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Performance Attribution for long and short positions

Questions on using, creating, or understanding data in Fund Manager reports.

Postby flight » Sun Oct 22, 2017 11:28 am

Mark, -

Is there anyway for FM users to see performance attribution for long and short positions?

Regards, Neil
flight
 
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Postby Mark » Sun Oct 22, 2017 1:10 pm

Hi Neil,

You can't easily compare the performance of all long positions against all short positions, no. You can of course track both long/short positions, but there isn't a feature to group all longs together and compare to all shorts.
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
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Postby flight » Sun Nov 19, 2017 6:57 am

Hi Mark - while there is no direct report for performance attribution, what do you think of this approach?

First, run a Portfolio Performance report for the specified period.

Second, sort by "Beg Value". Then Sum up the "gain" from all short positions.

Third, divide the gain from the sum of the "Beg Value" at the bottom of the page.

So, I be curious of your thoughts on that approach....before commenting on the follow-up below:

The only difficult part I see if for stocks which have been closed out (no longer open), you'd have to make sure to display "Hidden Investments/Portfolios".

But even then, it seems to be bringing in every hidden investment (outside of the specified date range).
flight
 
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Joined: Sun Jul 27, 2014 11:03 am

Postby Mark » Sun Nov 19, 2017 10:31 am

Hi flight,

Yes, you could do that. You could also group them into sub-portfolios (long and short), and let FM do the summing for you by running your report with sub-totals for sub-portfolios.
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
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Posts: 11252
Joined: Thu Oct 25, 2007 2:24 pm
Location: Chandler, AZ

Postby flight » Sun Nov 19, 2017 11:21 am

And on part b of the question...

..How do I view the securities which have been closed out during the period (ie currently no position) BUT not see every stock ever purchased.

I can click View Hidden, but every stock I've owned shows up.

I just want to see: a) my current positions; and b) the positions closed during the specified period, for instance 10/1/17-10/31/17.
flight
 
Posts: 151
Joined: Sun Jul 27, 2014 11:03 am

Postby Mark » Sun Nov 19, 2017 11:44 am

Hi flight,

Either un-hide all the positions you want to see, or un-hide only your current positions, and when you run the report, leave on the option "Options / Report Preferences... / General / Investment Display: / Display Hidden Investments with Activity". This option will cause hidden items to be displayed if they had any activity within the report's date range.
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
Site Admin
 
Posts: 11252
Joined: Thu Oct 25, 2007 2:24 pm
Location: Chandler, AZ


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