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Select a performance model, also known as the performance dictionary. See the following figure. Performance models are created either when you calculate returns in Eagle Performance or via an uploader. The performance model represents the grouping structure of the performance data, such as Fund/Country/Sector or Fund/Coupon Range. If fund and benchmark returns are stored in different models, the default dictionary functionality can retrieve the benchmark returns from a different model.
Frequency
Select the frequency of the single-period returns being queried by select a value from the Frequency list. Options include:
- Annual
- Daily
- Monthly
- Quarterly
- Weekly
- Subperiod (for subperiod returns generated by Significant Cash Flow processing)
Performance Model Level
The Performance Model Levels Selection dialog box displays all the nodes of the Performance model chosen and allows you to choose any combination of nodes that you wish for the query to extract. To include other nodes, for example, Investment Type, select the corresponding Selection check box. The Performance Model Detail button allows you to choose specific levels within the chosen nodes. For example, you can select the Equity returns only within this Entity/Investment Type model.
Entities
Select the default entities for the report. The analyst can be given the ability to override and select their own entities.
Query Date Range
Specify the dates you want used to retrieve the overall time series data from the database.
By default, the query returns the fields requested from the fund inception date to the current date. You can accept or override this default. You can override the default dates in several ways. The following table describes the options in the Date Range Selection dialog box.