historical daily mark to market report?

[darrell]

Hi

I need a historical, daily, mark to market report, along with a summary one for the portfolio as a whole. Can't see how to get that, but feels like it must be a reasonably common requirement. Thoughts?

Thanks

D

[Mark]

Hi darrell,

You can run a "Portfolio Value" report for any date you want, and have it list by investment. This will show you the market value of each investment, plus the whole portfolio for that date. You can have it report on up to 6 dates in a single report.

Another related option is the "Monthly Performance" report. You can choose "Value" as your "Performance Metric", and you'll get a monthly portfolio value for any date range you choose.

If you want a longer (and daily) representation of the market value, you could look at the "Portfolio Value" graph, instead of a report.

[darrell]

Mark, thanks for such a rapid and detailed reply, much appreciated.

Our use case is that we're importing months of transactions, and need to be able to export the historical daily MTM from that for statistical analysis of the portfolio performance (think, Sharpe ratio etc). We're currently evaluating the software and this is a pretty core capability for us. If we go via the chart (rather than report) route, is there an option to export all the data points to, say, CSV? That might be a workaround.

Thanks again

D

[Mark]

Hi darrell,

Yes, you can export graph data to CSV. From within the graph see "File / Export / Other / Graph Data Points...".

For investments you could also get this out of the "Data Register" under the "Prices" data type. You can select all those points and copy/paste them into a spreadsheet or tab delimited text file.

BTW, Fund Manager can calculate Sharpe Ratio for you in the Professional/Advisor versions... It is available in the Custom report.

[darrell]

Thanks again, will have a look and get back to you either way on progress.

D

[darrell]

Is it possible to report the Sharpe and other measures of a portfolio as a whole using the Custom report? thanks

[Mark]

Hi darrell,

Yes. Sharpe Ratios can be calculated for any investment, symbol, asset type, investment goal, sector, investment type, currency, or sub-portfolio. There are many other fields that you can calculate for a whole portfolio as well. Take a look at the Custom report, and see all the fields you can add to it. You can also define your own fields.

[darrell]

Thanks Mark

[darrell]

Ok exporting the data from the portfolio value chart looks good... I assume these figures properly incorporate historical prices if I've loaded them either manually or via an internet service?

[Mark]

Hi darrell,

Yes, that is correct. You can double check the numbers by running a Portfolio Value report and listing by investment for any date you want to verify. The total portfolio value figure from the report will match the graphed portfolio value for that date, and you can see a break-down by investment in the report.