Report Pages in a Detailed Custom Report

Instructions

When you create a Detailed custom report, you can select any of the following report pages to include in the final report:

Report	Description
Breakdown of Accounts	Available only to institution accounts and multiple linked accounts who have selected multiple accounts and the Consolidate option, this report shows the Beginning and Ending NAV, Return, and the total amounts of Deposits, Withdrawals, Dividends, Interest and Fees for each selected account.
Account Overview	Displays general account information , including account name, number, alias, type, performance measure, base currency and analysis period. It also displays the performance of your portfolio for the specified time period, including beginning and ending Net Asset Value (NAV) and return percentage based on your selected time period and performance measurement (TWR or MWR). Key Statistics include top and bottom 5 contributors, 4 risk measures as well as allocation by asset class and financial instrument with long/short breakout. A combined cumulative return line chart and account NAV bar chart with option benchmark comparison plots performance and NAV over time. The distribution of returns chart plots the frequency of like returns performance.
Historical Performance	Shows the history of your portfolio's performance in a variety of charts and tables on three pages: Report Page 1: Includes two charts, a History bar chart that shows the cumulative return percentage at different points in time in the history of your account (MTD, QTD, YTD, 1 year, 3 year, 5 year and since inception), a table that displays the same data as the History chart, and a line chart that shows the cumulative return percentages since the inception of your account. Report Page 2: Includes two tables. One table displays the monthly returns of your account for the past five years (or since the inception of your account if it is less than five years old). The second table shows the quarterly returns of your account for the last five years (or since the inception of your account if it is less than five years old). Report Page 3: Includes a bar chart and a table. The bar chart displays the return percentage of your portfolio for the year-to-date and for each of the last five years, or fewer years if your account has been open for less than five years. The table displays the data from the chart. This report will only include 1 Year, 3 Year, 5 Year, Yearly, Quarterly and Monthly returns if there is data available for the account for the full period. The option to annualize returns is available when selecting this report page by checking Annualize Returns.
Historical Performance Benchmark Comparison	Select up to three global industry benchmarks against which you want to compare the history of your portfolio's performance. This report includes the same charts and tables as the Historical Performance Report described above. Returns for ETFs and indices selected as benchmarks include dividends. This report will only include 1 Year, 3 Year, 5 Year, Yearly, Quarterly and Monthly returns if there is data available for the account/benchmark for the full period. The option to annualize returns is available when selecting this report page by checking Annualize Returns.
Open Position Summary	Shows all current open positions in the selected account(s). The report output shows two pie charts: the five long open positions that have the highest market value, and the five short positions with the highest market value. The output also displays a table of all open positions sorted by product, then currency, then symbol. The table includes the quantity, closing price, current market value and the percent of your total Net Asset Value for that position. If you select this report but there are no open positions during the specified time period, the report will be omitted from your results.
Concentration	Shows the parsed features of a portfolio with fund positions including long/short breakout, top holdings, asset allocation, sector allocation, region allocation, country allocation, financial instrument allocation, and exposure.
ESG	Environmental, Social, and Governance (ESG) report provides an ESG ratings summary, controversy distribution, and largest holdings. The ratings summary incorporates ESG score, Controversies Score, Combined Score, percentage of companies in the portfolio with an ESG score, and ESG pillar breakdown. The controversy distribution bar chart exemplifies the controversies score by position weight (%). The largest holdings outlines the top 10 holdings and all associated ESG scores. Top and bottom ESG performers are also identified.
Allocation Goals	Displays actual vs. goal asset and sub-asset class allocations coupled with a +/- column to identify over and underweight allocations. Allocations are shown in both amount (NAV) and percent. The combination side-by-side and stacked bar chart with trend line displays actual vs goal allocations by asset class where sub-asset class is included in each bar by color. Colors assigned in the table represent the chart legend.
Allocation by Asset Class	Displays a color-coded bar chart and table that illustrates the NAV of all assets in your portfolio for each day, month or quarter in the specified time period. If you select this report but there are no open positions during the specified time period, the report will be omitted from your results.
Allocation by Financial Instrument	Displays a color-coded bar chart and table that shows the percentage weight of all assets in your portfolio based on financial instrument for each day, month or quarter in the specified time period. If you select this report but there are no open positions during the specified time period, the report will be omitted from your results.
Allocation and Performance by Region	Shows the combined allocation and performance by region. The allocation section offers amount and percent change over time. Δ represents change. The performance section offers MTM performance represented in amount and percent. Time periods displayed are dependent on the analysis period and data available. The two stacked bar charts show the allocation by region and country over time where allocation is NAV. The two pie charts show the top performers by region and country where performance represents contribution to return. The report is applicable for both Time-Weighted Return (TWR) performance and Money Weighted Return (MWR) measures.
Allocation and Performance by Sector	Shows the combined allocation and performance by sector. The allocation section offers amount and percent change over time. Δ represents change. The performance section offers MTM performance represented in amount and percent. Time periods displayed are dependent on the analysis period and data available. The report is applicable for both Time-Weighted Return (TWR) performance and Money Weighted Return (MWR) measures.
Time Period Performance Statistics	Shows the performance of your portfolio for a specified time period as a line chart and a text summary. The line chart plots the return percentage for the selected performance measure (TWR or MWR) over time. The text summary includes the beginning and ending NAV, the return percentage (TWR or MWR) for the time period, the one- and three-month return percentage (the three-month return only appears if the time period is at least six months), and the best and worst return percentage of the period. Reports with a monthly time period display one- and three-month returns. Reports with a daily time period display five- and ten-day returns. Reports with a quarterly time period display one- and two-quarter returns. The line chart and text summary are identical to those in the Account Overview report.
Time Period Benchmark Comparison	Select up to three global industry benchmarks against which you want to compare your performance results over a specified time period. The report output displays a color-coded line chart comparing the return percentage (TWR or MWR) of your portfolio over time with that of the selected benchmarks. The line chart plots the return percentage for each day, month or quarter over the specified time period, and also displays the average return percentage for the entire time period. Returns for ETFs and indices selected as benchmarks include dividends.
Cumulative Performance Statistics	Shows the cumulative performance of your portfolio over a specified time period as a line chart and a text summary. The line chart plots the return percentage for the selected performance measure (TWR or MWR) over time. The text summary includes the beginning and ending NAV, the return percentage (TWR or MWR) for the time period, the one- and three-month return percentage (the three-month return only appears if the time period is at least six months), and the best and worst return percentage of the period. Reports with a monthly time period display one- and three-month returns. Reports with a daily time period display five- and ten-day returns. Reports with a quarterly time period display one- and two-quarter returns. The line chart and text summary are identical to those in the Account Overview report.
Cumulative Benchmark Statistics	Select up to three global industry benchmarks against which you want to compare cumulative performance results over a specified time period. The report output displays a color-coded line chart comparing the cumulative return percentage (TWR or MWR) of your portfolio over time with that of the selected benchmarks. The line chart plots the cumulative return percentage over the specified time period, aggregating the return percentage for each successive day, month or quarter in the time period. Returns for ETFs and indices selected as benchmarks include dividends.
Risk Measures	Shows the current risk of your portfolio in a line chart and text summary. The line chart plots Value-Added Monthly Index (VAMI) over the specified time period. VAMI is an index that tracks the monthly performance of your portfolio based on a hypothetical initial $1000 investment. The text summary shows a variety of risk measures, including Max Drawdown, Peak-to-Valley Drawdown, Recovery, Sharpe Ratio, Sortino Ratio, Calmar Ratio, Standard Deviation, Downside Deviation, Tracking Error, Information Ratio, Mean Return, Positive Periods and Negative Periods. In addition, this report includes a Distribution of Returns bar chart showing the range of return percentage for each day, month or quarter in the specified time period and the number of times the return performance fell within that range for the entire period.
Risk Measures Benchmark Comparison	Select up to three global industry benchmarks against which you want to compare the current risk of your portfolio in a line chart and text summary. The line chart plots Value-Added Monthly Index (VAMI) over the specified time period for your portfolio and for your selected benchmarks. VAMI is an index that tracks the monthly performance of your portfolio based on a hypothetical initial $1000 investment. The text summary shows a variety of risk measures for your portfolio and for your selected benchmarks, including Max Drawdown, Peak-to-Valley Drawdown, Recovery, Sharpe Ratio, Sortino Ratio, Calmar Ratio, Standard Deviation, Downside Deviation, Correlation, Beta, Alpha, Tracking Error, Information Ratio, Turnover, Mean Return, Positive Periods and Negative Periods. In addition, this report includes a Distribution of Returns bar chart showing the range of return percentage for each day, month or quarter in the specified time period and the number of times the return performance fell within that range for the entire period. Returns for ETFs and indices selected as benchmarks include dividends.
Performance Attribution vs. S&P 500	Shows how your asset allocation and selection of securities affects your portfolio’s performance when compared to the performance of the S&P 500 Index over a specified time period. This report includes a summary table that shows how you outperformed or underperformed the S&P 500, as well as two charts and a scatter plot. For more information about this report, see Running a Performance Attribution Report.
Performance by Asset Class	Displays a color-coded bar chart that illustrates the cumulative contribution to your portfolio's return by asset class for each day, month or quarter in the specified time period. Each color-coded bar in the chart represents the contribution of all asset classes to each day/month/quarter in the specified time period .The table shows the return for each asset class for each day/month/quarter in the specified time period.
Performance by Financial Instrument	Displays a color-coded bar chart that illustrates the cumulative contribution to your portfolio's return by financial instrument for each day, month or quarter in the specified time period. The bars in the bar chart are color-coded by financial instrument. The table shows the values depicted in the chart.
Performance by Symbol	Displays four charts, a table and two heat maps representing the performance of the symbols in your portfolio: Top Five Contributors- This chart displays the five symbols with the highest contribution to your portfolio's return. Bottom Five Contributors- This chart displays the five symbols with the lowest contribution to your portfolio's return. Contribution by Sector- This bar chart displays the contribution of each sector to your portfolio's return. Contribution by Asset Class- This bar chart displays each the contribution of each asset class to your portfolio's return. Table- Shows data for all open or closed symbols grouped by asset class, including sector, Average Weight, Return, Contribution to Return, and Unrealized and Realized P&L in dollar amounts. Sector Composition Heat Map- This is a visual representation of each sector's contribution to return. Each sector block shows the contribution to return of each symbol in that sector. The larger the block, the larger the contribution to return. Portfolio Heat Map- This is a visual representation of the contribution to return of each symbol in your portfolio. Green indicates a positive return while red indicates a negative return.
Performance by Long & Short	Displays a color-coded bar chart and table that illustrate the contribution to your portfolio's return by long and short positions for each day, month or quarter in the specified time period. The bars in the bar chart are color-coded by long returns and short returns. The table shows the values depicted in the chart. The report is applicable for both Time-Weighted Return (TWR) performance and Money Weighted Return (MWR) measures.
Performance by Underlying	Exemplifies corporate exposure by grouping performance of your portfolio's derivatives and underlying positions. Additional report details include top contributors by underlying exposure, bottom contributors by underlying exposure and a contribution by underlying and derivative chart. The report is applicable for both Time-Weighted Return (TWR) performance and Money Weighted Return (MWR) measures.
Fixed Income	Exemplifies bond metrics for bond, treasury bill and treasury note portfolios. Report metrics include yield to maturity duration, maturity, credit quality, bond types with long/shortbreakout along with projected annual cash flows by month.
Projected Income	Shows the portfolio's annual projected income by asset class based on holdings from the previous business day. This report is only available for detailed reports.
Trade Summary	Shows a summary of trades sorted by asset class, then symbol. For each symbol, this section displays the quantity, average price and proceeds for buys and sells. Totals appear for Buy and Sell Proceeds at the bottom of each asset class section.
Deposits and Withdrawals	Shows the inbound and outbound cash and position transfers (including cash deposit and withdrawals) in your account for a specified time period. This report displays a table that includes the date, type, description and amount of each inbound and outbound cash and position transfer in the time period of the report.
Corporate Actions	Lists all corporate actions that occurred in your account during the specified time period. Each line item includes the date, type, description and quantity. If you select this report and you have no corporate actions in the specified time period, this report will not appear in your Detailed Report.
Dividends	The Dividends report shows all dividends that occurred in your account during a specified time period, including dividend payments, dividend cancellations, payments in lieu, short term and long term capital gains. The report includes a table and a bar chart. Each line item in the table includes the pay date, ex-date, symbol, note, quantity, dividend per share, estimated forward dividend yield %, estimated annual dividend and amount during the specified time period. The report also includes a color coded stacked bar chart illustrating the distributions of dividends during the time period.
Interest	Lists all interest that occurred in your account during the specified time period. Each line item in the table includes the date, description and amount.
Fees	Lists all fees that were charged to your account in the specified time period. Each line item includes the date, description and amount of the fee. The amounts are totaled at the bottom of the list.

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