Inputs/Outputs | Effect Name |
|---|
Inputs |
|
Fund Returns | Base Net Return Fund
Base Return Fund
Local Return Fund
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data. |
Index Returns | Base Return Index
Local Return Index
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data. |
Weights | Base Weight Fund
Base Weight Index |
Outputs |
|
Fund Returns | Base Return Fund
Cross Product Return Fund
Currency Return Fund
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data. |
Fund Contributions | Base Contribution Fund
Base Net Contribution Fund
Cross Product Contribution Fund
Currency Contribution Fund
Local Contribution Fund |
Index Returns | Base Return Index
Cross Product Return Index
Currency Return Index
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data. |
Index Contributions | Base Contribution Index
Cross Product Contribution Index
Currency Contribution Index
Local Contribution Index |
Relative Returns | Base Return Difference
Base Return Fund In-Out Difference
Base Return Index In-Out Difference
Cross Product Return Difference
Currency Return Difference
Local Return Difference
See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund In-Out Difference and Base Return Index In-Out Difference to identify inconsistencies in performance data. |
Attribution Effects | Allocation
Allocation Interaction
Cross Product Effect
Currency Effect
Interaction
Local Total Attributed (does not apply to Carino/Menchero analyses; applies to Geometric Attribution Method analyses)
Selection
Selection Interaction
BF Residual
Total Attributed
NOTE: These options display the effects before the smoothing algorithm is applied. |
Smoothed Attribution Effects | Smoothed Allocation
Smoothed Allocation Interaction
Smoothed Cross Product Effect
Smoothed Currency Effect
Smoothed Fund Base Contribution
Smoothed Index Base Contribution
Smoothed Interaction
Smoothed Local Total Attributed (does not apply to Carino/Menchero analyses; applies to Geometric Attribution Method analyses)
Smoothed Selection
Smoothed Selection Interaction
Smoothed BF Residual
Smoothed Total Attributed
Smoothed fund Net Contribution
Smoothed Model Fee Effect NOTE: These options display the effects before the smoothing algorithm is applied.
|
Weights | Average Base Weight Difference
Average Base Weight Fund
Average Base Weight Index
Base Weight Difference |
