Forum Discussion
Aggregate and drill down for standard deviation
Hi,
I am trying to build a report in which a User can see the standard deviation of of returns of a portfolio over a given period of time.
That is simple.
However, I also want the user to be able to drill down to see the standard deviation of returns for the the sub strategies in the portfolio and then also drill down to see the standard deviation of returns of securities thta are in each sub category.
My data is organised in 5 columns:
- Portfolio Name
- Strategy Name
- Security id
- Date
- P&L
Any idea how I could tackle this?
| Portfolio | Strategy | SECURITY | Date | Value |
| ACCOUNT1 | Strategy1 | SECURITY1 | September 10, 2018 | -118697 |
| ACCOUNT1 | Strategy1 | SECURITY1 | October 10, 2018 | -916657 |
| ACCOUNT1 | Strategy1 | SECURITY1 | November 9, 2018 | 174663 |
| ACCOUNT1 | Strategy1 | SECURITY1 | December 9, 2018 | 255422 |
| ACCOUNT1 | Strategy1 | SECURITY1 | January 8, 2019 | 469614 |
| ACCOUNT1 | Strategy1 | SECURITY1 | February 7, 2019 | 465003 |
| ACCOUNT1 | Strategy1 | SECURITY1 | March 9, 2019 | 887554 |
| ACCOUNT1 | Strategy1 | SECURITY1 | April 8, 2019 | -800892 |
| ACCOUNT1 | Strategy1 | SECURITY1 | May 8, 2019 | -400611 |
| ACCOUNT1 | Strategy1 | SECURITY1 | June 7, 2019 | 559654 |
| ACCOUNT1 | Strategy1 | SECURITY1 | July 7, 2019 | -417995 |
| ACCOUNT1 | Strategy1 | SECURITY1 | August 6, 2019 | 547986 |
| ACCOUNT1 | Strategy1 | SECURITY1 | September 5, 2019 | 60103 |
| ACCOUNT1 | Strategy1 | SECURITY2 | September 10, 2018 | -511229 |
| ACCOUNT1 | Strategy1 | SECURITY2 | October 10, 2018 | -450344 |
| ACCOUNT1 | Strategy1 | SECURITY2 | November 9, 2018 | 282454 |
| ACCOUNT1 | Strategy1 | SECURITY2 | December 9, 2018 | 54995 |
| ACCOUNT1 | Strategy1 | SECURITY2 | January 8, 2019 | 899729 |
| ACCOUNT1 | Strategy1 | SECURITY2 | February 7, 2019 | 766912 |
| ACCOUNT1 | Strategy1 | SECURITY2 | March 9, 2019 | -694685 |
| ACCOUNT1 | Strategy1 | SECURITY2 | April 8, 2019 | 10085 |
| ACCOUNT1 | Strategy1 | SECURITY2 | May 8, 2019 | 633286 |
| ACCOUNT1 | Strategy1 | SECURITY2 | June 7, 2019 | 30908 |
| ACCOUNT1 | Strategy1 | SECURITY2 | July 7, 2019 | -359507 |
| ACCOUNT1 | Strategy1 | SECURITY2 | August 6, 2019 | 474320 |
| ACCOUNT1 | Strategy1 | SECURITY2 | September 5, 2019 | -572592 |
| ACCOUNT1 | Strategy2 | SECURITY3 | September 10, 2018 | -166659 |
| ACCOUNT1 | Strategy2 | SECURITY3 | October 10, 2018 | -762112 |
| ACCOUNT1 | Strategy2 | SECURITY3 | November 9, 2018 | 849597 |
| ACCOUNT1 | Strategy2 | SECURITY3 | December 9, 2018 | 530486 |
| ACCOUNT1 | Strategy2 | SECURITY3 | January 8, 2019 | 488887 |
| ACCOUNT1 | Strategy2 | SECURITY3 | February 7, 2019 | -453534 |
| ACCOUNT1 | Strategy2 | SECURITY3 | March 9, 2019 | -264494 |
| ACCOUNT1 | Strategy2 | SECURITY3 | April 8, 2019 | -502112 |
| ACCOUNT1 | Strategy2 | SECURITY3 | May 8, 2019 | -398307 |
| ACCOUNT1 | Strategy2 | SECURITY3 | June 7, 2019 | 608260 |
| ACCOUNT1 | Strategy2 | SECURITY3 | July 7, 2019 | -845415 |
| ACCOUNT1 | Strategy2 | SECURITY3 | August 6, 2019 | 804847 |
| ACCOUNT1 | Strategy2 | SECURITY3 | September 5, 2019 | -69595 |
| ACCOUNT2 | Strategy3 | SECURITY4 | September 10, 2018 | -355391 |
| ACCOUNT2 | Strategy3 | SECURITY4 | October 10, 2018 | 675576 |
| ACCOUNT2 | Strategy3 | SECURITY4 | November 9, 2018 | -200075 |
| ACCOUNT2 | Strategy3 | SECURITY4 | December 9, 2018 | 272159 |
| ACCOUNT2 | Strategy3 | SECURITY4 | January 8, 2019 | -620645 |
| ACCOUNT2 | Strategy3 | SECURITY4 | February 7, 2019 | -692889 |
| ACCOUNT2 | Strategy3 | SECURITY4 | March 9, 2019 | 37218 |
| ACCOUNT2 | Strategy3 | SECURITY4 | April 8, 2019 | -336373 |
| ACCOUNT2 | Strategy3 | SECURITY4 | May 8, 2019 | 826372 |
| ACCOUNT2 | Strategy3 | SECURITY4 | June 7, 2019 | 777408 |
| ACCOUNT2 | Strategy3 | SECURITY4 | July 7, 2019 | 51172 |
| ACCOUNT2 | Strategy3 | SECURITY4 | August 6, 2019 | -348389 |
| ACCOUNT2 | Strategy3 | SECURITY4 | September 5, 2019 | 251624 |
On all fields coming from the table, you get the option to show standard deviation. Check if that can Solve. Please find Screenshot. Matrix table has been used here, to enable drill as per need.
1 Reply
On all fields coming from the table, you get the option to show standard deviation. Check if that can Solve. Please find Screenshot. Matrix table has been used here, to enable drill as per need.