Depot.SachdepotWP[Wertpapier;Datum;AllePlätze]→Liste(BestandsInfo)
Result: The function SachdepotWP provides the list of all position information of the securities account for this security.
Depot.TransactionList[From;To;Canceled;ToCombinedLevel]→List(Transaction)
From (date [beginning of year]).
Until (date [current date]).
Canceled (Boolean[False]).
OnCombiLevel (Boolean[False]).
Result: If the parameter "ToCombiLevel" = "False", then the TransactionList function returns all base transactions; otherwise it also returns all combined transactions for this securities account between "From" and "To". If the parameter "Canceled" = "True", then the canceled transactions are also included.