Portfolio Return Model
- Herougan No (Unlicensed)
- IT Support
- Christabel Chiang (Unlicensed)
- MAF Intern (Unlicensed)
Return to Overview
About
The Portfolio Return model consists of bar charts showing the annualised returns on a portfolio at different times, compared with the value of the portfolio in the previous period (frequency can be selected to be daily, monthly or annually). The user can also choose to include the data of the returns of a benchmark, to be shown as a comparison against his/her portfolio returns (the user is free to choose the benchmark – can be an index or commodity).
Guide
| Name | Image/Description |
|---|---|
| Frequency |
Select the resolution at which returns data are to be viewed. |
| Portfolio |
Select a portfolio of interest, and whether to include a benchmark. |
Benchmark (optional) |
Select a benchmark (against which the portfolio is compared). If it is a future continuous contract, tick checkbox 'CONT' and fill in the 'Serial No.'. For more information, please refer to Futures Continuous Contract Data Setting. Otherwise, select the 'Contract Month' and 'Contract Year' for the product(s) of interest. |
| Select Unit |
Select the unit for the product. You may leave it as "Default". For more information about other units, please refer to Select Unit (Data Transformation Tool). |
| Comments |
The inserted comments will be displayed at the bottom of the application. This can be useful for documentation purposes or for settings description. |
Input
Name | Description | Type | Example |
|---|---|---|---|
| Frequency | Resolution at which returns data are viewed. | Selection | Daily |
| Portfolio | Portfolio to be analysed. | Portfolio (selection) | ABC |
| Benchmark | Product to be used as a benchmark. | Product Name | Sugar #11 |
| Contract month. | Month | July | |
| Contract year. | Year | 2019 | |
| Continuous contract (for more information, please refer to Futures Continuous Contract Data Setting). | Checkbox | - | |
| Serial number of the starting futures contract (for more information, please refer to Futures Continuous Contract Data Setting). | Numerical Value | 1 | |
| Unit (for more information, please refer to Select Unit (Data Transformation Tool)). | Unit | Default | |
| Comments | Useful for documentation purposes or for settings description. | Text | - |
Output
| Name | Description | Type |
|---|---|---|
| Portfolio Returns Chart | Displays the history of the returns of a portfolio and its benchmark as a bar chart. Annualised return (Y-axis) is plotted against time (X-axis). | Plot |
Example
There are more days with positive returns than negative returns in this portfolio, and it is clearly outperforming the benchmark.
Functionality
Displayed below are some noteworthy user interactions you can find on this application.
Name | Description | Interaction |
|---|---|---|
| Multi Tooltip Lines (Vertical and Horizontal) | Mouse-over the graph and a tooltip will appear, displaying the values on the X-axis ('Date') and the Y-axis (annualised return of portfolio).
| Plot Element |
Click to access: