Management Units Yield
Performance of client, portfolio and each management units
Management Units selection
Select management units with selection boxes
Date selection
By default the management units yield is calculated from year start until today
Enter a valid historical booking period (YYYYMM format) in Period and Period End boxes to obtain a yield calculation between 2 periods
Currency selection
The management units yield is calculated in the currency selected by the Currency box
The selection can be filtered by terms entered in the search box
Detailed view
Data table
- Client/Portfolio/Management Unit = yield consolidation level, either client, portfolio or management unit
- Balance Currency = balance in currency at the displayed period
- In / Out = total of in / out transactions (without impact on performance) between calculation periods
- P&L Net Currency = net total profit and loss in consolidation level currency
- P&L Net = net total profit and loss in calculation currency
- Perf Net Currency = net yield in consolidation level currency
- Currency Effect = spread between net yield in calculation currency and consolidation level currency
- Perf Net = net yield in calculation currency
- P&L Gross Currency = gross profit and loss, not taking into account bank fees and taxes, in consolidation level currency
- Perf Gross Currency = gross yield, not taking into account bank fees and taxes, in consolidation level currency
- Benchmark = asset class yield measurement index
- Perf Bmk = benchmark yield, in consolidation level currency
- Spread = spread between benchmark yield and gross yield in consolidation level currency
Calculations
- P&L Net = value [quantity x (price + accrued interest)] + sum (incomes [sales, dividends, coupons, …]) – sum (costs [purchases, …])
- P&L Gross = value [quantity x (price + accrued interest)] + sum (incomes [sales, dividends, coupons, …]) – sum (costs [purchases, …] excluding bank fees and taxes)
- Yield calculated according to the “Modified Time Weighted” method, the ins / outs of the period are divided for half at the beginning of the period and for half at the end of the period