Performance By Symbol

This report shows the contribution to your portfolio's return by symbol for each day, month or quarter in a specified time period. Note that this report is applicable for both Time-Weighted Return (TWR) performance and Money Weighted Return (MWR) measures.

Values are shown for each Financial Instrument.

Field Description
Top 5 Contributors The five positions with the highest portfolio contribution by the end date of the report.
Contribution by Sector

Portfolio contribution broken out by market sector.
Bottom 5 Contributors The five positions with the lowest portfolio contribution by the end date of the report.
Contributions by Asset Class Portfolio contribution broken out by asset class.
Symbol The symbol of the position that was traded.
Description The description of the position that was traded.
Sector

One of the following sectors:

  • Basic Materials
  • Communications
  • Consumer Cyclicals
  • Consumer Non Cyclicals
  • Diversified
  • Energy
  • Financials
  • Industrials
  • Technology
  • Utilities
  • Unclassified
Avg Weight A percentage that represents the average of the daily weights for each day in the report period for which the position was held.
Return The return percentage of the position based on the time weighted performance measure.
Contribution The percent contribution of the position to the account's overall return.
Unrealized P&L The unrealized profit and loss of the position.
Realized P&L The realized profit and loss of the position.
Open Open or Closed position.

Values are totaled at the bottom of the report by Financial Instrument for all positions.

 

Portfolio and Sector Composition Heat Map

At the end of the report, the strength of your portfolio is represented graphically by heat maps representing your symbol and sector performance using a color gradient and contribution percentage.