Portfolio Analysis

At the top of the Position Reporting you have a top line view of your portfolio reporting real time NAV and real time P&L. Plus configurable fund level exposures, positions and benchmarks.

All available columns allow sorting and reordering, key position values allow you to group your portfolio by many properties including: Sector, Strategy, Book, Underlyer, Market Cap, Liquidity, Class, Classification etc.

Multiple level grouping is possible too, for example the following view reports the portfolio grouped by Sector then Currency, with just one sector (Financials) expanded. From this grouping you can expand the sub section to see the positions themselves.

Fund of Fund / Multiple Fund Portfolio Analysis

Allows you to view multiple funds in one view in a selected currency. Even if the funds are all in separate base currencies you are able to set one common currency across all funds in the view and see the same position values related to performance, exposure and valuations. To perform this you just establish the fund group and load Position Reporting as normal.

Historic Positions

To view historic positions, just hit the calendar icon and chose the date you want to see, it will load the portfolio for the selected date in the same layout and grouping.

Position Drill Down

The initial positions reported in position reporting are at an aggregated level. If analysing for Performance Attribution then open and realised positions will be merged in the same view.

You can drill down into positions to report the exact detail per order / position and see the same valuation / performance / exposure data of these positions. Further drill down will allow you to view trades that opened (and realised) the positions.

Tax Lot Function

Arbor allows users to choose the order they wish to realise their positions to suit their tax structure or accounting purposes. Standard ways of realising positions such as FIFO, LIFO, LOCO, HICO, DTFIFO, and DTLOCO are available, in addition to user defined order.

Users can easily drag and save the desired order to realise the position. Tax Lot can also be defined at a product level which applies to all trades of that ticker.

Stop Loss/ Target Price

Stop Loss and Target Prices can be set at the trade level, fund level and product level. These columns will be shown under position reporting to help managers monitor the performance of the portfolio. Stop Loss limits the loss on the position.

When holding a long position, stop loss value should be lower than the order price. There are indicative columns like ‘Stop Loss diff.’ which shows the difference of the position considering the difference between the stop loss value set and the current price.

Bloomberg Data

Bloomberg mnemonics can be loaded into the Position Reporting page, where users can load up to 20 different mnemonics. The extended function of user-defined columns is also available.

Users have the flexibility to use different columns in the Position Reporting page and can do various arithmetic calculations. For example, users can set up an equation to convert market value to a certain currency.

Portfolio Summary

This page allows you to view your portfolios at fund level for a selected date range. This will show the fund level data day by day giving you good visibility of good days and bad days.

The data available includes: NAV, GAV, subscriptions, dividends, total buys / sells, fees, exposure, L/S positions, performance fees, management fees, amortisations, prepaid fees etc

Both pages allow you to choose your columns and export to Excel.

For further information please watch our video on position reporting and portfolio summary.