ELASSETMEASUREPORTFOLIO
Summary
The ELASSETMEASURE function retrieves yields aggregated at the portfolio or asset class level
Examples
=ELASSETMEASUREPORTFOLIO("yield-to-worst", C11:C50, D11:D50)
Retrieves the yield-to-worst of a portfolio whose instruments are located in C11:C50 with D11:D50 as weights.
Syntax
ELASSETMEASUREPORTFOLIO(assetMeasure, assetIds[], amounts[], amountScheme, currency, isNormalized)
| Argument name | Default | Description |
|---|---|---|
| assetMeasure | The name of the measure to be returned. | |
| assetIds | Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID). | |
| amounts | 1 (for quantitites) | quantities or weights of the assets. Weights must sum up to 100%. |
| amountScheme (Optional) | quantity | quantity or weight |
| currency | local | The 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". |
| isNormalized (Optional) | False | True: the fund's asset class' weights are renormalized, False, the fund asset class' weights are not |