Before you can use benchmark relative processing to generate returns for a fund's benchmark, you perform several setup tasks. This section describes setup considerations specific to Retail Fund Performance. For general information about defining benchmark definitions and setting up fund to benchmark relationships, refer to Benchmark Management.
Store Benchmark Data
The benchmark relative processing for retail funds described in this section assumes that you store the benchmark's total unit price in the NAV table, the table where unitized products have their prices and distributions stored.
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You must use Eagle PACE to maintain benchmark assignments for funds. Because performance reports take entity history into account (by default), you must maintain the benchmark assignments on a historical basis. You can perform this task using the Portfolio Data Center, as described in Benchmark Management.
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If you are setting up benchmark assignments to backfill a fund's return history in order to report on volatility and SRRI, be aware that some specialized setup guidelines apply. For details, see Calculate the Volatility for Synthetic Risk Reward Indicator (SRRI). |
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You can assign a default value for the Process Across Changes check box that appears when you create an entity benchmark assignment. For details, see Benchmark Management.