Re: portfolio beta not displaying in custom report

[ Message Board ] [ Archives ] [ Search ]

Posted by Mark on January 06, 2007 at 11:53:33:

In Reply to: Re: portfolio beta not displaying in custom report posted by SS on January 06, 2007 at 08:47:01:

: Individual issues have their displayed betas, but the overall portfolio beta is not tallying (n.a. is displayed) --not especially helpful to my clients, who will surely be more interested in an overall portfolio's beta.

Hi SS,

Are you also looking at all hidden investments in your portfolio, to see if each one has the beta calculated? In order to calculate a beta for the portfolio, all the investments (including hidden) must be able to calculate a beta. See "View / Hidden Investments".

When calculating beta, FM gets pricing data for all the monthly periods over the comparison period (which you can set under "Options / Report Preferences... / Benchmark"). FM uses your "interpolation range" preferences when getting this pricing data. If pricing data can't be found/interpolated, then the beta will be reported as NA. You can set your interpolation range options under "Options / Yield Interpolation Range...".

If you're really interested in the details of the calculation, you can also turn on logging, so the calculation details will be logged to a text file. For more on this, see:

http://www.fundmanagersoftware.com/help/def_beta_calculation.html

For individual investments, the log file is "stats_log.txt", and for the portfolio calculation, the log file is "stats_port_log.txt".

Thanks,
Mark
--
Fund Manager - Portfolio Management Software

Replies:

• Re: portfolio beta not displaying in custom report SS 17:57:04 01/06/07 (1)
  • Re: portfolio beta not displaying in custom report Mark 09:59:44 01/07/07 (0)