Functions on portfolio segments

PortfolioSegment.AdditionalEndogenousTaxes→Number

Result: The AdditionalEndogenousTaxes function returns the taxes charged as endogenous in this segment based on the performance component configuration in the performance calculation.

PortfolioSegment.AdditionalExogenousFees→Number

Result: The AdditionalExogenousFees function returns the fees charged as exogenous in this segment based on the performance component configuration in the performance calculation.

PortfolioSegment.AllocationContribution→Number

Result: The AllocationContribution function provides the allocation contribution to the performance surplus of the portfolio segment.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.date→Date

Result: The Date function returns the evaluation date of the evaluation.

PortfolioSegment.depot→Depot

Result: The securities account function returns the securities account of the associated position if the parameter <portfolio segment type> = position.

PortfolioSegment.foreign exchange gain→number

Result: The foreign exchange gain function provides the cumulative unrealized foreign exchange gain in valuation currency (without exchange rate gain).

PortfolioSegment.forexgainRealized→number

Result: The Foreign Exchange GainRealized function provides the total realized foreign exchange gain of the segment's positions in valuation currency.

PortfolioSegment.totalReturn→Number

Result: The Total income function provides the cumulative gross income (income from securities and account interest).

PortfolioSegment.totalprofit→number

Result: The TotalGain function returns the sum of the (unrealized) gains of all securities positions in the portfolio segment (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.

PortfolioSegment.totalprofitRealized→number

Result: The TotalProfitRealized function provides the total profit realized (from sales) for the items in the segment in measurement currency.

PortfolioSegment.weightCurrent→Number

Result: The WeightCurrent function provides the current weight of the segment in the overall rating (percentage based on 1).

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.weightBenchmark→number

Result: The WeightBenchmark function returns the weight of the benchmark segment (percentage based on 1).

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.weightAverage→number

Result: The WeightAverage function returns the average weight of the segment during the time period. This is calculated as the sum over all periods of (weight of the segment at the start of the period * period length in days) / total length in days.

The number of days is calculated depending on the setting of the "Calculate average available capital on trading days (otherwise calendar days)" checkbox on the "Securities account" tab in the general settings.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.pricegain→number

Result: The price gain function provides the cumulative unrealized price gain in valuation currency (excluding foreign exchange gain).

PortfolioSegment.PriceGainRealized→Number

Result: The Realized price gain function provides the total realized price gain of the segment's positions in valuation currency.

PortfolioSegment.Name→IndexString

Result: The Name function returns the name of the portfolio segment.

PortfolioSegment.PerformanceContribution→Number

Result: The PerformanceContribution function provides the performance contribution of the segment to the overall valuation (percentage based on 1).

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceContributionBenchmark→Number

Result: The PerformanceBenchSeries function provides the performance contribution of the benchmark segment to the overall performance of the benchmark (percentage based on 1).

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceBenchSeries→TimeSeries

Result: The function provides the time series of the weighted performance of the benchmark segments.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceSeries→TimeSeries

Result: The PerformanceSeries function provides the time series of the weighted performance of the segment.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceSurplus→Number

Result: The performance surplus function provides the difference between the segment performance of the portfolio and the benchmark.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceUnweighted→number

Result: The PerformanceUnweighted function provides the unweighted performance of the segment. This function replaces the contribution/weight calculation in the "Performance attribution" evaluation.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceUnweightedBenchmark→Number

Result: The PerformanceUnweightedBenchmark function provides the unweighted performance of the benchmark at the time of evaluation.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceUnweightedBenchSeries→TimeSeries

Result: The PerformanceUnweightedBenchSeries function provides the time series of the unweighted performance of the benchmark segments.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.PerformanceUnweightedSeries→TimeSeries

Result: The PerformanceUnweightedSeries function provides the time series of the unweighted performance of the segment.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.residualContribution→Number

Result: The residual contribution function returns the residual contribution to the performance surplus of the portfolio segment (interaction term).

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.segmentation→String

Result: The Segmentation function returns the portfolio segment type as a string, e.g. "Asset class" or "Position".

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.selectionContribution→Number

Result: The SelectionContribution function provides the selection contribution to the performance surplus of the portfolio segment.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.startdate→date

Result: The Start date function returns the start date of the evaluation.

PortfolioSegment.currency→Currency

Result: The Currency function provides the evaluation currency (of the underlying securities account valuation).

PortfolioSegment.WeightBenchSeries→Time series

Result: The WeightBenchSeries function provides the time series of the weights of the benchmark segments in relation to the entire portfolio.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.WeightSeries→TimeSeries

Result: The WeightSeries function provides the time series of the segment's weights in relation to the entire portfolio.

Module "Portfolio Service Extended Portfolio Analysis"

PortfolioSegment.WP→WP

Result: The WP function returns the security of the associated position if the parameter <portfolio segment type> = position.