PerformanceScenario

/FundsXML4/RegulatoryReportings/IndirectReporting/PRIIPS/PRIIPS_Report/EPT_BaseData/PerformanceScenario

Diagram

Documentation

Properties

Type: (anonymous)
Cardinality: 1
Namespace: xs = "http://www.w3.org/2001/XMLSchema"
vc = "http://www.w3.org/2007/XMLSchema-versioning"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level: 6

Child Elements & Attributes

Child elements and attributes of this element
Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../ReturnUnfavorable	PRIIPS_ReturnScenarioType	02010-02020-02030 Annual return of the portfolio, fund, share class corresponding to the unfavorable scenario.
/RegulatoryReportings/.../ReturnModerate	PRIIPS_ReturnScenarioType	02040-02050-02060 Return of the portfolio, fund, share class corresponding to the moderate scenario
/RegulatoryReportings/.../ReturnFavorable	PRIIPS_ReturnScenarioType	02070-02080-02090 Annual return of the portfolio, fund, share class corresponding to the favorable scenario
/RegulatoryReportings/.../ReturnStress	PRIIPS_ReturnScenarioType	02100-02110-02120 Annual return of the portfolio, fund, share class corresponding to the stress scenario
/RegulatoryReportings/.../NumberOfObservedReturn_M0	xs:decimal	02130-See PRIIPS regulation. Mandatory for PRIIPS cat equals to 2	915.50
/RegulatoryReportings/.../MeanObservedReturns_M1	xs:decimal	02140-See PRIIPS Regulation. M1. Mandatory for PRIIPS cat equals to 2	9.10
/RegulatoryReportings/.../ObservedSigma	xs:decimal	02150-See PRIIPS Regulation. Square root of M2. Mandatory for PRIIPS cat equals to 2	9.75
/RegulatoryReportings/.../ObservedSkewness	xs:decimal	02160-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2	813.95
/RegulatoryReportings/.../ObservedExcessKurtosis	xs:decimal	02170-See PRIIPS Regulation. Mandatory for PRIIPS cat equals to 2	495.64
/RegulatoryReportings/.../ObservedStressedVolatility	xs:decimal	02180-Volatility used to calculate stress scenario	461.96

Element Definition

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:vc="http://www.w3.org/2007/XMLSchema-versioning"
            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_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_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_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_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</xs:documentation>
            </xs:annotation>
         </xs:element>
      </xs:sequence>
   </xs:complexType>
</xs:element>