This document explains calculations for the Canopy website.
Market Data
Pricing data is provided by Bloomberg.
At 5.30am Singapore time (just after the last US exchanges closed) all End-of-Day price data for the previous day is downloaded.
All stored calculations will be done after this data has been made available.
All current information on the website relies on this latest available pricing information.
Whenever securities do not have daily prices available the calculations will revert to the last available price - however dated this may be.
Portfolio > Holdings
This screen is showing the allocation of assets in the portfolio.
This is based on the latest available price for the chosen date. The standard date setting is today.
All values are converted to base currency of the user.
All percentages are relative to the Total Assets, not the Net Worth, as Liabilities are excluded.
Portfolio > Performance > Profit / Loss
This chart shows the historical performance of two datapoints: The total amount invested and profit.
Total Amount Invested
relates to all Securities and are a simple measure of how in the market the accounts are. This excludes all cash and all loans.
Profit
is the absolute gain (or loss) in the account at current market values. This therefore includes realized as well as unrealized items.
Profit = Market Value - Net Fund Flow
where
Market Value = sum of all assets at latest price converted at latest FX rate into Base Currency
Net Fund Flow= sum of all Money Inflows or Outflows (or when security transfer, the monetary equivalent) converted to Base Currency at the timing of such flow.
Portfolio > Performance > Portfolio
each stacked item represents the market value of each category at the latest price and converted at the latest FX rate into Base Currency.
The Money Flow line here represents the same as Net Fund Flow mentioned earlier.
Portfolio > Performance > NAV
Portfolio > Holdings