Purpose

This template allows you to evaluate the asset class allocation for five risk profile model portfolios. The risk profiles range from least risky (conservative) to most risky (aggressive). By comparing the results to the portfolio models’ PRG grades provided by the function elPrgMethodology, you can analyze each portfolio and determine the appropriate asset allocations.

In the tab there is a yellow cell. This is the place where elPrgMethodology is located. For more details check out (elPrgMethodology). Besides, you have a column “Methodolohgy currency”. The currency displayed there can be inserted in elPrgMethodology to visualize the parameters and the bounds for each PRG grades issued by the portfolio models.

How does it look?

Make sure to fill up the columns having a “*”. Also, make sure the correct currency is instered in elPrgMethodology (yellow cell)

PRG model

To be noted: Asset proxy needs to be correctly inserted in the configuration file if non-covered assets are to be discovered. Once configured, the template will search for the proxy in this file. Beta proxy are then to be entered if the proxy match is not 1. (Asset Proxy configuration)