This is a Passive Investments Metric Dashboard (Diamond) Report, it is one of reports that Balanced Scorecard Designer can generate for Passive Investments KPI. With this software you can also design your own scorecards, KPIs and metrics.

Passive Investments

Report includes: 1 day(s), from 28.10.2008 to 28.10.2008

Name

Start value

End value

Dynamic

Contains

Passive Investments

58,69 %

0 %

Allocation Metrics	(54,7%, 0%)
Asset Classes Return within the Portfolio	(68,9%, 0%)
Portfolio Return metrics	(53,7%, 0%)

Graph for Passive Investments

Data for Passive Investments

Dates	Value
28.10.2008	58,69

Allocation Metrics

Name

Start value

End value

Dynamic

Parent

Contains

Allocation Metrics

54,69 %

Passive Investments

Indicators

Equity (Index Funds)

Fixed Income

Money Market *

* - Information for this metric is limited in sample report Description Allocation metrics defines the portfolio composition taking into account the Investor's risk aversion and desired level of expected return through the splitting the portfolio into Equity, Fixed Income, and Money Market shares. The classic allocation structure under passive management is 60% Equity, 30% Fixed Income, and 10% Money Market. It is important to note that more than 90% of the investment return is defined by the asset allocation within the portfolio.

Graph for Allocation Metrics

Data for Allocation Metrics

Dates	Value	Weight
28.10.2008	54,69	4

Equity (Index Funds)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Equity (Index Funds)	55,2	55,2	0	%	Minimize	Allocation Metrics

Description Equity part of the portfolio under the classic passive management approach consists of the Index Funds or Exchange Traded Funds replicating the movement of corresponding stock Indexes. It is the most risky part of the portfolio.
Measured as a % of the total portfolio.
Target description Depends on the target allocation

Graph for Equity (Index Funds)

Data for Equity (Index Funds)

Dates	Weight	Min	Max	Value
28.10.2008	5	45	65	55,2

Fixed Income

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Fixed Income	15,805	15,805	0	%	Maximize	Allocation Metrics

Description Fixed Income part of the portfolio under the passive management is usually filled with risk free fixed income securities (e.g. US Treasuries) and represents the risk-free portion of the portfolio.
Measured as a % of the total portfolio.
Target description Depends on the target allocation

Graph for Fixed Income

Data for Fixed Income

Dates	Weight	Min	Max	Value
28.10.2008	2	15	20	15,805

Asset Classes Return within the Portfolio

Name

Start value

End value

Dynamic

Parent

Contains

Asset Classes Return within the Portfolio

68,95 %

Passive Investments

Indicators

Historic Return on Equity

Historic Return on Fixed Income

Historic Return on Money Market *

* - Information for this metric is limited in sample report

Graph for Asset Classes Return within the Portfolio

Data for Asset Classes Return within the Portfolio

Dates	Value	Weight
28.10.2008	68,95	3

Historic Return on Equity

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Historic Return on Equity	9,865	9,865	0	%	Maximize	Asset Classes Return within the Portfolio

Description Historic return on Equity can be obtain using arithmetic or geometric averaging of the returns of the individual assets in the equity portion of the portfolio within the specified holding period of the investment.
Measured as a % of the investment in equities.

Graph for Historic Return on Equity

Data for Historic Return on Equity

Dates	Weight	Min	Max	Value
28.10.2008	4	1	10	9,865

Historic Return on Fixed Income

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Historic Return on Fixed Income	1,072	1,072	0	%	Maximize	Asset Classes Return within the Portfolio

Description Historic return on Fixed Income can be obtained using arithmetic or geometric averaging of the returns of the individual assets in the equity portion of the portfolio within the specified holding period of the investment.
Measured as a % of the investment in fixed income securities.

Graph for Historic Return on Fixed Income

Data for Historic Return on Fixed Income

Dates	Weight	Min	Max	Value
28.10.2008	3	1	10	1,072

Portfolio Return metrics

Name

Start value

End value

Dynamic

Parent

Contains

Portfolio Return metrics

53,75 %

Passive Investments

Indicators

Standard Deviation of the Portfolio

Utility Value (Risk Aversion metrics)

Portfolio Beta *

Holding Period Return (HPR) *

Return on the Invested Capital (ROIC) *

Average Return on the Portfolio *

* - Information for this metric is limited in sample report

Graph for Portfolio Return metrics

Data for Portfolio Return metrics

Dates	Value	Weight
28.10.2008	53,75	3

Standard Deviation of the Portfolio

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Standard Deviation of the Portfolio	8,278	8,278	0	%	Minimize	Portfolio Return metrics

Description Standard Deviation of the rate of return of the portfolio is a measure of risk for the entire portfolio. It represents the fracture of the portfolio that may be lost under certain unfavorable circumstances. The actual calculation of the portfolio standard deviation for more than 3 risky assets in it requires extensive software usage.

Graph for Standard Deviation of the Portfolio

Data for Standard Deviation of the Portfolio

Dates	Weight	Min	Max	Value
28.10.2008	2	4	10	8,278

Utility Value (Risk Aversion metrics)

	Name	Start value	End value	Dynamic	Measure units	Optimization method	Parent
	Utility Value (Risk Aversion metrics)	7,78	7,78	0	%	Maximize	Portfolio Return metrics

Description Utility Value allows gauging the rate of return that would suite an investor taking into consideration a risk aversion value given. It may be interpreted as a certainty equivalent rate that is offered by the portfolio of assets. It can be calculated as follows:
U=E(r) - 1/2 A x Standard Deviation,
where E(r) is an expected return and A equals to the risk aversion value ranged from 1 (for the least risk averse investor) to 5 (for the more conservative investors)
Target description investor will prefer the portfolio the UV bigger than other portfolios' with the same degree of risk

Graph for Utility Value (Risk Aversion metrics)

Data for Utility Value (Risk Aversion metrics)

Dates	Weight	Min	Max	Value
28.10.2008	2	5	10	7,78

Created by: AKS-Labs
Report created with Balanced Scorecard Designer at 20.11.2008 17:25:12