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Portfolio Performance Monitoring and Valuation

Excel Help for Portfolio Performance Monitoring And Valuation in Excel Portfolio Performance Tracking Template


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Portfolio Performance Monitoring And Valuation

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ConfusedPlease help My template does not seem to do what it is supposed to do.  Other than just entering the historical value of the investment, How do I enter sale of an investment, distributions, performance etc etc etc.  I cannot get out of the first screen please help?Cheers.   
 CGB
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Surprised
Portfolio optimization points
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These questions actually relate to the portfolio optimization template and not the monitoring template.  To respond to the points raised:
  1. Ranking assets can be done by modifying returns in the correlation matrix before optimization. Higher expected future returns will force higher weightings depending on risk (standard deviation).
  2. We can set minimum and maximum constraints to set some assets to be the same weight as current thereby essentially removing them from optimization.
  3. Once optimization has run, we can select points along the efficient frontier to a selected risk amount for example.
  4. Setting a minimum weighting of 30% for one asset will constrain the optimization to have at least that weighting.
 
 Excel Business Forums Administrator
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Confused
How much of this can I do with the Portfolio Template?
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I have played with the portfolio template and it looks very promising, but I don't think it has all the things I would like to do. Can anyone please clarify?

- I would like to use some momentum scheme to rank the assets in the portfolio. I am assuming this will have to be done external to the spreadsheet and the asset data manually brought in. ???

- Similar to above I would like to be able to select which assets in my portfolio I want the optimizer to calculate allocations for. Again, I am assuming this has to be done external to the sheet. ??

- Many canned optimization goals are built in. Suppose I want to be able to fix the risk and let it find the corresponding point on the efficient frontier. Can I do that?

- I am still figuring out the constraint part of the sheet. Suppose I want to enter a constraint that a bond fund, say, BND, e.g., will have at least a 30% allocation. Can I do that???

Thanks to any and all who can provide clarification. 
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Portfolio Tracking Data Entry and Calculations
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Once start and end values of investments have been entered into the Value tab, the Trans tab handles data entry for investments and distributions including sale of an investment over the reporting period.

This information is then used to automatically calculate the performance in the Perf tab accounting for the timing of transactions.

Detailed information for using the template and understanding the reporting can be found in the user guides.
 Excel Business Forums Administrator
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