Parameters of the risk-return diagram (benchmark)
Module "Portfolio Service Extended Portfolio Analysis"
For general information on setting the parameters, please refer to the chapter Parameters of the securities account evaluations.
The risk-return diagram (benchmark) has the following parameters:
Parameters | Description |
|---|---|
Years | Use this parameter to select the period in years over which performance and volatility are to be calculated. The default setting is one year. |
Evaluation date | Evaluation date of the evaluation, which you can enter in the form dd.mm.yy. The default setting is the current date or the evaluation date entered in the input field on the "Start" tab. |
Calculation type | In this selection field, choose between "Internal interest rate", "Classic", "Time-weighted" and "Time-weighted cum equity" calculation of performance. For details, please refer to the section Calculation of performance. |
Currency | Evaluation currency. The default setting is the currency from the properties of the input object (holder, portfolio, securities account). You can also specify a different currency for the overview by selecting the desired currency from the list. |
Level | In this selection list, choose whether the evaluation should be carried out at holder, portfolio or custody account level. The default setting is "Portfolio". |
Benchmark 1 | Use these parameters to define up to 3 different benchmarks. |
Benchmark 2 | |
Benchmark 3 |