Creating a Detailed PDF Report

To create and run a Detailed PDF report in PortfolioAnalyst

  1. Click Report Management in the left pane, then click PortfolioAnalyst. If you do not have any saved PDF reports, the PortfolioAnalyst main page appears.

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    2. If you have previously created and saved Detailed PDF reports, they are listed in the Saved Reports section. PortfolioAnalyst includes a default 2010 Annual Detailed PDF report. Click the Run icon to run this or any report in the list.

  2. Click Create New. The Detailed PDF Report settings appear.

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  3. Type the name of the new report in the Name field.

  4. Select a time period:

  1. Select Daily, Monthly, Quarterly, Month To Date or Year To Date, depending on how you want to view the data.

  2. If you selected a daily time period, select a starting and ending date (up to a maximum of 60 days). If you selected a monthly time period, select a starting and ending month. If you selected a quarterly time period, select a starting and ending quarter. Click the icons next to the Starting Period and Ending Period
    fields to pick dates from a calendar.

    Analysis results include data available from January 2008 to the present.

  3. If you are a Master account user responsible for client or sub accounts, select one or more accounts from the list of Available accounts. Use the green arrow buttons to move accounts between the Available and Included in Analysis lists. Your report will analyze the performance of the accounts you select.

  4. For Performance Measure, select Time Weighted Return or Money-Weighted Return.

  5. Select Detailed as the report type.

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  6. Detailed PDF reports can contain the following distinct reports for each selected account. Click the check box to include a report. Note that this section is not available in Snapshot reports.

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    7. Note:    See Available Reports in Detailed PDF Reports for descriptions of these reports.

  7. If you select any of the benchmark reports, the Select Benchmarks section appears.

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    8. Select up to three industry benchmarks from the list of Available benchmarks then click the right arrow button to move them into the Selected list. Select one or more benchmarks using the Ctrl+click keyboard combination. Move benchmarks out of the Selected list by selecting them then clicking the left arrow button.

    Note:    The same set of benchmarks will apply to all the benchmark reports that you select.

  8. Click Save to save the report. Once you save a report, it will appear in the list of saved PDF reports.

  9. View the report by clicking the Run icon in the list of saved reports. Your report appears in a new window.

Advisor, Brokers and any users with a multiple-account structure who select two accounts or more for a report will be prompted to save a zip file, which includes a separate PDF file for each selected account.

Available Reports in Detailed PDF Reports

When create a Detailed PDF Report, you can select any of the following reports to include in the final PDF report:

Report

Description

Account Overview

Displays general settings, including account name and number, account alias, base currency and the specified time period. It also displays the performance of your portfolio for the specified time period, including beginning and ending Net Asset Value (NAV) and return percentage based on your selected performance measurement (TWR or MWR).

A color-coded bar chart plots NAV over time, and a color-coded line chart shows the return percentage (TWR or MWR) over the same time scale. Additional performance statistics are also included in the Overview section.

Open Position Summary

Shows all current open positions in the selected account(s). The report output shows two pie charts: the five positions that have the highest market value, and the five positions with the highest unrealized P/L.

The output also displays a table of all open positions sorted by product, then currency, then symbol. The table includes the quantity, closing price, current market value, unrealized P/L, the percent of your total Net Asset Value for that position and the current value and unrealized P/L in your account’s base currency.

If you select this report but there are no open positions at the end of the specified time period, the report will be omitted from your results.

Allocation by Asset Class

Displays a color-coded bar chart and table that illustrates the NAV of all assets in your portfolio for each day, month or quarter in the specified time period.

If you select this report but there are no open positions at the end of the specified time period, the report will be omitted from your results.

Allocation by Sector 

Displays a color-coded bar chart and table that illustrates the NAV of stocks and options in your portfolio by sector for each day, month or quarter in the specified time period.

If you select this report but there are no open positions at the end-of-day for any data points within the specified period, the report will be omitted from your results.

Time Period Benchmark Comparison

Select up to three global industry benchmarks against which you want to compare your performance results over a specified time period.

The report output displays a color-coded line chart comparing the return percentage (TWR or MWR) of your portfolio over time with that of the selected benchmarks. The line chart plots the return percentage for each day, month or quarter over the specified time period, and also displays the average return percentage for the entire time period.

Cumulative Benchmark Comparison

Select up to three global industry benchmarks against which you want to compare cumulative performance results over a specified time period.

The report output displays a color-coded line chart comparing the cumulative return percentage (TWR or MWR) of your portfolio over time with that of the selected benchmarks. The line chart plots the cumulative return percentage over the specified time period, aggregating the return percentage for each successive day, month or quarter in the time period.

Time Period Performance Statistics

Shows the performance of your portfolio for a specified time period as a line chart and a text summary. The line chart plots the return percentage for the selected performance measure (TWR or MWR) over time. The text summary includes the beginning and ending NAV, the return percentage (TWR or MWR) for the time period, the one- and three-month return percentage (the three-month return only appears if the time period is at least six months), and the best and worst return percentage of the period.

Reports with a monthly time period display one- and three-month returns. Reports with a daily time period display five- and ten-day returns. Reports with a quarterly time period display one- and two-quarter returns. The line chart and text summary are identical to those in the Account Overview report.

Cumulative Performance Statistics

Shows the cumulative performance of your portfolio over a specified time period as a line chart and a text summary. The line chart plots the return percentage for the selected performance measure (TWR or MWR) over time. The text summary includes the beginning and ending NAV, the return percentage (TWR or MWR) for the time period, the one- and three-month return percentage (the three-month return only appears if the time period is at least six months), and the best and worst return percentage of the period.

Reports with a monthly time period display one- and three-month returns. Reports with a daily time period display five- and ten-day returns. Reports with a quarterly time period display one- and two-quarter returns. The line chart and text summary are identical to those in the Account Overview report.

Risk Measures

Shows the current risk of your portfolio in a line chart and text summary. The line chart plots Value-Added Monthly Index (VAMI) over the specified time period. VAMI is an index that tracks the monthly performance of your portfolio based on a hypothetical initial $1000 investment.

The text summary shows a variety of risk measures, including Max Drawdown, Peak-to-Valley Drawdown, Recover, Sharpe Ratio, Sortino Ratio, Calmar Ratio, Standard Deviation, Downside Deviation, Mean Return, Positive Periods and Negative Periods.

In addition, this report includes a Distribution of Returns bar chart showing the range of return percentage for each day, month or quarter in the specified time period and the number of times the return performance fell within that range for the entire period.

Risk Measures Benchmark Comparison

Select up to three global industry benchmarks against which you want to compare the current risk of your portfolio in a line chart and text summary.

The line chart plots Value-Added Monthly Index (VAMI) over the specified time period for your portfolio and for your selected benchmarks. VAMI is an index that tracks the monthly performance of your portfolio based on a hypothetical initial $1000 investment.

The text summary shows a variety of risk measures for your portfolio and for your selected benchmarks, including Max Drawdown, Peak-to-Valley Drawdown, Recover, Sharpe Ratio, Sortino Ratio, Calmar Ratio, Standard Deviation, Downside Deviation, Mean Return, Positive Periods and Negative Periods.

In addition, this report includes a Distribution of Returns bar chart showing the range of return percentage for each day, month or quarter in the specified time period and the number of times the return performance fell within that range for the entire period.

Performance Attribution

Shows how your asset allocation and selection of securities affects your portfolio’s performance when compared to the performance of the S&P 500 Index over a specified time period.

This report includes a summary table, line and bar charts, and a scatter plot that shows how you outperformed or underperformed the S&P 500.

For more information about this report, see Running a Performance Attribution Report.

Deposits and Withdrawals

Shows the inbound and outbound cash and position transfers (including cash deposit and withdrawals) in your account for a specified time period. This report displays a table that includes the date, type, description and amount of each inbound and outbound cash and position transfer in the time period of the report.

Fee Summary

Lists all fees that were charged to your account in the specified time period. Each line item includes the date, description and amount of the fee. The amounts are totaled at the bottom of the list.