The "Performance distribution" evaluation
Module "Portfolio Service Extended Portfolio Analysis"
Another evaluation in the area of performance attribution is "performance distribution". This table shows the attribution at security level.
You can find the "Performance distribution" in the workspace of portfolios or holders on the "Performance" worksheet, for example.
The columns of the performance distribution:
Column | Description |
|---|---|
Asset class | The performance distribution is segmented according to this column by default. Use the "Classification" parameter to select a different entry - region, segment or currency class - and then select the "Update" icon to change the segmentation. The "Asset class" column is then replaced by the selected segmentation type (e.g. "Region" column). |
Securities | The name of the security. |
Current stock | The number of units of the respective security in the securities account on the evaluation date. |
Current weight [%] | What percentage weighting does the current holding of the security have in the total portfolio? |
Performance contribution | The performance contribution achieved by the portfolio position during the evaluation period. |
WP-Perform. | The performance of the security linked to the securities account position during the evaluation period. |
P&L | The unrealized gain or loss in the evaluation period. |
Share P&L | The (unrealized) price gain or loss in the evaluation period. |
P&L | The (unrealized) currency gain or loss in the evaluation period. |
P&L real. | The realized gain or loss in the evaluation period. |
Price P&L real. | The realized price gain or loss in the evaluation period. |
P&L real. | The realized currency gain or loss in the evaluation period. |
Yield | The income generated in the evaluation period. |
Total | The sum of the values in the "P&L", "P&L real." and "Income" columns. |
ISIN | Hidden by default. The ISIN of the security. |
WKN | Hidden by default. The security identification number of the security. |
Security no. | The security number of the security. |
In addition, the footer of this evaluation provides you with information on assets, liquidity and time-weighted performance as at the evaluation date.
In addition to the tabular and graphical display, a standard report is also available for your reporting: Report Performance Distribution.