Fund Data Converter
Open the converter
OFEP060200 – EPT Annualized Volatility
Average annualized daily volatility of the fund or portfolio over the last 5 years. To be filled if OFEP000080 EPT Data Reporting Additional Requirements German MOPs is "yes".
The data point is an average over five years of annual volatilities. 1) as a first step, for the last five years annualised daily volatility calculated on a 250 days convention per year. For funds with weekly valuation it should be the weekly annualized volatility (52 weeks annualised volatility) 2) as a second step, average over the five values in step 1 is calculated. When the historical data are not available, an appropriate proxy or benchmark should be used.
//This field was introduced by the European Working Group with their PRIIPs Data Dictionary Template (EPT) and declared mandatory for the German market (PIA model). The correspondent PRIIP field within the PRIIPS Data Dictionary Template (EPT) is: EPT: 06020_Annualized_Return_Volatility//
| Property | Value |
|---|---|
| OF-ID | OFEP060200 |
| Name | EPT Annualized Volatility |
| Area | European PRIIPs Template (EPT) |
| Level | Share Class |
| Format | Decimal number |
| Tags | EPT |
| Introduced in | openfunds 1.26 |
| FinDatEx EPT field | 06020_Annualized_Return_Volatility |
Values
Decimal figure, rounded to maximal 7 digits after the decimal point.
Example
0.06878 (instead of 6.878%)
FundsXML 4 mapping
FundsXML EPT block:
RegulatoryReportings/…/EPTV2/CountrySpecificData/DE/Characteristics/AnnualizedReturnVolatility
The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.
← OFEP060100 · All openfunds fields · OFEP060300 →