Data Enhancements
Changed annualization method used in Custom Investments for Sharpe Ratio from geometric to arithmetic
Changed cumulative excess return calculation
Excess return is a fund�s return over Treasury Bills. Excess return is used when calculating Modern Portfolio Theory statistics. We previously derived the excess returns on a monthly basis, and then summed the results for the chosen time period. Now, we sum the investment�s monthly returns for the chosen time period and separately sum the Treasury Bill�s return for the time period, and then derive the overall excess return.
Changed sector delta methodology
Functionality Enhancements
Select default universes through Global Settings
Save column width changes in investment and data point lists
View Historical Analyst reports and Fiduciary Grade analysis from USA Open End Fund Quicktake
Launch charts or reports and view holdings from within a chart
Find currency conversion setting on applicable reports
Select data points through improved dialog designed to more effectively handle a greater number of investment universes
Launch data point help topics by clicking on the data point name from within a Data Point List
Open a list of subaccounts or funds from the VA/L Policy universe
Request data export permission through new Support area on home page