Definitions
This page provides detailed definitions for each data point used in our financial reporting and analysis. Understanding these terms is crucial for accurately interpreting the data and metrics presented in our Liveboards. Each data point is listed with its format/type and a clear definition to ensure consistency and clarity in our documentation.
ENTITY_ID
Format/Type: Numeric (Integer)
Definition: A unique identifier assigned to each entity, typically representing an individual portfolio or a group of related portfolios.
COMPOSITE_ID
Format/Type: Numeric (Integer)
Definition: A unique identifier for a composite, which is a collection of portfolios managed according to a similar investment strategy or objective.
EFFECTIVE_DATE
Format/Type: Date
Definition: The specific date on which the data is considered effective or relevant, marking the start or end of the reporting period.
CURRENCY
Format/Type: String (Text)
Definition: The currency in which the financial values are denominated, such as USD, EUR, or GBP.
NO_OF_FUNDS
Format/Type: Numeric (Decimal)
Definition: The total number of funds included within the entity or composite.
AUM
Format/Type: Numeric (Decimal)
Definition: Assets Under Management, representing the total market value of assets that the entity or composite manages.
BENCHMARK
Format/Type: String (Text)
Definition: The reference index or standard against which the performance of the portfolio or composite is measured, such as the S&P 500.
PORTFOLIO_RETURN
Format/Type: Numeric (Decimal, Percentage)
Definition: The total return of the portfolio over the reporting period, expressed as a percentage.
BENCHMARK_RETURN
Format/Type: Numeric (Decimal, Percentage)
Definition: The return of the benchmark index over the reporting period, expressed as a percentage.
RELATIVE_RETURN
Format/Type: Numeric (Decimal, Percentage)
Definition: The difference between the portfolio return and the benchmark return, indicating performance relative to the benchmark.
INDEX_VALUE
Format/Type: Numeric (Decimal)
Definition: The value of the index at a specific point in time, used to track the performance of the portfolio or benchmark.
ONE_YEAR_RTN
Format/Type: Numeric (Decimal, Percentage)
Definition: The portfolio or composite return over a one-year period.
ONE_YEAR_STD
Format/Type: Numeric (Decimal, Percentage)
Definition: The population standard deviation of the portfolio's or composite's returns over a one-year period, measuring the volatility or risk.
ONE_YEAR_IR
Format/Type: Numeric (Decimal)
Definition: The Information Ratio over a one-year period, a measure of risk-adjusted return relative to the benchmark, calculated using the standard deviation of excess returns.
THREE_YEAR_RTN
Format/Type: Numeric (Decimal, Percentage)
Definition: The portfolio or composite return over a three-year period.
THREE_YEAR_STD
Format/Type: Numeric (Decimal, Percentage)
Definition: The population standard deviation of the portfolio's or composite's returns over a three-year period, measuring the volatility or risk.
THREE_YEAR_IR
Format/Type: Numeric (Decimal)
Definition: The Information Ratio over a three-year period, a measure of risk-adjusted return relative to the benchmark, calculated using the standard deviation of excess returns.
FIVE_YEAR_RTN
Format/Type: Numeric (Decimal, Percentage)
Definition: The portfolio or composite return over a five-year period.
FIVE_YEAR_STD
Format/Type: Numeric (Decimal, Percentage)
Definition: The population standard deviation of the portfolio's or composite's returns over a five-year period, measuring the volatility or risk.
FIVE_YEAR_IR
Format/Type: Numeric (Decimal)
Definition: The Information Ratio over a five-year period, a measure of risk-adjusted return relative to the benchmark, calculated using the standard deviation of excess returns.
ONE_YEAR_MAX_DRAWDOWN
Format/Type: Numeric (Decimal, Percentage)
Definition: The maximum observed loss from a peak to a trough over a one-year period, representing the largest decline in value during that time.
THREE_YEAR_MAX_DRAWDOWN
Format/Type: Numeric (Decimal, Percentage)
Definition: The maximum observed loss from a peak to a trough over a three-year period.
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