This chapter describes how to use Dynamic Aggregated Performance Analysis to aggregate single period security level performance in any grouping by changing the grouping fields in the Performance Analysis report. It also describes how you can use Dynamic Aggregated Performance Analysis to perform what-if analysis without re-running and committing historical performance for the grouping in a new Performance Model.
Topics Covered in This Chapter
- About Dynamic Performance
- How Dynamic Performance Works
- Invoking the Dynamic Mode
- Dynamic Security Level Fetch
- Classifications, Filters, and Range Rules
- Top or Bottom Securities
- Dynamic Security Level Aggregation
- Using Dynamic Single Period Calculations
- Contribution Method
- Configuration for Dynamic Return Fields
- Configuration for Dynamic Non-Return Fields
- Dynamic Calculations
- Dynamic Multi Period Calculations
- Performance Analysis Fields
- Performance Link Analysis Fields
- Performance Risk Analysis Fields
- Performance Attribution Fields
- FI Multi Period Attribution Fields
- FX Conversion
- Benchmark Considerations
- Dynamic Example
- Portfolio Look Through
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