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- Calculation Methods in Portfolio
Calculation Methods in Portfolio
Created On
Last Updated On
byadam
Compound: We first calculate VAMIs (using notional amounts) for each program contained in the portfolio. Then we sum up and create a portfolio VAMI (using cash levels) from which we then calculate monthly portfolio numbers. It means those numbers are not just simple averages derived from individual program numbers.
Fixed: Allocations to programs are fixed (reset to their initial levels every month).