To create a blended benchmark:
- Create a new portfolio, choosing a 'model' type portfolio (i.e. the portfolio only has weights and no number of shares) and enter the benchmark name as the portfolio title.
- Enter the constituents of the benchmark and their weights. Note that index symbols start with '$'. We recommended that you use TR (total return) indexes.
- Select rebalancing: monthly.
The newly created benchmark is selectable in the 'Compare' option for backtest as well as in the PDF report.
Video tutorial: Blended benchmarks