You can create a Performance calculation report profile to allocate Cash cash for Carved out segment from the Parent Portfoliothe carved segment portfolio.
To allocate cash for carve out:
Create a sub-portfolio (SUB) with translation criteria for a particular Segment and Cash and Cash Equivalents from the parent portfolio.
Assign the same parent portfolio as a benchmark to the sub-portfolio created in step one.
Determine the percentage of the parent portfolio that the sub-portfolio represents using a Rollup Calculation field.
Use the Detail Calculation field to change the weight of the cash securities.
Reweigh everything else accordingly.
Roll this up to a total return for the sub portfolio using the new weight.
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Additional special configurations
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required at the field level to implement the cash allocations and calculate the carve out returns are as follows:
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– Holdings' Position Detail Regular field (security level) for both
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portfolio and
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benchmark need to
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be set to User Defined in the field indicator.
– Holdings’ Position Regular field (total level) for portfolio needs to
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be set to User Defined in the field indicator
– Holdings’ Position Regular field (total level) for benchmark needs to
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be set to User Defined in the field indicator
Refer the screenshots for the field configuration, which are unique
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to the Benchmark Total Level field and other fields of portfolio market values.
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