Report Studio
What your reports can show
Twenty-four capabilities, grouped by the question a buyer or practitioner actually asks. Variants that differ only by window or render target are grouped, not listed as a catalogue.
app.quantreports.com · Chart builderConcept
Capabilities, not a widget changelog The library is organised by the question the report has to answer — allocation, look-through, attribution, risk, peers — with the real calculation named in the answer. Australian financial-year returns sit as their own group: 1 July to 30 June, labelled by the year they end in. These capabilities do not change because the source is a platform feed, a custodian file or a spreadsheet.
Jump to a capability
Allocation and holdings
- What is the portfolio allocated to?
- Asset allocation across classes, in chart and table form, with optional neutral, range and target columns so the strategic position sits next to the actual one. Portfolio analytics
- What exactly is held, and how much of each?
- Full holdings disclosure, plus ranked top-N lists with a total row so readers see what the shown rows sum to. Portfolio analytics
- How far is the portfolio from its strategic position?
- Actual allocation against the configured neutral position, and the excess either side of it. Portfolio analytics
Exposure and look-through
- What companies does the portfolio really own?
- Look-through weighting — exposure to a company summed across every fund holding it, so four funds owning the same bank aggregate into one line. Portfolio analytics
- Where is the equity risk concentrated?
- Sector and industry exposure on a look-through basis, optionally against the benchmark to show deliberate differences. Portfolio analytics
- What countries is the portfolio exposed to?
- Country exposure from the domicile of each underlying holding, weighted by size. The figure is look-through, not a fund's listed domicile. Portfolio analytics
- What is the credit and size profile?
- Fixed-income exposure by credit-quality band, and equity exposure by market-capitalisation band. Portfolio analytics
Contribution and attribution
- Which holdings drove the return?
- Contribution by holding, with separate contributor and detractor views, aggregated to asset-class level where wanted. Available from weights or from actual dollar movements. Portfolio analytics
- Was the return from allocation or selection?
- Brinson attribution, asset class by asset class, period by period — the same split a committee pack uses when it asks where the alpha came from. Portfolio analytics
Performance
- What would an investment have grown to?
- Growth of a nominal investment (VAMI), defaulting to $100,000, in static and interactive forms, with benchmarks alongside. Fund factsheets
- How has it performed over standard periods?
- Return summaries across periods, compounded under 12 months and annualised beyond, against performance, risk or peer benchmarks. Portfolio analytics
- How consistent has it been month to month?
- Monthly and annual return grids in calendar layout, with benchmark comparison so each month reads as a win or a loss. Portfolio analytics
- How is the return split between income and growth?
- Total return separated into the distribution component and the price movement — the split retiree and SMSF reports usually need. Fund factsheets
Australian financial-year reporting
- What were the returns by Australian financial year?
- Returns on the 1 July to 30 June year, labelled by the year they end in, with benchmark and excess return per year and an annualised summary. Part-finished years show as FYTD. Fund factsheets
Risk
- How bad did losses get, and how long was recovery?
- Drawdown over time and the largest drawdown episodes per period, against benchmark and peers. Portfolio analytics
- How volatile has it been?
- Volatility as annualised standard deviation, over standard periods and as rolling windows so risk rising and falling is visible. Portfolio analytics
- Does it move with the benchmark or independently?
- Rolling correlation against the benchmark, and a correlation matrix across holdings. Portfolio analytics
- What does the spread of returns look like?
- Distribution of periodic returns in 1% bands, so the shape of the ride is visible rather than only the average. Portfolio analytics
Risk-adjusted return and statistics
- Did the return justify the risk taken?
- Risk-adjusted measures — Sharpe, Sortino, beta, tracking error — computed against a configurable risk-free rate, defaulting to the RBA cash rate. Portfolio analytics
- How does risk compare to return visually?
- Risk-versus-return scatters over rolling or since-inception windows, against benchmarks or a peer cloud. Portfolio analytics
- How often does it win, and by how much?
- Consistency statistics — hit rate against benchmark, average gain in winning months, average loss in losing ones, and up/down market capture split by what the benchmark did. Portfolio analytics
Peers and percentiles
- How does it compare to similar funds?
- Peer group comparison over selected periods, and risk/return positioning within a peer cloud. Portfolio analytics
- Where does it rank?
- Percentile and quartile placement against a comparison group's 5th, 25th, median, 75th and 95th bands. Ranked on return alone. Portfolio analytics
Custom
- Can we build something not in the library?
- User-authored widgets storing values per period, and SQL-backed widgets driven by a query against the reporting model. See Report Studio
See these in a branded report
Report Studio places the library. Data Studio runs the calculations. The factsheet, committee pack and live chart read from the same figures.