36 lines
1.6 KiB
Plaintext
36 lines
1.6 KiB
Plaintext
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CARMIGNAC — Broken Months Diagnostics
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(isin, month) pairs examined : 39874
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Broken (missing_pct > 5%) : 7545 (18.9%)
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Of which likely lag : 491
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Of which genuine gap : 7054
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Top 10 by missing_pct:
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date isin missing_flow missing_pct is_lag
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2021-10-31 LU1299301876 400.000 2.000000 False
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2019-07-31 LU0992625086 3940.000 1.995856 False
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2021-02-28 LU0992626563 -681.559 1.995325 False
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2019-01-31 FR0010148999 4595.753 1.994832 False
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2020-08-31 LU0992631217 14928.331 1.991141 False
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2020-11-30 LU1744630424 -35632.925 1.987345 False
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2020-02-29 LU0992626480 25812.484 1.985526 False
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2020-03-31 LU1299302098 930.648 1.982950 False
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2020-07-31 LU1966631001 240.957 1.980076 False
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2020-11-30 LU0807689822 -6181.993 1.972331 False
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Most affected months:
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n_broken total_missing
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date
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2019-12-31 123 2052282.985
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2021-09-30 113 1892096.272
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2020-12-31 107 652351.530
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2020-11-30 105 833084.202
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2021-01-31 104 784362.333
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Aggregate broken months : 85 (of which lags: 2)
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Max aggregate error stock : 3,057,936.2 shares (0.749% of total AUM)
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[Export] Broken months CSV → carmignac_broken_months.csv
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[Export] Error account (ISIN) → carmignac_error_account.csv
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[Export] Error account (agg) → carmignac_error_account_agg.csv
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[Export] HTML report → carmignac_diagnostics.html
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