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The market valuations used to calculate returns are stored in the HOLDING database in the POSITION and POSITION_DETAIL tables. The portfolio base currency markedto-market market value, including accrued income, is the column required to calculate returns, but other values like the local market value can also be used.
The following table lists the key fields in the POSITION DETAIL table that are used in performance calculations.
Column | Description |
|---|---|
POSITION_ID | Stores the position identifier, which joins to the POSITION table. |
POSITION_DETAIL_ID | Stores the unique value. |
SECURITY_ALIAS | Stores the security alias, which joins to the security. |
MARKET_VALUE | Stores the market value that is used to calculate the returns, excluding income. |
MARKET_VALUE_INCOME | Stores the market value income that is used to calculate the returns, including income. |
An effective date column exists in the POSITION_DETAIL table in the HOLDING database. The Position Data Maintenance module populates the position detail effective date column.
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