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Fundpeak API
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Performance Data
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Portfolio Tool
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- Portfolio Tool
- Hypothetical portfolio
Hypothetical portfolio
Created On
Last Updated On
byadam
The hypothetical portfolio module allows you to choose a set of securities, assign weights to each security and the system will create a historical price serie for that portfolio.
Portfolio returns
To calculate monthly returns for a portfolio 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.