The Selectable Input Smoothing Option in Global Attribution allows Eagle’s performance engine to consume a set of unsmoothed contributions or attribution effects from performance tables and smooth them with industry-standard smoothing algorithms. The feature is designed to work at the total report level for Stored Performance models.
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- In the Performance desk, click General Reporting in the left navigation.
You see the Performance Center with the General Reporting workspace. - Expand the Fields folder, expand the Custom folder, and click Global Attribution Group.
You see a list of Global Attribution Groups. - Right-click your mouse and select New from the pop-up menu. Or click New on the toolbar.
You see the Creating Global Attribution Group dialog box. - Click Selectable Input Smoothing and click Next.
You see the Creating Global Attribution Group dialog box.
- Complete the fields on the Options tab. For more information, see xx Options.
In the Options and Field Map field choose attributes required for smoothing. Only Carino 99 Arithmetic is currently supported. The Attribution dropdown would let the user choose between contribution and attribution. The other options needed in SIS Field are shown in the image below.
- Click in the empty cell to the right of the Options & Field Map Field option.
You see the Field Map Selector dialog box. The user can choose up to thirty unsmoothed effects in the “Input Fields” tab.
- Complete the fields on the Options tab and click Next.
The user can choose the fund and index returns in the “Control fields” tab. Since smoothing is supported only at the total level, the fund/index weights are not included.
If the user chooses Absolute (Contribution) in the ‘Attribution’ dropdown OFM field, only the portfolio return would be available. If the user chooses Relative (Attribution), both portfolio and benchmark returns would be made available.
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