Portfolio analysis
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Plot the asset contribution by the corresponding risk. Please refer to the for detailed calculation functions.
Calculates the total weight (position) changes over each period and then cumulates it as the total turnover plot.
A percentage of the turnover. By setting this value, the user can save a new portfolio return series to include the transaction cost.
This is used for portfolios with an unbalanced dataset. It is possible that the invested assets are missing the next period return. In such a case, we ascribe a default loss to this asset. The user can set the default loss value here.