Notes

Instructions
  1. The Net Asset Value (NAV) consists of all positions by financial instrument (stock, securities options, warrants, bonds, cash, etc.). All non-base currency amounts are converted to the base currency at the close of period rate.
  2. The deposit/withdrawal amount displayed in the Account Overview report includes internal transfers along with cash and position transfers.
  3. The gain or loss for future contracts settle into cash each night. The notional value is used when computing the contribution to return.
  4. Dividend accruals, interest accruals and insured deposits are included in cash amounts throughout the report.
  5. Price valuations are obtained from outside parties. Interactive Brokers shall have no responsibility for the accuracy or timeliness of any such price valuation.
  6. The Allocation by Sector report includes only the following financial instruments; stocks (except ETFs) and options. All other financial instruments are included in Unclassified sector.
  7. Amounts are formatted to two decimal places. If amounts are greater than two decimal places, Interactive Brokers uses "half-even" rounding. This means that Interactive Brokers rounds such amounts up to the nearest even number.
  8. As of December 31, 2018 the average historical annual return including dividends since inception of the S&P 500 was 7.51%. This rate is used to calculate the downside deviation and the Sortino ratio.
  9. As of December 31, 2018 the US 3 Month Treasury Bill was 2.40%. This was the risk free rate used to calculate the Sharpe ratio.
  10. The mean return is the average TWR for the period.
  11. Historical SPX dividend data in the Performance Attribution report may be modeled from sector compositions that are subject to change.
  12. Frongello is the method used for mathematical smoothing in the Performance Attribution report. It has been developed by Andrew Scott Bay Frongello.
  13. The Performance Attribution vs. S&P 500 report is available from 2019 on.
  14. For accounts opened and funded before 2009, reports with a time period of Since Inception will include data going back to January 1, 2009. This includes some default reports and both Historical Performance reports.
  15. The Modified Dietz method is used to calculate MWR. This method only values the portfolio at the start and end of the period and weights the cash flows. When large flows occur, its accuracy can diminish.
  16. The Estimated Annual Dividend in the Dividends report and Estimated Annual Income in the Projected Income report assume dividend and bond payments remain constant throughout the year. These positions and interest rates are based on the previous business day.
  17. We use Thomson Reuters Business Classifications for our sector data.

 

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