Guidance and answers from the Venn team

Search results for:calculation

Residuals

Are there any known limitations to the calculation?

How can I compare my portfolio allocation changes?

In Studio, click the calculation icon next to the portfolio name to open the allocation panel

Private Asset Metric Definitions

IRR calculation on discounted cash flows

Feature Overview: Hypothetical Drawdown Analysis

How is the performance shown calculated?… How do you calculate the residual contribution?… How is the historical average calculated?

Feature Overview: Studio

Chart Subtitle - add a custom subtitle or short commentary Other - toggle on percent contribution calculation

Historical Risk Statistics

Average Down Month: It is calculated by taking the average return of all the negative monthly return… Average Up Month: It is calculated by taking the average return of all the positive monthly return data… where: series = the time series from which we are calculating correlation lag = the lagged

Enhanced Data Library: Advanced Search Overview & FAQ

How often are the metrics associated in the Data Library calculated? … Are backfill proxies used in the metric calculations within the Data Library?… certain third-party investment data integrations, such as eVestment, proxies are not included in the calculations

Metric Definitions

Max drawdown is the largest single drop in your investment or portfolio calculated from peak to trough… tracking error, or the amount of risk that the investment or portfolio takes relative to its benchmark, is calculated… The information ratio is calculated as the active return of the portfolio divided by the tracking error

Private Asset Support Overview: Performance Metrics and PME (Beta)

For individual investments, Venn currently does not calculate most performance metrics using the cash… PMEs are calculated by Venn for both investments and portfolios using the available cash flow data and… Note: this only applies if Venn is calculating the investment’s IRR

Categories

How is the performance of an investment category calculated?… Morningstar and Lipper are included in an investment category and therefore the category performance calculations