private AssetSuitability GetManagedFundAssetSuitability()
{
var table = new ManagedInvestmentSuitabilityParameters();
var f0Score = new MICurrentParameter();
SetF0Score_ManagedInvestment(table, f0Score);
f0Score.Total = f0Score.FiveYearTotalReturn + f0Score.FiveYearAlphaRatio + f0Score.FiveYearBeta +
f0Score.FiveYearInformationRatio
+ f0Score.FiveYearStandardDeviation + f0Score.FiveYearSkewnessRatio +
f0Score.FiveYearTrackingErrorRatio + f0Score.FiveYearSharpRatio
+ f0Score.GlobalCategory + f0Score.FundSize;
var f1Score = new MIForecastParameter();
SetF1Score_ManagedInvestment(table, f1Score);
f1Score.Total = f1Score.OneYearTotalReturn + f1Score.MorningStarAnalyst + f1Score.OneYearAlpha +
f1Score.OneYearBeta
+ f1Score.OneYearInformationRatio + f1Score.OneYearTrackingError +
f1Score.OneYearSharpRatio + f1Score.MaxManagementExpenseRatio
+ f1Score.PerformanceFee + f1Score.YearsSinceInception;
return new AssetSuitability
{
F1Parameters = f1Score,
SuitabilityRating = GetRatingScore(f1Score.Total + f0Score.Total),
F0Parameters = f0Score,
TotalScore = f1Score.Total + f0Score.Total
};
}
private void SetCurrentBetaFiveYearScore_MI(ManagedInvestmentSuitabilityParameters table,
MICurrentParameter f0Score)
{
if (F0Ratios.BetaFiveYears <= table.Mif0Parameters.Defensive.FiveYearBeta)
{
f0Score.FiveYearBeta = table.Mif0Parameters.Defensive.ScoreRanking;
}
else if (F0Ratios.BetaFiveYears <= table.Mif0Parameters.Conservative.FiveYearBeta)
{
f0Score.FiveYearBeta = table.Mif0Parameters.Conservative.ScoreRanking;
}
else if (F0Ratios.BetaFiveYears <= table.Mif0Parameters.Balance.FiveYearBeta)
{
f0Score.FiveYearBeta = table.Mif0Parameters.Balance.ScoreRanking;
}
else if (F0Ratios.BetaFiveYears <= table.Mif0Parameters.Assertive.FiveYearBeta)
{
f0Score.FiveYearBeta = table.Mif0Parameters.Assertive.ScoreRanking;
}
else
{
f0Score.FiveYearBeta = table.Mif0Parameters.Aggressive.ScoreRanking;
}
}
private void SetForecastYearSinceInceptionScore_MI(ManagedInvestmentSuitabilityParameters table,
MIForecastParameter f1Score)
{
var yearsSinceInception = F1Recommendation.YearsSinceInception;
if (yearsSinceInception.HasValue)
{
if (yearsSinceInception.Value >= table.Mif1Parameters.Defensive.YearsSinceInception)
{
f1Score.YearsSinceInception = table.Mif1Parameters.Defensive.ScoreRanking;
}
else if (yearsSinceInception.Value >= table.Mif1Parameters.Conservative.YearsSinceInception)
{
f1Score.YearsSinceInception = table.Mif1Parameters.Conservative.ScoreRanking;
}
else if (yearsSinceInception.Value >= table.Mif1Parameters.Balance.YearsSinceInception)
{
f1Score.YearsSinceInception = table.Mif1Parameters.Balance.ScoreRanking;
}
else if (yearsSinceInception.Value >= table.Mif1Parameters.Assertive.YearsSinceInception)
{
f1Score.YearsSinceInception = table.Mif1Parameters.Assertive.ScoreRanking;
}
else
{
f1Score.YearsSinceInception = table.Mif1Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception(
"Years since inception for forecast recommendation is not populated for current asset, which is of type managed fund.");
}
}
private void SetForecastPerformanceFeeScore_MI(ManagedInvestmentSuitabilityParameters table,
MIForecastParameter f1Score)
{
var performanceFee = F1Recommendation.PerformanceFee;
if (performanceFee.HasValue)
{
if (performanceFee.Value <= table.Mif1Parameters.Defensive.PerformanceFee)
{
f1Score.PerformanceFee = table.Mif1Parameters.Defensive.ScoreRanking;
}
else if (performanceFee.Value <= table.Mif1Parameters.Conservative.PerformanceFee)
{
f1Score.PerformanceFee = table.Mif1Parameters.Conservative.ScoreRanking;
}
else if (performanceFee.Value <= table.Mif1Parameters.Balance.PerformanceFee)
{
f1Score.PerformanceFee = table.Mif1Parameters.Balance.ScoreRanking;
}
else if (performanceFee.Value <= table.Mif1Parameters.Assertive.PerformanceFee)
{
f1Score.PerformanceFee = table.Mif1Parameters.Assertive.ScoreRanking;
}
else
{
f1Score.PerformanceFee = table.Mif1Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception(
"Performance fee for forecast recommendation is not populated for current asset, which is of type managed fund.");
}
}
private void SetForecastOneYearTrackingErrorScore_MI(ManagedInvestmentSuitabilityParameters table,
MIForecastParameter f1Score)
{
var oneYearTrackingError = F1Recommendation.OneYearTrackingError;
if (oneYearTrackingError.HasValue)
{
if (oneYearTrackingError.Value >= table.Mif1Parameters.Defensive.OneYearTrackingError)
{
f1Score.OneYearTrackingError = table.Mif1Parameters.Defensive.ScoreRanking;
}
else if (oneYearTrackingError.Value >= table.Mif1Parameters.Conservative.OneYearTrackingError)
{
f1Score.OneYearTrackingError = table.Mif1Parameters.Conservative.ScoreRanking;
}
else if (oneYearTrackingError.Value >= table.Mif1Parameters.Balance.OneYearTrackingError)
{
f1Score.OneYearTrackingError = table.Mif1Parameters.Balance.ScoreRanking;
}
else if (oneYearTrackingError.Value >= table.Mif1Parameters.Assertive.OneYearTrackingError)
{
f1Score.OneYearTrackingError = table.Mif1Parameters.Assertive.ScoreRanking;
}
else
{
f1Score.OneYearTrackingError = table.Mif1Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception(
"One Year tracking error for forecast recommendation is not populated for current asset, which is of type managed fund.");
}
}
private void SetForecastMorningstarAnalystScore_MI(MIForecastParameter f1Score,
ManagedInvestmentSuitabilityParameters table)
{
if (F1Recommendation.MorningStarAnalyst == MorningStarAnalyst.Gold)
{
f1Score.MorningStarAnalyst = table.Mif1Parameters.Defensive.ScoreRanking;
}
else if (F1Recommendation.MorningStarAnalyst == MorningStarAnalyst.Silver)
{
f1Score.MorningStarAnalyst = table.Mif1Parameters.Conservative.ScoreRanking;
}
else if (F1Recommendation.MorningStarAnalyst == MorningStarAnalyst.Bronze)
{
f1Score.MorningStarAnalyst = table.Mif1Parameters.Balance.ScoreRanking;
}
else if (F1Recommendation.MorningStarAnalyst == MorningStarAnalyst.Neutral)
{
f1Score.MorningStarAnalyst = table.Mif1Parameters.Assertive.ScoreRanking;
}
else if (F1Recommendation.MorningStarAnalyst == MorningStarAnalyst.Negative)
{
f1Score.MorningStarAnalyst = table.Mif1Parameters.Aggressive.ScoreRanking;
}
else
{
f1Score.MorningStarAnalyst = table.Mif1Parameters.Aggressive.ScoreRanking*20;
}
}
private void SetForecastMaxManagementExpenseRatioScore_MI(ManagedInvestmentSuitabilityParameters table,
MIForecastParameter f1Score)
{
var maxManagementExpenseRatio = F1Recommendation.MaxManagementExpenseRatio;
if (maxManagementExpenseRatio.HasValue)
{
if (maxManagementExpenseRatio.Value <= table.Mif1Parameters.Defensive.MaxManagementExpenseRatio)
{
f1Score.MaxManagementExpenseRatio = table.Mif1Parameters.Defensive.ScoreRanking;
}
else if (maxManagementExpenseRatio.Value <=
table.Mif1Parameters.Conservative.MaxManagementExpenseRatio)
{
f1Score.MaxManagementExpenseRatio = table.Mif1Parameters.Conservative.ScoreRanking;
}
else if (maxManagementExpenseRatio.Value <= table.Mif1Parameters.Balance.MaxManagementExpenseRatio)
{
f1Score.MaxManagementExpenseRatio = table.Mif1Parameters.Balance.ScoreRanking;
}
else if (maxManagementExpenseRatio.Value <= table.Mif1Parameters.Assertive.MaxManagementExpenseRatio)
{
f1Score.MaxManagementExpenseRatio = table.Mif1Parameters.Assertive.ScoreRanking;
}
else
{
f1Score.MaxManagementExpenseRatio = table.Mif1Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception(
"Max management expense ratio for forecast recommendation is not populated for current asset, which is of type managed fund.");
}
}
private void SetF1Score_ManagedInvestment(ManagedInvestmentSuitabilityParameters table,
MIForecastParameter f1Score)
{
SetForecastOneYearReturnScore_MI(table, f1Score);
SetForecastMorningstarAnalystScore_MI(f1Score, table);
SetForecastOneYearAlphaScore_MI(table, f1Score);
SetForecastOneYearBetaScore_MI(table, f1Score);
SetForecastOneYearInformationScore_MI(table, f1Score);
SetForecastOneYearTrackingErrorScore_MI(table, f1Score);
SetForecastOneYearSharpRatioScore_MI(table, f1Score);
SetForecastMaxManagementExpenseRatioScore_MI(table, f1Score);
SetForecastPerformanceFeeScore_MI(table, f1Score);
SetForecastYearSinceInceptionScore_MI(table, f1Score);
}
private void SetF0Score_ManagedInvestment(ManagedInvestmentSuitabilityParameters table,
MICurrentParameter f0Score)
{
SetCurrentFiveYearReturnScore_MI(table, f0Score);
SetCurrentFiveYearAlphaRatioScore_MI(table, f0Score);
SetCurrentBetaFiveYearScore_MI(table, f0Score);
SetCurrentFiveYearAlphaRatio_MI(table, f0Score);
SetCurrentFiveYearInfomrationScore_MI(table, f0Score);
SetCurrentFiveYearStandardDeviationScore_MI(table, f0Score);
SetCurrentFiveYearSkewnessRatioScore_MI(table, f0Score);
SetCurrentFiveYearTrackingErrorRatioScore_MI(table, f0Score);
SetCurrentFiveYearSharpRatioScore_MI(table, f0Score);
SetCurrentGlobalCategoryScore_MI(table, f0Score);
SetCurrentFundsizeScore_MI(table, f0Score);
}
private void SetCurrentGlobalCategoryScore_MI(ManagedInvestmentSuitabilityParameters table,
MICurrentParameter f0Score)
{
var globalCategory = F0Ratios.GlobalCategory;
if (globalCategory.HasValue)
{
if (globalCategory.Value >= table.Mif0Parameters.Defensive.GlobalCategory)
{
f0Score.GlobalCategory = table.Mif0Parameters.Defensive.ScoreRanking;
}
else if (globalCategory.Value >= table.Mif0Parameters.Conservative.GlobalCategory)
{
f0Score.GlobalCategory = table.Mif0Parameters.Conservative.ScoreRanking;
}
else if (globalCategory.Value >= table.Mif0Parameters.Balance.GlobalCategory)
{
f0Score.GlobalCategory = table.Mif0Parameters.Balance.ScoreRanking;
}
else if (globalCategory.Value >= table.Mif0Parameters.Assertive.GlobalCategory)
{
f0Score.GlobalCategory = table.Mif0Parameters.Assertive.ScoreRanking;
}
else
{
f0Score.GlobalCategory = table.Mif0Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception("Global Category is not populated for current asset, which is of type managed fund");
}
}
private void SetCurrentFundsizeScore_MI(ManagedInvestmentSuitabilityParameters table, MICurrentParameter f0Score)
{
var fundSize = F0Ratios.FundSize;
if (fundSize.HasValue)
{
if (fundSize.Value >= table.Mif0Parameters.Defensive.FundSize)
{
f0Score.FundSize = table.Mif0Parameters.Defensive.ScoreRanking;
}
else if (fundSize.Value >= table.Mif0Parameters.Conservative.FundSize)
{
f0Score.FundSize = table.Mif0Parameters.Conservative.ScoreRanking;
}
else if (fundSize.Value >= table.Mif0Parameters.Balance.FundSize)
{
f0Score.FundSize = table.Mif0Parameters.Balance.ScoreRanking;
}
else if (fundSize.Value >= table.Mif0Parameters.Assertive.FundSize)
{
f0Score.FundSize = table.Mif0Parameters.Assertive.ScoreRanking;
}
else
{
f0Score.FundSize = table.Mif0Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception("Fund Size is not populated for current asset, which is of type managed fund");
}
}
private void SetCurrentFiveYearTrackingErrorRatioScore_MI(ManagedInvestmentSuitabilityParameters table,
MICurrentParameter f0Score)
{
var fiveYearTrackingErrorRatio = F0Ratios.FiveYearTrackingErrorRatio;
if (fiveYearTrackingErrorRatio.HasValue)
{
if (fiveYearTrackingErrorRatio.Value >= table.Mif0Parameters.Defensive.FiveYearTrackingErrorRatio)
{
f0Score.FiveYearTrackingErrorRatio = table.Mif0Parameters.Defensive.ScoreRanking;
}
else if (fiveYearTrackingErrorRatio.Value >=
table.Mif0Parameters.Conservative.FiveYearTrackingErrorRatio)
{
f0Score.FiveYearTrackingErrorRatio = table.Mif0Parameters.Conservative.ScoreRanking;
}
else if (fiveYearTrackingErrorRatio.Value >= table.Mif0Parameters.Balance.FiveYearTrackingErrorRatio)
{
f0Score.FiveYearTrackingErrorRatio = table.Mif0Parameters.Balance.ScoreRanking;
}
else if (fiveYearTrackingErrorRatio.Value >=
table.Mif0Parameters.Assertive.FiveYearTrackingErrorRatio)
{
f0Score.FiveYearTrackingErrorRatio = table.Mif1Parameters.Assertive.ScoreRanking;
}
else
{
f0Score.FiveYearTrackingErrorRatio = table.Mif0Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception(
"Five year tracking error ratio is not populated for current asset, which is of type managed fund");
}
}
private void SetCurrentFiveYearStandardDeviationScore_MI(ManagedInvestmentSuitabilityParameters table,
MICurrentParameter f0Score)
{
var fiveYearStandardDeviation = F0Ratios.FiveYearStandardDeviation;
if (fiveYearStandardDeviation.HasValue)
{
if (fiveYearStandardDeviation.Value >= table.Mif0Parameters.Defensive.FiveYearStandardDeviation)
{
f0Score.FiveYearStandardDeviation = table.Mif0Parameters.Defensive.ScoreRanking;
}
else if (fiveYearStandardDeviation.Value >=
table.Mif0Parameters.Conservative.FiveYearStandardDeviation)
{
f0Score.FiveYearStandardDeviation = table.Mif0Parameters.Conservative.ScoreRanking;
}
else if (fiveYearStandardDeviation.Value >= table.Mif0Parameters.Balance.FiveYearStandardDeviation)
{
f0Score.FiveYearStandardDeviation = table.Mif0Parameters.Balance.ScoreRanking;
}
else if (fiveYearStandardDeviation.Value >= table.Mif0Parameters.Assertive.FiveYearStandardDeviation)
{
f0Score.FiveYearStandardDeviation = table.Mif0Parameters.Assertive.ScoreRanking;
}
else
{
f0Score.FiveYearStandardDeviation = table.Mif0Parameters.Aggressive.ScoreRanking;
}
}
else
{
throw new Exception(
"Five year standard deviation is not populated for current asset, which is of type managed fund");
}
}
private void SetCurrentFiveYearReturnScore_MI(ManagedInvestmentSuitabilityParameters table,
MICurrentParameter f0Score)
{
if (F0Ratios.FiveYearReturn >= table.Mif0Parameters.Defensive.FiveYearTotalReturn)
{
f0Score.FiveYearTotalReturn = table.Mif0Parameters.Defensive.ScoreRanking;
}
else if (F0Ratios.FiveYearReturn >= table.Mif0Parameters.Conservative.FiveYearTotalReturn)
{
f0Score.FiveYearTotalReturn = table.Mif0Parameters.Conservative.ScoreRanking;
}
else if (F0Ratios.FiveYearReturn >= table.Mif0Parameters.Balance.FiveYearTotalReturn)
{
f0Score.FiveYearTotalReturn = table.Mif0Parameters.Balance.ScoreRanking;
}
else if (F0Ratios.FiveYearReturn >= table.Mif0Parameters.Assertive.FiveYearTotalReturn)
{
f0Score.FiveYearTotalReturn = table.Mif0Parameters.Assertive.ScoreRanking;
}
else
{
f0Score.FiveYearTotalReturn = table.Mif0Parameters.Aggressive.ScoreRanking;
}
}
