Core Portfolios – Con/Mod/Agg Risk – Data (Return, Volatility, MaxDD, Other) on portfolio pages are way different that when you rebuild in QT > Consolidated Allocations.
QT Data (Returns) vs QT > Consolidated Allocations Data (Returns) vs Portfolio/Strategy Page (Returns) – I understand the data on the Portfolio/Strategy pages is rounded. The Returns on the QT vs QT > Consolidated Allocations can be off by as much 1/2 to 1 full percentage. Even when you match time frames.
Also, the date (at the top) of the Portfolio/Strategy Pages seldom changes. It use to change every day as you updated the data. Now the data on the page will update but the date at the top of the page randomly changes.
Need to be able to trust the data so investment decisions can be made.
QT and QT Consolidated Allocations should not be off by more than 0.1, correct?
Portfolio/Strategy Pages should round from QT data and be close, correct?