Use Performance Calculation Held Period Stats
- Kinga Huszno
The Performance Calculation Held Period Stats fields enhance an Internal Rate of Return (IRR) report by providing insights into when and how long a position is held. This perspective helps assess the investment’s impact on the overall portfolio.
A Three-Part Field Type
The Performance Calculation Held Period Stats fields offer three options which provide details on how long a position or group of positions (node) has been held by an entity: Held Period Start Date, Held Period End Date, and Held Period Days. When added to a Performance Calculation report field rule, the Start Date and End Dates of the report also define the limits for the Begin Date and the End Date statistics.
These statistics can be useful for supporting internal rates or return by showing the timeframe in which a position achieved a result.
The Performance Calculation Held Period Stats field types are located:
In Performance Center > General Reporting, under Fields/Custom/Performance Calculation Held Period Stats.
In Meta Data Center, under Derived Fields.
Held Period Start Date
The Held Period Start Date option is the first date the holding appears in the report time period. This is either:
The report actual begin date if already held.
The earliest position effective date found.
The first cash transaction effective date (cash TRANS_TYPE be selected in Cash Flow Transaction drop down).
In the Held Period Options list, select Held Period Start Date. Then set up the following required parameters to calculate the start date:
Begin Market Value. This is a holdings field which stores a positions market value for an effective date. Each day of the report range searches this column for values. The earliest effective date is a candidate for Start Date.
End Market Value. This is a holdings field which stores a positions market value for an effective date.
Cash Flow Transactions. This is a list that displays all available cash activity transaction types from the Code Value list TX_CODE or Transaction Code. You can find it in Meta Data Center under Code. The code value short description is what is stored in the CASH_ACTIVITY table in the TRANS_TYPE column The cash flow associated with the transaction type that has the earliest effective date from the list is considered a candidate.
Held Period End Date
In the Held Period Options list, select Held Period End Date. Then set up the following required parameters to calculate the end date:
Begin Market Value: This is a holdings field which stores a positions market value for an effective date. Each day of the report range searches this column for values. All dates within the date range are searched for the earliest effective date.
End Market Value. This is a holdings field which stores a positions market value for an effective date. It find the holdings (can be market value or share par value) with the latest effective date to be compared with the latest cash activity date.
Cash Flow Transactions. This is a list that displays all available cash activity transaction types from the Code Value list TX_CODE or Transaction Code. You can find it in Meta Data Center under Code. The code value short description is what is stored in the CASH_ACTIVITY table in the TRANS_TYPE column.
If there is no market value for a position or node at the end date of the performance calculation report then the latest cash flow effective date or latest market value effective date is the End Date.
Held Period Days
In the Held Period Options list, select Held Period Days. Then set up the following required parameters to calculate the end date:
Begin Market Value: This is a holdings field which stores a positions market value for an effective date. Each day of the report range searches this column for values. All dates within the date range are searched for the earliest effective date.
End Market Value. This is a holdings field which stores a positions market value for an effective date. It find the holdings (can be market value or share par value) with the latest effective date to be compared with the latest cash activity date.
Cash Flow Transactions. This is a list that displays all available cash activity transaction types from the Code Value list TX_CODE or Transaction Code. You can find it in Meta Data Center under Code. The code value short description is what is stored in the CASH_ACTIVITY table in the TRANS_TYPE column.