PerformanceScenario
/FundsXML4/RegulatoryReportings/IndirectReporting/PRIIPS_V20/EPTV2/PerformanceScenario
Diagram
Documentation
02
Properties
- Type
- (anonymous)
- Cardinality
- 1
- Namespace
- xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#" - Level
- 5
- Sample Data
Child Elements & Attributes
| Name (XPath) | Type | Documentation | Sample Data |
|---|---|---|---|
| PRIIPS_V2_ReturnScenarioType | 02010-02020-02030 Annual return of the portfolio, fund, share class corresponding to the unfavorable scenario. |
||
| PRIIPS_V2_ReturnScenarioType | 02040-02050-02060 Return of the portfolio, fund, share class corresponding to the moderate scenario |
||
| PRIIPS_V2_ReturnScenarioType | 02070-02080-02090 Annual return of the portfolio, fund, share class corresponding to the favorable scenario |
||
| PRIIPS_V2_ReturnScenarioType | 02100-02110-02120 Annual return of the portfolio, fund, share class corresponding to the stress scenario |
||
| xs:decimal | 02130-See PRIIPS regulation. |
803.35 | |
| xs:decimal | 02140-See PRIIPS Regulation. |
725.47 | |
| xs:decimal | 02150-See PRIIPS Regulation. Square root of M2. Mandatory for PRIIPS cat equals to 2 |
726.80 | |
| xs:decimal | 02160-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2 |
445.48 | |
| xs:decimal | 02170-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2 |
324.34 | |
| xs:decimal | 02180-Volatility used to calculate stress scenario |
103.45 | |
| YesNoType | 02185-Does this product fulfil conditions sets in Annex VIII number 1 a and b YES or NO |
YES | |
| xs:anyURI | 02190 - link to the past performance of the fund |
||
| xs:anyURI | 02200 - Link to the previous calculations |
||
| xs:decimal | 02210 - Number of years for which past performance is presented |
9.75 | |
| xs:int | 02220 - invested amount if the currency of the PRIIP is not EUR as shown in the performance scenarios. |
4800 |
Element Definition
Element Definition
<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
xmlns:xs="http://www.w3.org/2001/XMLSchema"
name="PerformanceScenario">
<xs:annotation>
<xs:documentation>02</xs:documentation>
</xs:annotation>
<xs:complexType>
<xs:sequence>
<xs:element name="ReturnUnfavorable" type="PRIIPS_V2_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02010-02020-02030 Annual return of the portfolio, fund, share class corresponding to the unfavorable scenario.</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ReturnModerate" type="PRIIPS_V2_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02040-02050-02060 Return of the portfolio, fund, share class corresponding to the moderate scenario</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ReturnFavorable" type="PRIIPS_V2_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02070-02080-02090 Annual return of the portfolio, fund, share class corresponding to the favorable scenario</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="ReturnStress" type="PRIIPS_V2_ReturnScenarioType">
<xs:annotation>
<xs:documentation>02100-02110-02120 Annual return of the portfolio, fund, share class corresponding to the stress scenario</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="NumberOfObservedReturn_M0" type="xs:decimal">
<xs:annotation>
<xs:documentation>02130-See PRIIPS regulation.
Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="MeanObservedReturns_M1" type="xs:decimal">
<xs:annotation>
<xs:documentation>02140-See PRIIPS Regulation.
M1. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedSigma" type="xs:decimal">
<xs:annotation>
<xs:documentation>02150-See PRIIPS Regulation. Square root of M2. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedSkewness" type="xs:decimal">
<xs:annotation>
<xs:documentation>02160-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedExcessKurtosis" type="xs:decimal">
<xs:annotation>
<xs:documentation>02170-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="ObservedStressedVolatility" type="xs:decimal">
<xs:annotation>
<xs:documentation>02180-Volatility used to calculate stress scenario
stressed volatility applied for stress scenario calculations for >1y</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element name="PortfolioPastPerformanceDisclosureRequired" type="YesNoType">
<xs:annotation>
<xs:documentation>02185-Does this product fulfil conditions sets in Annex VIII number 1 a and b</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="PastPerformanceLink" type="xs:anyURI">
<xs:annotation>
<xs:documentation>02190 - link to the past performance of the fund</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0"
name="PreviousPerformanceScenariosCalculationLink"
type="xs:anyURI">
<xs:annotation>
<xs:documentation>02200 - Link to the previous calculations</xs:documentation>
</xs:annotation>
</xs:element>
<xs:element minOccurs="0" name="PastPerformanceNumberOfYears">
<xs:annotation>
<xs:documentation>02210 - Number of years for which past performance is presented</xs:documentation>
</xs:annotation>
<xs:simpleType>
<xs:restriction base="xs:decimal">
<xs:minInclusive value="0"/>
<xs:maxInclusive value="10"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element minOccurs="0" name="InvestedAmountOtherCurrency" type="xs:int">
<xs:annotation>
<xs:documentation>02220 - invested amount if the currency of the PRIIP is not EUR as shown in the performance scenarios.
Mandatory if the share class in 00060_Share_Class_Currency is not in EUR. </xs:documentation>
</xs:annotation>
</xs:element>
</xs:sequence>
</xs:complexType>
</xs:element>