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Since Dynamic Performance can aggregate security level performance into any new grouping, it also has the ability to "look through" a compound instrument, such as an Exchange Traded Fund, into its constituents. These constituents are then aggregated to the dynamic grouping to see a true exposure.

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How Dynamic Performance Works

Using the Performance Analysis report, Dynamic Performance retrieves single period security level data, aggregates the data to specified levels, calculates data at those levels, and passes that data into existing Performance analysis processes including linking, risk, and attribution. The flow chart in the following figure illustrates the process.

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Invoke the Dynamic Mode

The Dynamic Performance mode is started anytime the Performance Analysis Grouping Rule does NOT contain a Performance Model.

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The same report can run in dynamic mode by changing the grouping to be by the Entity ID field and then the Investment Type security field, as shown in the following figure.

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Dynamic Security Level Fetch

In dynamic mode, the Performance Analysis report replaces the main total/rollup/security performance fetch with just a security level performance fetch. Data from the PERF_SEC_ROLLUP_RELATION table is not required and that fetch is bypassed as well.

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