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Version: 21.8.3

ewrPrg

Summary​

The ewrPrg function returns the Portfolio Risk Grade of a portfolio in a reference currency

Examples​

=ewrPrg(C11:C50,D11:D50,"EUR")

Retrieves the risk grade of a portfolio of EUR instruments with the list of instruments provided by C11:D50 and their corresponding weights located in D11:D50. Summing up the weights must yield to 100%.

=ewrPrg(C11:C50,D11:D50,"local")

Retrieves the risk grade of a portfolio of instruments with the list of instruments provided by C11:C50 and their corresponding weights located in D11:D50. The currency is set to "local". Summing up the weights must yield to 100%.

=ewrPrg(C11:C50,D11:D50,)

Retrieves the risk grade of a portfolio of instruments whose IDs are provided by C11:D50 and their corresponding weights are located in D11:D50. The currency space is empty which yields to the same result as though it was set to "local". Summing up the weights must yield to 100%.

=ewrPrg({"CHF","EUR"},{0.5,0.5},"EUR")

This example can be copied and pasted to Excel and will give an instantaneous result.

Syntax​

ewrPrg(AssetIDs[], Weights[], Currency)
Argument nameDescription
AssetIDsSingle or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).
WeightsAsset weights in the same orders as the specified asset ids and must sum up to 100%.
CurrencyThe ISO code of the reference currency for deriving the calculation results. Specify "local" to use the instruments native currency where appropriate. It is mandatory to specify a currency when the granularity is "portfolio".