Make Stdev, Beta, Alpha etc. work for Investment Goal

[lucabol]

Hi,
Today, if you report and choose "Subtotal By" = "Sub Portfolio", you can see Stdev, Alpha, Beta etc. for each portfolio.

If you choose "Subtotal By" = "Investment Goal" these statistics don't appear.

I think I understand the reason why this happens (you already have cashflows for the sub portfolio). I believe it is possible to implement it such that it works for Investment Goal as well (by creating fake portfolios that contain just the transactions for an Investment Goal).

The reason I'm asking for this feature is that I use Investment Goal as a way to track the different investment strategies that I use and I'd like to know these statistics for them.

Thanks,
.luca

[Mark]

Hi Luca,

Yes, if you sub-total by anything except sub-portfolio, the sub-totals won't report these figures. However, if you "List By" these items (such as Investment Goal), they will be calculated/reported. It would indeed be good to support reporting these as sub-totals as well...

[lucabol]

Sorry Mark,
What "List By" means?

.luca

[Mark]

In the "Report Settings" dialog you can choose how to itemize each line in the report. This is labeled as "List By" in the Report Settings dialog. The default is "Investment", but you can also list by Symbol, Investment Goal, Asset Type, or Investment Type.

[lucabol]

Well, I have to say that this solves some of my previous issues.

If I uncheck the "Subtotal by" box and choose "List By" Investment Goal, I get the report I've been looking for in quite some time: a list of all my Investment Goals (strategies) and their performance not cluttered by detailed information on each holding.

A question, why Normalized Std Deviation is blank?

.luca

[Mark]

A question, why Normalized Std Deviation is blank?

This just isn't currently supported for anything other than investments and sub-portfolios. It does make sense to add support, and do the same thing we do for sub-portfolios, which is report a weighted average of all the included investment's standard deviations, based on the end value. I'll put this on the list.