beancount-portfolio-allocation 0.3.0

Description:

beancountportfolioallocation 0.3.0

beancount_portfolio_allocation
Reports on portfolio asset allocations in beancount. Useful for risk analysis
and for rebalancing purposes.


Installation
From source
$ python3 setup.py install

PIP
$ pip install beancount_portfolio_allocation

Usage
usage: Report on portfolio asset classes allocation vs targets.
[-h] --portfolio PORTFOLIO bean

positional arguments:
bean Path to the beancount file.

optional arguments:
-h, --help show this help message and exit
--portfolio PORTFOLIO
Name of portfolio to report on

Example
$ bean-portfolio-allocation-report ledger.beancount --portfolio pension
CASH
====
Subclass Market Value Percentage Target % Difference
---------- -------------- ------------ ---------- ------------
cash 380.00 19.00 0.00 -380.00


EQUITY
======
Subclass Market Value Percentage Target % Difference
---------- -------------- ------------ ---------- ------------
ca-stock 700.00 35.00 30.00 -100.00
us-stock 600.00 30.00 30.00 0.00


FIXED
=====
Subclass Market Value Percentage Target % Difference
---------- -------------- ------------ ---------- ------------
ca-bond 320.00 16.00 40.00 480.00

Prerequisites
Before running this tool, your beancount files will need some additional
metadata to help it do its job.
Commodities
All the commodities/currency you want to track will need to have the
asset-class and asset-subclass metadata strings filled in. The actual
values are up to you. Here are some examples:
1867-01-01 commodity CAD
asset-class: "cash"
asset-subclass: "cash"

1986-03-13 commodity MSFT
asset-class: "equity"
asset-subclass: "us-stock"

1977-01-03 commodity AAPL
asset-class: "equity"
asset-subclass: "us-stock"

2007-04-04 commodity VAB
asset-class: "fixed-income"
asset-subclass: "ca-bond"

You will also need valid price directives for all commodities held at cost and
at least one 'operating_currency' option defined. The values in the report will
all be converted to the first 'operating_currency' defined. A future version
will offer a way to specify the currency to use for reporting.
Accounts
Accounts need to be part of a specific portfolio to track. Only one portfolio
is supported by account, but you can have multiple portfolios over multiple
accounts:
2000-01-01 open Assets:CA:Employer:PensionPlan
portfolio: "pension"

2000-01-01 open Assets:CA:Questrade:RRSP
portfolio: "pension"

2000-01-01 open Assets:CA:Questrade:Trading
portfolio: "day-trading"

Cash Based Accounts
It is possible to specify asset-class and asset-subclasse or accounts that
are reported as a cash-value, but are backed by specific asset classes.
This is use in particular for managed retirement accounts.
2000-01-01 open Assets:CA:Employer:PensionPlan
portfolio: "pension"
asset-class: "fixed-income"
asset-subclass: "ca-bond"

Target allocations
You can currently define your target allocation percentages for different asset
subclasses in a portfolio using custom directives. There can currently be only
one directive for the same portfolio and asset subclass. Missing allocation
targets will be assumed to be 0%. An example 60/40 portfolio target might look
like this (NOT a financial advice):
2018-06-14 custom "allocation" "pension" "ca-stock" 30
2018-06-14 custom "allocation" "pension" "us-stock" 30
2018-06-14 custom "allocation" "pension" "ca-bond" 40