The Portfolio Report provides a breakdown of overall performance on an account or aggregated accounts and it's composed of the following parts:
Account value
The account value section gives you an overview and shows you the development of your account value in the chosen period.
Account Summary
The account value page consists of the following:
P/L(MtM) = Position P/L + Other Bookings + Cash Balance currency Movements
Net deposits & transfers = Securities transfers + Deposits + Withdrawals
Change in Account Value = Account value_end - Account value_start
Total Return = The return displayed is the cumulative daily time-weighted percentage return for the account(s) for the chosen period. The percentage return for each day is calculated as the P/L(MtM) of the day divided by the previous days account value adjusted for deposits, withdrawals and transfers. The percentage return allows for comparisons of returns between accounts and periods even when the account value differs.
Account value development
The chart shows the account value development in the chosen period. A detailed explanation of all the columns is displayed in the left box.
Table with detailed monthly/quarterly/half-yearly/yearly account development information
- Cash
- Position value
- Account value
The first and last column shows the figures at the start and end of the chosen period.
P/L(MtM) development
The P/L(MtM) development section consists of three sections:
Total Return
The total return section consists of a chart showing the accumulated return for your account and a table showing the monthly/quarterly/half-yearly/yearly returns.
P/L(MtM)
The P/L(MtM) consists of a chart showing the accumulated P/L(MtM) including and excluding costs and a table showing the P/L(MtM) and costs on a monthly/quarterly/half-yearly/yearly basis.
In the left box, you can find a detailed explanation of all the key figures.
P/L(MtM) breakdown
The P/L(MtM) breakdown gives you an understanding of what your P/L(MtM) consists of in the chosen period on an instrument level. Besides P/L(MtM), you are also shown income, costs and return. The instruments are split into products and at the start of the section, a Summary of total of totals is displayed.
A detailed explanation of all the columns is displayed in the left box.
Income
The sum of all dividends, coupons and other income received in the selected period for the instrument.
Costs
The sum of all costs in the chosen period for the instrument. Costs include both transaction costs and ongoing costs
P/L(MtM)
The P/L(MtM) for the instrument in the chosen period incl. costs. It includes both realized and unrealized P/L. P/L for an instrument is equal to the value of the position at end of the period + All cash bookings in the period ( Dividends, Traded values, commissions etc) - Value of the position at the end of the period
Return
The time-weighted return in the period. Time-weighted returns adjust for deposits, withdrawals and security transfers and weigh each day with equal weight. This means that all daily returns are weighted equally, irrespective of the account size at the time.
Holdings
The holdings section shows your current holdings (latest date in the reporting period) and is split into product types. Each product type has a predefined set of columns that are relevant for that specific product.
The opening and the current price is denoted in the Instrument Currency while the P/L and Exposure Value is denoted in account currency. The account currency is shown in the top header.
P/L = The Profit/Loss for all instruments in the Holdings section is unrealized ex. costs.
Cost summary
The cost summary gives an overview of the costs you had in the chosen period.
It is split into the following three sections:
Investment service costs
- On-going costs
- Transaction costs
- Incidental costs
- Ancillary costs
- One-off costs
Financial instrument costs
- On-going costs
- Transaction costs
- Incidental costs
- One-off costs
Third-party payments
The three sections mentioned above are static and will always appear in the report even though there are no cost types within each section.
However, cost types, such as commissions, holding fees, carrying costs, Service Billing Amounts etc., are dynamic and will only appear in the report if you are subject to them. Furthermore, in the chosen period we are showing you the total cost, the average portfolio value and the cost as a percentage of their average portfolio value.
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