Portfolio filters

Setting a portfolio filter

Managed funds

When constructing a portfolio an adviser can apply a portfolio filter across the Lipper classification categories. This will have the impact of ensuring the portfolio allocation generated will meet any min/max ranges.

Lipper global fund classification methodology

Direct stocks

If stocks are required during the portfolio construction process, advisers can overlay the following filters:

• Price to Earnings Ratio (TTM)
• Price to Sales (FY)
• Return on Assets (TTM)
• Return on Equity (TTM)
• Debt to Equity Ratio (MRQ)
• Current Ratio (MRQ)
• Quick Ratio (MRQ)
• Price to Book (MRQ)
• Price to Book (FY)
• Price to Free Cash Flow (TTM)
• 1-Year Beta
• 3-Month Performance
• 6-Month Performance
• Yearly Performance
• YTD Performance
• Volatility Week
• Volatility Month
• Relative Strength Index (14)
• Relative Strength Index (7)