# Financial Metrics Dashboards

## Asset Allocation

### Fully configurable Asset Classification

Users can choose to classify asset classes, sub-asset classes, geography as they wish

### Geographical Asset Allocation

## Performance and Total Return

### Time Weighted Returns (TWR)

The time-weighted return (TWR) multiplies the returns for each sub-period or holding-period, which links them together showing how the returns are compounded over time.

The time-weighted return (TWR) helps eliminate the distorting effects on growth rates created by inflows and outflows of money.

Time Weighted Returns are calculated in the following methods

- TWR on Networth (i.e. Leveraged Returns)
- TWR on Non Cash Assets (i.e. ignores the funding cost of the strategy)
- TWR on Cash Deployed
- Unleveraged TWR

### Internal Rate of Return (IRR)

IRR, the performance metric of choice in the PE industry, represents the discount rate that renders the net present value (NPV) of a series of investments zero. IRR reflects the performance of a private equity fund by taking into account the size and timing of its cash flows (capital calls and distributions) and its net asset value at the time of the calculation.

### Total Return (including Coupons/Dividends)

Calculated daily, can be reported on any time frequency like daily, monthly, quarterly etc

### Realized and Unrealized Gains/Loss

Canopy uses Average Cost method to calculate Realized and Unrealized Gain/Loss. Detailed calculations are available

## Risk

### Mark to Market Risk

Fx and Price mark to market risk in your account can be visualized in multiple ways

### Value at Risk

Actual daily p&l volatility of the particular strategy is calculated. VaR is then estimated using a 95% confidence level and a normal distribution assumption

### Volatilty, Sharpe/Sortino Ratio

## Attribution

### Attribution Heatmaps

Showing amount of profit and Sharpe Ratio (i.e. how much money was made and how well you made it) in one chart

## Attribution Deep Dive

Slice and dice the cause of your p&l in unlimited ways, down to each individual transaction

## Fund Look Through

Both Level 1 and Level 2 are possible

Updated 6 months ago