OLAP Reports: Monthly Calculation
Monthly from Daily Performance Calculation Report
Monthly from Daily reports are built on committed daily frequency performance data and are configured to use only performance data. They do not query the holdings or cash activity tables. This is configured by using a different source rule on the monthly report profiles than on the daily report profiles.
This source rule is set by using a Source Rule Override on each Monthly Calculation Report profile. This source rule defines a source only for Performance. The Performance Calculation report sees this source rule and then uses a Performance Only mode to query only performance data. This avoids complications that may arise from irrelevant position and cash data. The following figure provides an example of the source rule.
For more information on the Performance Only mode, see Calculating Monthly Returns from Daily Returns in Performance Calculation.
These Monthly frequency reports use the Field Rule Override for a Monthly from Daily field rule in order to apply the necessary Month to Date fields rather than the Daily Calculation Report’s fields.
These reports link daily committed returns to create monthly frequency returns. Like the daily return report the returns are committed and passed on to the Commit Journal with any messages from failed return checks.
The Monthly from Daily Performance Calculation Report uses the same report rules as the Daily Return Calculation Report and commits monthly frequency performance. There is one Daily to Monthly Calculation report for each performance model in the Performance Toolkit.
SCF Performance Calculation Report
The Toolkit provides an SCF monthly frequency report for each performance model using the same report rules as the Daily and Daily to Monthly Performance Calculation reports. As with the Daily to Monthly reports, a field rule override is used for the SCF Modified Dietz return calculation and other monthly fields. The Toolkit SCF cash flow threshold is set to 10% of the beginning market value.
OLAP Reports: Verification
Performance Analysis Reports for Daily Commit Verification
The Toolkit comes with Performance Analysis reports to verify the data committed by each daily performance return calculation for each performance model. The daily frequency verification reports display all the data committed to the PERFORM database for the selected entity and effective date.
Performance Analysis Reports for Monthly Commit Verification
The Toolkit comes with a Performance Analysis report to verify the data committed by each monthly performance return calculation report for each performance model. The daily frequency verification reports display all the data committed to the PERFORM database for the selected entity and effective date.
Query Tool: Verification
Performance Query Tool Views for Daily Frequency Performance
The Performance Toolkit provides daily frequency Query Tool views for each performance model. Using view type 4, the views allow a time-series review of daily returns and performance data for the current month to date for the entity selected.
Performance Query Tool Views for Monthly Frequency Performance
The Performance Toolkit provides monthly frequency Query Tool views for each performance model. Using view type 4, the views allow a time-series review of monthly returns and performance data for the current year to date for the entity selected.
MPC Rules
There are Multiperiod Performance Calculator (MPC) rules built for calculating unit values for both daily frequency returns and monthly frequency returns for the total level model.
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