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S
search
pane
The lefthand
section of a Webfolio browser window that allows a user to
enter search terms in order to find a portfolio, contact,
document, or other reference.
security
(product) property constraints
A constraint that is created using the properties of
a product in general (e.g. status or currency).
series
A fund series in Webfolio is an issuance of
a fund, where a fund series is an independently priced version
of the fund, which is then merged back into the parent fund at
some point after issuance – Solafund Series A1, A2, etc.
Futures, rates, and rate futures products in Webfolio
are set up as series and instances. For these
products only, a series is the parent record, defining
most of the properties of the product.
Sharpe ratio
The Sharpe ratio measures the gain of a fund over a
threshold or benchmark (normally a Treasury bill "riskfree"
rate) divided by the standard deviation of the fund. It
shows how much of the net gain is in excess of the
volatility. The higher ratio the better.
SI
Since Inception
Sortino
ratio
A variation of the Sharpe ratio which differentiates
harmful volatility from volatility in general using a value
for downside deviation. The Sortino ratio is the excess return
over riskfree rate over the downside semivariance, so it
measures the return to "bad" volatility. This ratio
allows investors to assess risk in a better manner than simply
looking at excess returns to total volatility, since such a
measure does not consider how often the price of the security
rises as opposed to how often it falls.
standard
deviation
For an investment portfolio, it measures the variation of
returns around the portfolios mean (average) return. In other
words, it expresses an investment's historical volatility. The
further the variation from the average return, the higher the
standard deviation. For this reason, standard deviation is
often used as a measure of investment risk.
standard
deviation, gain
Similar to standard deviation, except this statistic
calculates an average (mean) return only for periods with a
gain and then measures the variation of only the gain periods
around this gain mean. This statistic measures the volatility
of upside performance.
standard
deviation, loss
Similar to standard deviation, except this statistic
calculates an average (mean) return only for the periods with
a loss and then measures the variation of only the losing
periods around this loss mean. This statistic measures the
volatility of downside performance.
statistical
constraint
There are a large number of parameters, statistics, and
values that can be calculated for a portfolio. Some
examples: NAV; cumulative return; 3month rolling return; drawdown; kurtosis; annualized deviation. All of
these with their appropriate units can be used as the basis of a
constraint.
status
bar
Located at the bottom of the Webfolio screen
it displays server availability, your company’s name, the
status of Webfolio’s data synchronization with
your company’s database(s), your user name, the time as
supplied by Webfolio servers.
subscription
Webfolio operation resulting in the purchase a
position in a fund. Webfolio subscriptions can
be characterized as normal; no capital; or equalization
factor (applies equalization factor to equitably
distribute investor fees).
SWIFT
Society for Worldwide Interbank
Financial Telecommunication. An organization that
operates the major interbank electronic communication system
for financial messages (payments, letters of credit,
securities transactions etc.)
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