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 name Description
AssetIDs Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).
Weights Asset weights in the same orders as the specified asset ids and must sum up to 100%.
Currency 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”.