The Index Toolkit requires performance data to be available for each entity. You can use the Standard Performance Interface as a batch loader to populate performance data directly into the PERFORM tables. Official Total-level returns for each index should be loaded this way daily; these returns are reconciled to calculated returns.
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Database Column | Table | Required? | Purpose |
|---|---|---|---|
PSR_USER_FLOAT1 | PERF_SEC_RETURNS | N | Opening Market Value |
PSR_USER_FLOAT2 | PERF_SEC_RETURNS | N | Closing Market Value |
PSR_USER_FLOAT7 | PERF_SEC_RETURNS | Y | Gross investment base (opening weight) |
ABAL | PERF_SEC_RETURNS | Y | Average Balance (opening weight) for Custom Benchmark support |
PSR_USER_FLOAT8 | PERF_SEC_RETURNS | Y | Gross return |
PSR_USER_FLOAT32 | PERF_SEC_RETURNS | N | Local return |
PSR_USER_FLOAT50 | PERF_SEC_RETURNS | N | Net return |
PSR_USER_CHAR1 | PERF_SEC_RETURNS | N | Yield Curve ID, for FIA Attribution Sector inputs |
PSR_USER_FLOAT60 | PERF_SEC_RETURNS | N | Effective Yield, for FIA Attribution Sector inputs |
PSR_USER_FLOAT61 | PERF_SEC_RETURNS | N | Effective Duration, for FIA Attribution Sector inputs |
PSR_USER_FLOAT62 | PERF_SEC_RETURNS | N | Effective Convexity (Available for customized analyses) |
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