The Purpose of Autumn Gold's Portfolios Builders
Autumn Gold's Portfolio Builders allows users to create a hypothetical portfolio of Traders using historical performance records. All portfolios should contain at least two or more programs.
Should I use the Retail or Institutional Buildler?
Autumn Gold's two Portfolio Builders handle data differently.
- The Institutional Portfolio Builder includes all of the traders in the portfolio day one, even if they don't trade until a future date. Users can assign an interest rate for the untraded funds.
- The Retail Builder only includes a Trader in the portfolio when they start trading. So if your portfolio starts in Janaury 2016 and you have a trader whose performance record starts in January 2018, those monies will not be included in the portfolio until January 2018.
Start by Selecting the Traders
Choose the traders that you would like to add from the drop down menu and click on Add to Portfolio. Practically speaking it is easier to work with 8 or less traders although more can be added to the portfolio.
Add an Index
Choose an Index that you would like to add from the drop down menu and click on Add to Portfolio.
When you start a new portfolio it will default 36 months. You can change the start date to any date you like as long as at least one of the traders has commenced trading as of the start date.
Individual Info on Each Added Trader
Once you add a Trader you will see the Trader's Name, Program, Name, Trading Strategy, Minimum Investment at the top of each column. Additionally you will see the ACROR ("Annualized Compounded ROR") and MaxDD ("Maximum Drawdown") for the period selected. You can click on the Trader's link to see an Individual Stat report on that Trader. Note that as you change the start date the ACROR and MaxDD will change accordingly.
Both the Retail and Institutional Builder allows the additional of notional funding.
Important Notes Regarding Notional Funding
Under Rule 2-34 portfolio performance should be calculated based on nominal account size. General marketing/solicitation should be conducted ONLY using nominal account size. However based on a one-to-one relationship between a broker and a client, it may at times be appropriate for a broker to provide his/her client with a fuller understanding of the risk associated with notionally funding their portfolio by ALSO supplying the client with a notionally funded portfolio report.
The Broker should ensure that the risks of notional funding has been fully discussed with the client, and that the client has ALSO received a portfolio report calculated on nominal account size. Brokers should ensure that the client is able to invest with each of the CTAs in the portfolio at the proposed nominal funding level.
The Insitutional Builder has an option that allows you to rebalanace the portfolio on an annual basis.
Recalculate the Portfolio
Don't forget to Relcalculate the Portfolios to log any changes with the server before running a Portfolio Report.
Downing the Data into a CSV File
You may drop the data into a CSV file by scrolling down and using the link near the bottom of the page.
Generating a Stat Report.
After recalculating your portfolio - use the Generate a Leaf Report link. This report can then be printed using your own printer settings or you can use the Print to PDF button
Change the Start Date
You must change the Start Date of your portfolio from the Builder and not from the Leaf Report. To change the Start Date click on the Return to Previous Page Button. The end date is automatically set to the current month.
Saving your Portfolio
You may save your portfolio for future use. When you reload any updated performance will be included.
All rights reserved.