Risk/Scatter graph problem

[chancee]

I'm only seeing two of my asset classes when I view the risk/scatter graph for my portfolio. I have equities, fixed income, hedges, commodities, etc. But the graph is only showing Fixed Income and Alternative when I choose current year, year to date, or ANY time frame. Am I doing something wrong? Thanks.

[Mark]

Hi chancee,

The most common reason would be that you are missing some required pricing for the TWR and Standard Deviation calculations. Both of these metrics use your interpolation range settings when trying to obtain a missing price point. You might try loosening up your interpolation range settings. As a test, go to "Options / Yields / Interpolation Range..." and set these options to:

OFF: Enforce Maximum Interpolation Range of X Days
ON: Allow Interpolation Prior to Earliest Recorded Data

This should allow all your data points to be plotted. You can then start limiting the amount of interpolation by turning back on the "Enforce Maximum..." option, and slowly decrease the number of days until it is small, but you still get your data points plotted. For the Standard Deviation of monthly returns plotted on the X axis a price point is needed every month, looking back from the ending graph date. So, if your graph date is set to 12/24/11, you would need a price point for 11/24/11, 10/24/11, 9/24/11, etc, all the way back for the full "Comparison Period" number of years which you set in the Risk/Reward Scatter Plot options dialog.