Performance
Monitor the performance of your portfolio, keeping a close eye on your trades, profits/losses and returns.
LYNX+
Gain insights into your investment account on the Performance page. Discover portfolio stats, including stock and options performance, cumulative return, net profit, max. drawdown, and more.
Navigate to the Performance page
Log in to LYNX+ and click the Performance tab in the top-left menu.
Choose a time period at the top to view your results.
Statistics
- Cumulative Return: The cumulative return does not show realised gains and losses, it only shows the performance of your portfolio. When a loss is realized, and subsequent deposits are made, future gains are given less weight in relation to the overall portfolio value. As a result, calculating cumulative return over extended periods with deposits and withdrawals can be complex. It’s essential to understand that cumulative return is determined by a consistent mathematical formula and offers insights into long-term performance.
- Net profit: The sum of all realised profits in the selected period.
- Max. drawdown: A drawdown is measured from the time a retrenchment begins to when a new high is reached.
- Peak-To-Valley: Timespan of the maximum drawdown.
- Recovery: The time needed to recover from the maximum drawdown. If the value is displayed within parentheses, it indicates that the recovery is still ongoing at the end of the selected period.
- Starting NAV: Net asset value at the beginning of the selected period.
- Ending NAV: Net asset value at the end of the selected period.
- Deposits And Withdrawals: This value represents the difference between deposits and withdrawals made during the selected period.
Performance Charts
- NET LIQUIDATION VALUE: Displays the total value of the portfolio over the selected period.
- CUMULATIVE PERFORMANCE: The cumulative performance is shown over the selected period.
- DAILY PERFORMANCE IN %: Daily performance of your portfolio.
- PRODUCT CLASSES: Represents your portfolio, divided into the individual asset classes.
Transaction Performance
At the bottom of the Performance page, you can access detailed statistics for your transactions. Group them by transaction, product, or instrument, and choose a time period to analyze trade performance.
The Statistics section provides insights into net profit, best and worst transactions, and expected profit/loss based on past average trades. Customize these statistics for specific products and time periods.
Transactions
In LYNX+ you can additionally sort your past transactions by applying various filters based on categories or time periods in the Performance section. Additionally, you have the option to switch from the Standard view to the Order Type & Exchange.
Client Portal
Gain a comprehensive view of your investment account’s performance, including Key Statistics, Risk Measures, Attribution vs. Benchmark analysis, ESG score, and more.
Navigate to the PortfolioAnalyst
Log in to the Client Portal, go to Performance & Reports in the top menu, and choose PortfolioAnalyst from the dropdown for an overview.
Time Periods
You can access PortfolioAnalyst data in six distinct time periods: weekly (7D), month-to-date (MTD), monthly (1M), year-to-date (YTD), yearly (1Y), or a custom date range.
Data Frequency
Additionally, you have the option to choose the data frequency, which can be set to daily, monthly, or quarterly.
Performance Measure
The MWR and TWR buttons provide you with an easy way to switch between Time-Weighted Return or Money-Weighted Return as your chosen performance measure. If you are interested in comparing your returns to some benchmark, simply click the Add button under Benchmarks label and select your desired product from the list.
Widgets
The PortfolioAnalyst homepage comes with a pre-defined set of widgets that can be replaced as needed. To make changes, simply click the Widgets button located on the right-hand side of the page. You can remove a widget by clicking the X icon in the Selected section, or add a widget to the PortfolioAnalyst page by clicking the Plus (+) icon in the Available section.
Below you will find a brief description of each widget:
- Summary: Displays your portfolio’s value and performance, providing a breakdown by asset class, account, and account type.
- Key Statistics: Presents essential figures like net asset value (NAV), returns, deposits/withdrawals, best and worst returns, and return distribution for your chosen period.
- Performance: Shows graphical representations of cumulative and period returns, allowing for benchmark comparisons.
- Portfolio Movers: Highlights the best and worst performing products in your portfolio for the selected period.
- Allocation: Provides insights into portfolio allocation by asset class, sector, region, country, and financial instrument.
- Risk Measures: Shows portfolio risk by various metrics such as Max Drawdown, Sortino Ratio, Sharpe Ratio, Calmar Ratio, Alpha, Beta, Positive Periods, Negative Periods, and more.
- Planning: Allows for a comparison between current portfolio allocation to target asset class and sub-asset class allocations. Goals can be set based on value or percentage, and individual holdings can be examined.
- ESG: Provides Environmental, Social, and Governance (ESG) portfolio ratings, including overall portfolio scores, controversies distribution, scores for largest holdings, and top and bottom ESG performers.
- Concentration: Shows portfolio exposure by value and weight. Also summarised by asset class, sector, financial instrument, region and country.
- Attribution vs. Benchmark: Analyzes the impact of portfolio sector allocation and security selection on performance in comparison to a benchmark.
- Projected Income: Provides an estimate of the income expected for the upcoming year, calculated from dividends and interest, using portfolio holdings as of the previous business day.
FAQ
Post the IBIE migration, your account number was updated. To access data prior to 2021:
- Click Add/Edit next to your U-number at the top of the page.
- In the right window, click the filter icon, choose Migrated, and click Apply.
- Select the old account, deselect the new one, and press Continue.
- Now you can view data from 2020 and earlier.
- Click Add/Edit next to your U-number at the top.
- Select the accounts you want to include.
- Confirm your selection by clicking Continue at the bottom right of the account selector.
Yes, you can access the PortfolioAnalyst page using the LYNX Trading mobile app by following these steps:
- Log in to the LYNX Trading mobile app.
- Navigate to the Home tab and select PortfolioAnalyst button right under the account value chart.
- You will be redirected to the PortfolioAnalyst.
To calculate the cumulative return ratio over a given time period, the performance period is divided into sub-periods whenever a cash flow occurs. Here’s the formula used to calculate the return ratio for each sub-period:
RN = [Ending Market Value (EMV) / (Beginning Market Value (BMV) + Cash Flow (CF))] – 1
The final cumulative return ratio is then calculated by geometrically linking all the sub-periods:
Cumulative return ratio = [(1 + RN1) x (1 + RN2) x … x (1 + RNn) – 1] x 100
This method provides an accurate representation of cumulative returns over time.
Example:
Calculation of cumulative return ratio for the period 1.05-25.7 2023 with cash flows occurring on 25.05, 08.07 and 25.07.:
| Date | Beginning Market Value | Ending Market Value | Cash Flow | Return |
|---|---|---|---|---|
| 1/05/2023 | 100.000 EUR | 110.000 EUR | 0 | 10,00% |
| 25/05/2023 | 110.000 EUR | 82.000 EUR | -25.000 EUR | -3,53% |
| 21/06/2023 | 82.000 EUR | 87.000 EUR | 0 | 6,10% |
| 8/07/2023 | 87.000 EUR | 102.000 EUR | 12.000 EUR | 3,03% |
| 25/07/2023 | 102.000 EUR | 105.000 EUR | 500 EUR | 2,44% |
Final cumulative return ratio calculation:
[(1+10%) x (1 – 3,53%) x (1+6,1%) x (1+3,03%) x (1+2,44%)] – 1 = 18,83%.
Yes, you can create a PortfolioAnalyst report in the Client Portal by following these steps:
- Log in to the Client Portal.
- Navigate to the PortfolioAnalyst page.
- Click on Reports in the upper right-hand corner.
On the upper part of the screen, you will find default reports available in three different types:
- Snapshot PDF
- Detailed PDF
- Detailed CSV
To generate a report, select the desired time period and report type to the right. If you have multiple accounts, you can choose to create a consolidated report for all selected accounts or individual reports for each selected account. Additionally, you have the option to create custom reports in the lower part of the screen. Click the blue Plus (+) icon in the top right corner of the custom report section to create a new custom report. Customize the report by naming it, selecting the time period, frequency, report type, format, and performance measure.