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A portion of a window on a screen.
A measure of the number of periods that the investment was
up divided by the number of periods that the benchmark was up.
The larger the ratio, the better.
month to date (MTD)
Performance since the beginning of the month (i.e. the
relative performance for monthly P&L portfolios).
Performance of the portfolio since its creation date.
year to date (YTD)
Performance since the beginning of the year
The term used in currency market to represent the smallest
incremental move an exchange rate can make. Depending on
context, normally one basis point (0.0001 in the case of EUR/USD,
GBD/USD, USD/CHF and 0.01 in the case of USD/JPY)
A portfolio is
primarily a collection of cash in cash accounts and
positions in security accounts with additional
internal accounts to handle accounting requirements (like
for example, fees). The portfolio can have cash
contributions and withdrawals, fund subscriptions and
redemptions processed through its accounts. A portfolio has
a number of properties, the primary ones being the type of
portfolio, a mandate, a management type, a shareholder list,
a set of constraints, and a fees contract. It may have a
target return, and be measured against benchmarks.
A portfolio can be managed on behalf of a third party (a
managed account), it can be provided with investment advice
(an advisory portfolio), or the portfolio can itself be
issued as an investable vehicle (a fund of funds).
A summary of an actual portfolio on a given date
containing all asset details, performance objectives,
management style, constraints, subscription and redemption
notices. The proxy is an XML file that contains all elements
necessary to create an investment allocation recommendation.
The information in the portfolio can be disguised, for
example to avoid giving details about the portfolio owner.
A short position captured on the Exception Handling Form
Position-Based Fees are annual
charges applied to open positions. To properly account for
such fees, the system needs to calculate the number of open
positions at the portfolio valuation date times the yearly
charge pro rata temporis of the calculation frequency.
In Webfolio, funds; equities; foreign
exchange; derivatives (futures only); interest rate products
(including fixed interest rates); and indexes (including composite
Products tracked in Webfolio consist of funds
(including funds of funds, hedge funds, fund series and
classes), stocks (equities), foreign exchange spot and forward
rates, futures, (including interest rate, commodity and
currency futures), interest rates, indexes (including
composite indexes), and universes (user-defined collections of
funds). Funds not only consist of the parent fund but also
of the classes and series of the fund, including the lead
A Product report provides detailed information about the
performance of a security or a comparison between the
performance of a security and one or more indexes at a given
Properties are the user-defined characteristics of a
portfolio or other Webfolio entity. Portfolio properties
include such items as portfolio name; contacts; performance
method; NAV source; fiscal domicile; currency; inception
date; portfolio type, etc. Besides reporting and portfolio
properties can be used as the basis for constraints.
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