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V_AFWKF_YLDSNCCC - Yield 'Period Start to Current Date' from Calculation Currency

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There are two categories of yield key figures: Yield in the evaluation currency and for a particular time period, or interval (PAYLDCC), and yield in the evaluation currency for a calculation period (PAYLDSNCC).

Key figures of the category Yield in Evaluation Currency for a Calculation Period (PAYLDSNCC) are overlapping key figures, which means that the time periods that are to be calculated overlap. These key figures represent a yield value calculated using a particular yield method. This value is in a particular currency, and for a particular start date through to todays date (period-start-to-date).

This means that daily yields are calculated for the calculation period in question, which leads to the overlap. The individual calculation periods reflect the following key figures: year-to-date, month-to-date, quarter-to-date.

Both key figure categories contain two basic key figures of the categories PAPOSCC (position in evaluation currency) and PAFLWCC(flow in evaluation currency).

You need to make sure that the two basic key figures you select have the same attributes as regards their currency and the evaluation type.

The system contains the yield methods time-weighted rate of return, money-weighted rate of return, and modified Dietz.

The time-weighted rate of return method takes the inflow and outflow of external capital movements into account when calculating the yield. These values are removed from the calculation, since they are not part of portfolio management, and should therefore have no impact on system performance.

The money-weighted rate of return method also takes the flows of external capital into account, but the effect these flows have on the yield is retained.

The modified Dietz method is a way of estimating the timing of exogenous funds inflows and outflows when the exact time points cannot be determined.

You can maintain yield key figures only if basic key figure of the categories PAPOSCCand PAFLWCChave been maintained, and they have the same currency and evaluation type.

1. Choose Display/Change to switch to the change mode. Then choose New Entries.
2. Enter an 8-character ID for the key figure, and a description.
3. Using the input help, choose the required basic key figures for Basic Key Figure 1 and Basic Key Figure 2. Make sure that the currencies and evaluation types of the basic key figures match.
4. Choose a yield method and a calculation period.
5. Choose a currency.
6. Save your settings.

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