Customized  Indicators - Universes  

Webfolio supports almost 70 different statistical measures and ratios. However, a portfolio manager or an analyst may want to create a new measure using an average or sample from one of these. Webfolio Quant allows you to select a basic indicator and make modifications. Once entered into the system, the new indicator then appears in the time series list of available indicators for selection and graphical display.

Here is a table of the indicators currently supported:

To create a customized indicator, the base indicators, the number of months of data to be used, and the required action are specified. The action that can be taken on the selected range of data is:

• The last value in the range

• The average value of the range

• The minimum value in the range

• The maximum value in the range

For example, let’s say the average Total AUM over the last 6-month period is to be tracked. The customized indicator would be the average value of the Total AUM over 6 months. The new indicator is given a unique name (e.g., 6-month rolling average AUM) and stored in the available indicator list.

Using Customized Indicators:

Here is a sample analysis page from the Back Office module showing the chart set-up window for a portfolio.  From a pop-up menu, the indicator list (including any customized indicators) can be produced and assigned to some or all of the funds to be graphed in the companion chart. The set-up window shows all the funds selected for graphing and the indicator selected for each fund. Funds on the list can appear more than once with different indicators for each instance, giving the user a wide range of possible views. In the case of a portfolio, the funds list consists of the funds in the portfolio’s position. In the case of a universe, the fund list is comprised of the funds in the universe (on the universe analysis tab, the customized indicators are viewable in their own sub-tab).

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