Executive Summary Option

[paulk]

I know the Executive Summary report shows the portfolio return as dollar weighted , taking into account all timing of inflows and outflows. A great improvement for a future release would be the option to add TWR in addition to the DWR on the executive summary rather than having to run a separate customized TWR report.

[Mark]

Hi paulk,

Thanks for the feedback. I'm curious as to the motivation for wanting TWR in a client report like this? (The "Index Performance Summary" section is using TWR) The Portfolio figures are dollars invested/gained, and the ROI figures, which are both time and dollar weighted, seems more consistent here?

[paulk]

It is my understanding that returns must be presented to clients on both a twr and DWR basis (both including and excluding the effect of the timing of additional investments/withdrawals). I supply my clients with an additional TWR report but it would be cleaner and more intuitive if both returns were shown in one place.

[Mark]

Hi paulk,

Okay, thanks for the information/help.