Reports

[gerhardps]

For some reason my ROI yield report returns all NA. I have entered in trades, data for the last 6 months and have updated prices for 2 years on all stocks and benchmarks.

Also, what is the easiest report to view if I want to see the total portfolio % return over a period of time (ie. month to date or last month). Is there any way to show a report that lists biggest drawdown and other stats such as that? Last question..when I do a report on say the alpha or beta in the custom report section it will indicate them for each stock, and on the bottom what appears to be for the portfolio. Is that bottom number a representation of the alpha of the portfolio based on the performance of the whole portfolio or is it some sort of average of the alphas of the stock? (Im not sure if mathematically they would be the same)

thanks

[Mark]

Hi gerhardps,

One reason you will get NA for yields is if the yield term starts before your first recorded transaction, and you have "Options / Yield Interpolation Range... / Allow Interpolation Prior to Earliest Recorded Data" turned OFF.

For example, if you are calculating a 1 year yield ending 12/31/2007, and your first transaction was in March of 2007, this is after the beginning of the yield term, so you would get NA if the above option was OFF.

One easy report to create to see your portfolio return is the Portfolio Performance report. See the 'Yield' column in that report, and set the report's date range to the time period you are interested in.

You can create a custom report with any fields you want, and sort the report by whatever field you want to find the biggest/smallest for. See the "Sort" top level menu after you've created the report. You might want to turn off sub-totaling when looking for the largest/smallest.

The alpha for a portfolio, asset type, goal, or investment type is determined by calculating excess returns from a weighted average of the investments in that group. The weighting is based on the ending value.

The beta for a portfolio, asset type, goal, or investment type is a weighted average of the beta's from the investments in that group. The weighting is based on the ending value.

[gerhardps]

thanks for the reply..you solved a bunch of my issues with just turning on the allow interp. Now it works great. Is there a way to get maximum drawdown, percentage off winning trades etc for a portfolio?
Also one little thing, when I add a new investment it asks for the price and the commission on a trade. If you do trades that are reported net this can make the entry of the initial buy a little complicated relative to when a symbol is in the system (you have traded it before) and you can enter the total value and shares of the trade. Is there any way to do this for new investments?

[Mark]

Hi gerhardps,

Maximum drawdown and percentage off winning trades are not available fields.

When creating a new investment, you do not have to enter any purchase info. You can just set the shares to 0 and enter a price. You do have to enter a price...