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Asset classes and asset types

Asset classes and types are set up in Preference → Securities → Asset classes and types (see Asset classes and types in FA Back reference).

  1. Geographical allocation M49

    • Group code M49

    • Asset classes are based on continents (e.g. 002 Africa)

    • Asset types are based on countries (e.g. 012 Algeria)

  2. GICS (Global Industry Classification Standard)

    1. Sector and Industry Group

      • Group code GICSS

      • Asset classes are based on sectors (e.g. 10 Energy)

      • Asset types are based on industry groups (e.g. 1010 Energy)

    2. Industry and Sub-Industry

      • Group code GICSI

      • Asset classes are based on industries (e.g. 101010 Energy Equipment & Services)

      • Asset types are based on sub-industries (e.g. 10101010 Oil & Gas Drilling)

  3. Morningstar global category

    • Group code MGC

    • Asset classes are based on category groups (e.g. EQU Equity)

    • Asset types are based on categories (e.g. AFREQU Africa Equity)

  4. ISO10962 Classification of Financial Instruments

    • Group code ISO10962

    • Asset classes are based on categories (e.g. E Equity)

    • Asset types are based on groups (e.g. ES Common/ordinary shares)

  5. BICS Equity Hierarchy (2020 version of the hierarchy)

    • Group code BICSE2020

    • Asset classes are based on level 1 (e.g. "10: Communications")

    • Asset types are based on level 2 (e.g. "1010: Media")

  6. Currency exposure

    • Group code CURR

    • Asset classes and types are based on ISO 4217 (detailed here)

  7. Morningstar asset allocation

    • Group code MS_ASSETS

      • Asset class StockNet (STOCK)

        • Asset type StockNet (StockNet)

      • Asset class BondNet (BOND)

        • Asset type BondNet (BondNet)

      • Asset class ConvertibleNet (CONVERTIBLE)

        • Asset type ConvertibleNet (ConvertibleNet)

      • Asset class OtherNet (OTHER)

        • Asset type OtherNet (OtherNet)

      • Asset class CashNet (CASH)

        • Asset type CashNet (CashNet)

  8. Geographical allocation ISO 3166-1

    • Group code ISO3166

    • Asset classes are based on M49 continents (e.g. 002 Africa) since ISO 3166 doesn’t have its own division to geographical areas

    • Asset types are based on countries (e.g. DZ Algeria)

In addition to the asset groups, classes, and types, the installation packages also install related strategy limit definitions, which allow monitoring portfolios against strategies based on the given allocation.

In this section: