performance-reporting
Performance Reporting builds comprehensive investment reports showing returns across standard periods, benchmark comparisons, and risk metrics. It handles time-weighted and money-weighted calculations, GIPS-compliant composites, and goal progress tracking with visualizations like growth charts and drawdown analysis.
Performance Reporting generates quarterly and annual investment reports with returns, benchmarks, and risk metrics.
AI-generated summary based on this skill's SKILL.md
Install
JoelLewis/finance_skills/performance-reporting · repository language: Python
git clone https://github.com/JoelLewis/finance_skills
cp -r finance_skills/plugins/wealth-management/skills/performance-reporting ~/.claude/skills/performance-reportingFrequently asked questions
AI-generated answers based on this skill's SKILL.md and metadata
How to generate investment performance reports with performance-reporting?
Performance Reporting generates comprehensive investment reports showing returns across standard periods, benchmark comparisons, and risk metrics. The skill handles time-weighted and money-weighted calculations, supports GIPS-compliant composites, and includes visualizations like growth charts and drawdown analysis to present results clearly to clients.
What's the difference between time-weighted vs money-weighted returns?
Performance Reporting calculates both return types to suit different needs. Time-weighted returns eliminate the impact of cash flows and show pure investment performance, while money-weighted returns (internal rate of return) reflect the actual investor experience including timing and size of deposits and withdrawals.
Can performance-reporting create GIPS compliant performance reports?
Yes, Performance Reporting supports GIPS-compliant performance reporting for institutional investors. It calculates composite returns and applies GIPS standards to ensure your reports meet regulatory requirements and industry best practices for presenting investment results.
How does performance-reporting track progress toward financial goals?
Performance Reporting tracks goal progress using projections and Monte Carlo analysis. It models retirement and other financial targets, showing whether your portfolio is on track and visualizing probability distributions of outcomes to help you understand the likelihood of reaching your objectives.
What risk metrics and dashboards does performance-reporting include?
Performance Reporting provides a risk dashboard with key metrics including rolling Sharpe ratio, maximum drawdown, volatility, and sector attribution. These visualizations help you understand portfolio risk, identify concentration, and communicate performance drivers to stakeholders.
How does performance-reporting handle net of fee calculations?
Performance Reporting calculates net of fee performance reporting by deducting management fees from gross returns, giving you accurate client-facing results. This ensures your quarterly and annual reports reflect the actual returns investors received after all costs.
SKILL.md
rendered from the published skill — quoted content, verbatim
Performance Reporting — Reporting & Communication
Core Concepts
Return Reporting
Accurate and consistent return calculation is the foundation of all performance reporting.
Period returns: Report standard time periods — MTD (month-to-date), QTD (quarter-to-date), YTD (year-to-date), 1Y, 3Y, 5Y, 10Y, and since inception. Always state the exact inception date.
Cumulative vs annualized: Annualize returns only for periods greater than 1 year. Annualizing a 3-month return is misleading because it implies the rate is sustainable for a full year. For periods under 1 year, report cumulative
(truncated - see the full file via the links below)
Read as markdown · JSON record · Browse the source repository
File tree — 2 files
plugins/wealth-management/skills/performance-reporting/SKILL.md
plugins/wealth-management/skills/performance-reporting/scripts/performance_reporting.py