MacroTrade
P&L AttributionDelivery · 0–1Y
Portfolio Impact Summary
| Allocation | Baseline Value | Shocked Value | Net P&L ($) | Return (%) | Duration |
|---|---|---|---|---|---|
| ▸ 80/20 | +$1.00M | +$1.00M | +$0 | 0.00% | 1.4y |
| ▸ 60/40 | +$1.00M | +$1.00M | +$0 | 0.00% | 2.8y |
| ▸ 40/60 | +$1.00M | +$1.00M | +$0 | 0.00% | 4.2y |
| ▸ 20/80 | +$1.00M | +$1.00M | +$0 | 0.00% | 5.6y |
Factor Attribution
Baseline — nothing to attribute yet.
Asset Detail — 60/40 weights
| Instrument | |||||||
|---|---|---|---|---|---|---|---|
Bonds | |||||||
UST 2Y | 3.2 | 0bp | — | 0bp | 1.9 | 0.00% | |
UST 5Y | 5.6 | 0bp | — | 0bp | 4.6 | 0.00% | |
UST 10Y | 7.2 | 0bp | — | 0bp | 8.4 | 0.00% | |
UST 30Y | 3.2 | 0bp | — | 0bp | 19.5 | 0.00% | |
Agency MBS | 6.4 | 0bp | 0bp | 0bp | 5.5 | 0.00% | |
IG Corporate | 10.4 | 0bp | 0bp | 0bp | 7.0 | 0.00% | |
HY BB | 3.2 | 0bp | 0bp | 0bp | 4.2 | 0.00% | |
HY B/CCC | 0.8 | 0bp | 0bp | 0bp | 3.4 | 0.00% | |
Equities
| Instrument | |||
|---|---|---|---|
US Large Cap | 33.6 | 0.00% | |
US Small Cap | 4.8 | 0.00% | |
Intl Developed | 12.0 | 0.00% | |
Emerging Markets | 6.0 | 0.00% | |
Semiconductors | 1.2 | 0.00% | |
Healthcare | 1.2 | 0.00% | |
Tech | 1.2 | 0.00% |
Avg impact0.00%
Commodities
| Instrument | |
|---|---|
WTI Crude | |
Brent Crude | |
Natural Gas | |
Gold | |
Copper | |
Iron Ore | |
Agriculture Basket |
Avg impact0.00%
FX
| Instrument | |
|---|---|
USD/CAD | |
EUR/USD | |
USD/JPY | |
GBP/USD | |
USD/CNY | |
USD/MXN | |
USD/CHF |
Avg impact0.00%
60/40 total0.00%