FE Analytics help needed please
Andy_Schleider
Member
I've finally got myself booked onto a course to learn some FE basics, but I need to get some reports out of the system before the weekend. The course date is Monday, so there is a bit of an issue!!
The charts that I need to produce are:
- Performance / Ann Volatility (over 5 and 7 years)
- A chart which shows a number of different results, including Alpha/Beta/Sharpe Ratio, etc (7 years)
- Rolling 5 year Sharpe Ratios for a couple of funds for each quarter end
I hope this makes sense; trying to explain a chart/graph is not the easiest!
Any help would be appreciated (I've only really got a basic understanding of the system and I can't work out on my own how to get these reports out yet)
Comments
New > Portfolio (this isn't the page you open when you first login)
Build a portfolio > Save Portfolio > Longscan.
It won't have 7 years performance though (only 1,5 and 10), so you'll have to do that separately at the first page you login to and specify period.
Hi Andy
Key, as Aron points out above, is building your portfolios, or finding your specific instruments if you are not comparing blends.
Once you've got your portfolios set up, you can select these from 'Portfolios', along with any indices, benchmarks or instruments .etc. to produce charts you choose from the right hand side.
Performance is the default chart, and the Ann volatility can be expressed as a 'Risk Vs Reward' scatter.
This chart, and others, can be found if you hover over the charts tab. You should be able to amend the different variables from there.
We don't use the second two outputs, but they sound like they would be more in the 'tables' and 'reports' tab, and hopefully others can point you in the direction for those.
Hope that helps!
Alex