Modal Performance
Scope of Each Mode
Each of these metrics, for each level of the hierarchy, are also calculated across mode.
- Closed positions through today (History Mode)
- Open positions through today (Active Mode)
- All positions through today (Lifetime Mode)
- Open positions and projected positions through a projected date (Active Projected Mode)
- All Positions through a projected date (Lifetime Projected Mode)
Please see Modes for detail on Modes.
Liquidation Date Assumption for Each Mode
| Mode | Liquidation Date |
|---|---|
| History | For all asset types except the base currency, the liquidation date is the date the position closed. For base currency, the liquidation date is the date the last transaction closed for a non-base currency asset that qualifies for inclusion in History Mode. |
| Active | The liquidation date for all asset types including cash is today's date. |
| Lifetime | The liquidation date for all asset types including cash is today's date. |
| Active Projected | The liquidation date for all asset types including cash is the projected date you set. |
| Lifetime Projected | The liquidation date for all asset types including cash is the projected date you set. |
Account CashFlow Calculations by Mode
AssetView enables you to evaluate Account cashflows from a date perspective (e.g. between January 1, 2024 and February 1, 2024). We also support an evaluation of Account cashflows with respect to Mode.
The Lifetime Acc CashFlow (Account Cashflow) is the sum of all sends (positive values) and receives (negative values) of the base currency that are external to the portfolio (i.e. that are not transfers within the portfolio).
We use an alternative method for calculating Account cashflows For History Modes and Active Mode because (a) History Mode and Active Mode date ranges often overlap so there is no single separating date between the modes and therefore no date partition for cashflow; and (b) in AssetView, History Mode plus Active Mode always equals Lifetime Mode. The calculations follow.
Acc CashFlows in History Mode = (HM / LM) * LC
Where:
- HM = History Mode Positions Cost Basis
- LM = Lifetime Mode Positions Cost Basis
- LC = Lifetime Mode Positions Cost Basis
Acc CashFlows in Active Mode = (AM / LM) * LC
Where:
- AM = Active Mode Positions Cost Basis
- LM = Lifetime Mode Positions Cost Basis
- LC = Lifetime Mode Positions Cost Basis
Similarly, Acc Cashflows in Active Projected Mode = (APM / LM) * LC
- APM = Active Projected Mode Positions Cost Basis
- LM = Lifetime Mode Positions Cost Basis
- LC = Lifetime Mode Positions Cost Basis
While the results are approximations, they allow you to compare the use of cash for open positions relative to your use of cash for closed positions.