Working with PortfolioCenter Performance

• Performance Checklist
• Difference between IRR and TWR
• PortfolioCenter Performance Reports Available
• Finding Incorrect Data: Four Opportunities to Locate Incorrect Data Before Producing Performance Reports in PortfolioCenter
• Problems Solved with the Performance Report Troubleshooting Tool

• Performance Settings and Best Practices
• Selecting and Setting a Performance Inception Date
• Excluding Assets from Performance

Portfolio Level Intervals

• Calculating Portfolio Level Batch Intervals
• Calculating Multiple Intervals for One Portfolio
• Entering Historical Intervals
• Tips and Best Practices for Recalculating Batch Intervals

Asset Class Level Intervals

• Calculating Asset Class Level Batch Intervals
• Calculating Multiple Asset Class Intervals for One Portfolio
• Entering Historical Intervals
• Tips and Best Practices for Recalculating Batch Intervals

Looking at Intervals After They Are Calculated

• Reading the Interval Status Report
• Using Interval Audit Reports
• Reviewing Intervals in Portfolio Details

Indexes

• The Difference Between Index Values and Returns
• Importing Index Returns from Thomson Reuters InvestmentView
• Working with Thomson Reuters InvestmentView
• Importing Index Returns from a Generic Index File
• Generic File Formats for Index Data
• Manually Entering Index Returns
• Manually Entering Index Values
• Calculating Mid-Period Returns for Indexes

Targets

• Creating and Assigning Targets
• Using and Maintaining the Target

Benchmark Collections

• Creating and Assigning Benchmark Collections

Displaying Indexes, Targets and Benchmarks on Reports and Presentations

• Displaying Targets and Indexes on Performance Reports
• Using Index, Target and Benchmark Data on Client Presentations
• Working with Benchmarks on PortfolioCenter Reports and Client Presentations

Portfolio Performance Reports and Settings

• Performance Reports Details
• Portfolio Performance Summary Settings
• Portfolio Performance Review Settings
• Comparative Performance Review Settings
• Performance Analysis Settings
• Omitting Intra-Group Flows on Performance Reports
• Using the IRR Reconciliation Report

Graphical Performance Reports and Settings

• Graphical Portfolio Performance Review Settings
• Components of Change in Portfolio Value Settings
• Group Performance Summary Settings

Asset Class Performance Reports and Settings

• Performance Analysis Settings

Global Performance Reports and Settings

• Understanding PortfolioCenter and Global Investment Performance Standards
• Global Performance Review Settings
• Using Static Sets for Composite Reporting

Report Calculations

• Calculations for the Position Performance Summary Report
• TWR Linking Formula Calculation
• Annualization Formula for Returns
• Calculations for the Detail Section of the Portfolio Performance Summary
• Measuring Performance for Accounts with a Margin Balance
• TWR and Investment Gain - Strange but True

Information Required for Calculations on the Performance Analysis Report

• Alpha - What is it and What Do You Need for the Calculation?
• Beta - What is it and What Do You Need for the Calculation?
• R-Squared - What is it and What Do You Need for the Calculation?
• Sharpe Ratio - What is it and What Do You Need for the Calculation?
• Standard Deviation - What is it and What Do You Need for the Calculation?
• Treynor Ratio - What is it and What Do You Need for the Calculation?

Comparing Performance Calculations with Other Report Calculations

• Comparing the Realized Gain/Loss on Performance Reports to Realized Gain/Loss Reports
• Comparing the Unrealized Gain/Loss on Performance Reports to Unrealized Gain/Loss Reports
• Comparing the Income on Performance Reports to the Income Report