Profit & Loss Report Guide

Profit & Loss Report Guide

What is Profit & Loss (P&L) Report ?

Profit & Loss (P&L) Report is a type of financial report that shows a clear picture of the total profit or loss incurred through his investments during a particular period.

 

Access your P&L report

1. [Profile] click

2. [Purhcased Strategies] Click

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3. [PnL report diagram] Click

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4. Once you click the icon, your selected strategy's PnL report will pop-up.

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Terminology of Settlement Distribution Payment Details

Shares (Units)

  • The total number of shares an investor carries at the birth of a strategy round.

NAV

  • Value per Shares at the end of the round

Valuation Amount

  • Value of an investment fund's assets at the end of the round.
  • Valuation Amount = Token Supply * Token Price

Distribution Rate

  • Percentage of amount returned to clients after the round closes.

Settlement Distribution

  • The actual amount of money that comes into your Coinvestor wallet after fees, management fees, and other expenses are deducted from the profits generated by the algorithmic strategy rounds
  • Settlement Distribution Amount = Net Profit - Operator Share Amount
    • Net Profit = Profit - Platform Fee
    • Profit = Valuation Amount - Principal
    • Operator Share Amount = Net Profit * Operator Share Rate (= Profit Share Rate)

 

Terminology of Risk & Volatility Measures

Alpha

Measures the difference between an investment's expected returns based on its beta and its actual returns. A positive alpha indicates the investment has performed better than its beta would predict. A negative alpha indicates an investment has underperformed, given the investment's beta.

 

Beta

Measures an investment's sensitivity to market movements. A beta greater than one indicates the investment is more volatile than the market. If beta is less than one, the investment is less risky than the market.

 

R2

Reflects the percentage of an investment's movements that are explained by movements in its benchmark index. A higher R2 indicates a more useful beta figure. A lower R2 (less than 70%) is less relevant to the investment's performance.

 

Standard Deviation 

Measures the range of an investment's performance. The greater the standard deviation, the greater the investment's volatility.

 

Sharpe Ratio

Indicates the reward per unit of risk by using standard deviation and excess return. The higher the Sharpe ratio, the better the investment's historical risk-adjusted performance

 

Maximum Drawdown

The peak-to-trough decline during a specific recorded period of an investment. It measures the largest percentage drawdown that has occurred in a certain time period.

 

Benchmark

A standard or measure that can be used to analyze the allocation, risk, and return of a given portfolio.

 

Risk Level

The risk level is measured on the basis of standard deviation (SD)

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* SD Range : Standard Deviation Range

Risk Level - Determined by the latest round's annualized standard deviation and updated after each round. (A lower level indicates a higher-risk)

 

[Caution]

  • The risk score doesn't tell you how volatile the strategy will be in the future.
  • A strategy with a Very Low risk rating can still lose money.