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Only the return field needs to be set for High Return, Low Return, Median Return, Equal Weighted Return or Equal Weighted Standard Deviation fields. See the following figure.

Return Maximum Return within CompositeImage Modified
High, Low, Mean, and Median Value fields can also be created to calculate, for example, the average portfolio Market Value or ABAL within a composite for the period. These fields can be used for non-return data that would be as-of a point in time and not require geometric linking. See the following figure.Return Average Portfolio Balance BOP or EOPImage Removed

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For Best and Worst Quartile/Decile/Percentile statistic calculations, set the Return field and the Percentile options as shown in the following figure.

Return Quartile Return for CompositeImage Modified

The field type can be set to return the Best or Worst quintile returns using the Preset options listed in the following table.

Option

Equates to

Result Best

Result Worst

1st Decile Return

10%

Top 10%

Bottom 10%

1st Quartile Return

25%

Top 25%

Bottom 25%

3rd Quartile Return

75%

Top 75%

Bottom 75%

9th Decile Return

90%

Top 90%

Bottom 90%

Median Return

Middle Return (50%)



You can also create custom Quartile, Decile, and Percentile fields where you set the percentile values.

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Map a return field and a Weight field to calculate the Best and Worst Quartile Dollar Dispersion. An example is shown in the following figure.Return Worst Quartile Dollar Dispersion for CompositeImage Removed

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Composite membership fields like the number of funds added or removed over the period can be added to the report. An example is shown in the following figure. Return Number of Portfolios Added to Composite Over the PeriodImage Removed

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