Managing Asset Management

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A portion of a window on a screen.

percent gain ratio
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.

performance month to date (MTD)
Performance since the beginning of the month (i.e. the relative performance for monthly P&L portfolios).

performance since inception
Performance of the portfolio since its creation date.

performance year to date (YTD)
Performance since the beginning of the year

pip (or points)
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).

portfolio proxy
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.

position exception
A short position captured on the Exception Handling Form for positions.

position-based fees
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 indexes).
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 series.

product report
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 date.

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 identification, properties can be used as the basis for constraints.

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