AllocatedPnLAttribution

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total439 of 4390%46 of 460%45451111112222
fsPnLDecompositionExplainMap()470%60%44131311
paaCategoryDecompositionExplainMap()470%60%44131311
systemicPnLExplainMap()470%60%44121211
correlatedPnLExplainMap()470%60%44121211
correlatedPnLWorstMap()470%60%44121211
idiosyncraticPnLExplainMap()470%60%44121211
idiosyncraticPnLWorstMap()470%60%44121211
AllocatedPnLAttribution(PnLAttribution, EntityComponentCapital)260%40%336611
expectedShortfall()120%n/a111111
systemicPnL()80%n/a112211
systemicGrossPnL()80%n/a112211
correlatedPnL()80%n/a112211
idiosyncraticGrossPnL()80%n/a112211
fsGrossPnL()80%n/a112211
var()70%n/a111111
systemicInstanceCountMap()40%n/a111111
correlatedInstanceCountMap()40%n/a111111
idiosyncraticInstanceCountMap()40%n/a111111
pathIndexList()40%n/a111111
pathCount()40%n/a111111
entityComponentCapital()30%n/a111111
systemicGrossPnLExplainMap()20%n/a111111