Managing Asset Management

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search pane

The left-hand 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).

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 "risk-free" 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.

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 risk-free rate over the downside semi-variance, 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; 3-month 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.

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).

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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