About Weighted Average Portfolio Beta

Owned by Nancy Cohn (Deactivated)
Last updated: Feb 08, 2024 by Kinga Huszno
1 min read

The RBC Detail report displays the holdings of a portfolio at the position level. The NAIC provides factors that are used during report generation in a manner that depends on these client fields:

  • Reporting Company Type

  • Weighted Average Portfolio Beta

For an explanation of the steps to follow to value these fields, see Set Insurance Information Elections for a Client.

Using the reporting company type, P&C/Health clients are differentiated from Life/Fraternal Organizations clients and different factors applied.

For Life/Fraternal Organizations clients, the factor for 'Unaffiliated Public Common Stock' is computed as: Weighted Average Portfolio Beta *.3 and constrained to a minimum value of 22.5% and a maximum value of 45.0%.