PnLAttribution() | | 0% | | n/a | 1 | 1 | 14 | 14 | 1 | 1 |
systemicPnL() | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
systemicGrossPnL() | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
correlatedPnL() | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
idiosyncraticGrossPnL() | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
fsGrossPnL() | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
fsPnLDecompositionExplainMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
paaCategoryDecompositionExplainMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemicPnLExplainMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemicGrossPnLExplainMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
correlatedPnLExplainMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
correlatedPnLWorstMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
idiosyncraticPnLExplainMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
idiosyncraticPnLWorstMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
var() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
expectedShortfall() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
systemicInstanceCountMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
correlatedInstanceCountMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
idiosyncraticInstanceCountMap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |