A custom blended benchmark consists of underlying source entities based on weights, rates of return, and entity assignments at node levels
The process for defining custom benchmark structures and generating the performance data, returns, and weights is generally the same across all types of custom benchmarks. The custom structures that you can define and the source data required to build the custom benchmark data can differ depending on the custom benchmark type. The sections that follow provide detailed definitions and methodologies of the types of custom benchmarks and the data required to build each of them.
This section describes the Build Security Level feature available for entity Custom Index Attributes of Blended Weighted ,Floating Weight, Floating Aggregate and Currency conversion custom benchmarks.
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The custom benchmark builder can build both segment and security level returns for a custom benchmark. Both the segment and security levels created for each entity build are dependent upon the source data. The entity build uses whatever source data is available in the database for the indicated source entities to create the blend.
The The build security level options (Perf_Summ_Type - “S”) have been modified to include the existing Perf_summ_type S and added with the newly introduced Perf_Summ Types – SS and SP. The Custom Index Module will now be able to consume and commit the newly introduced security type returns like SS and SP for the following options: Blended Weighted, Floating Weight, Floating Aggregate and Currency Conversion CIDX benchmark types.
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