Page Comparison

1

Autoperf Master Profile Report Profile Instance. Previously used in Autoperf processing. You now use the Auto Performance option to specify the Master Profile instance.
For more information, see Configure Autoperf.

2

Autoperf Master Profile Report Profile Name. Previously used in Autoperf processing. You now use the Auto Performance option to specify the Master Profile name.
For more information, see  Configure Autoperf.

3

ENTITY_COMMIT_CHECK Flag (Yes/No).

4

PERF_SEC_RETURNS ENTITY_ID Partitioning Flag (Yes/No).

5

Timeout for Parallel Commit Process (minutes).

6

Default rows per page in Performance Commit Journal Views.

7

Max rows per page limit in Performance Commit Journal Views.

8

Annualization: Annualization method (Default/Days/Months). The system wide annualization method for annualizing returns. Options include Default, Days, Months.
The default value is Months.
For more information, see Performance Analysis and Reporting.

9

Annualization: Numerator for annualization based on days (365). Identifies the numerator of the annualization factor when annualizing based on days. This setting applies to the Days method only.
The default value is 365.
For more information, see Performance Analysis and Reporting.

10

Enable Performance Composite Build Reason Codes (0 = Disabled, 1 = Enabled). Activates reason codes used to generate comments in the Performance Composite entity build process.
For more information, see the see GIPS Composite Management Configuration Guide.

11

Maximum number of Key rate Duration points for Fixed Income Attribution. In Eagle's Fixed Income Attribution model, specifies the default maximum number of key rate duration points.
The default value is 10.
For more information, see the Attribution User Guide.

12

MFP Convertible Anniversary Period - Use NULL or non zero positive integer. Used in Retail Fund Performance for convertible returns processing. For more information, see the Retail Fund Performance User Guide.

13

MFP Convertible Anniversary Frequency - Use NULL, D (for Days), M (for Months), or Y (Years). Used in Retail Fund Performance for convertible returns processing. For more information, see the Retail Fund Performance User Guide.

14

MFP Conversion Date Baseline - Use Null (same as anniversary) 0 (next day), 1 (first day next month), 2 (month end of following month) or 3 (day adjusted month end of following month). Used in Retail Fund Performance for convertible returns processing. For more information, see the Retail Fund Performance User Guide.

15

MFP Conversion Calendar - Use Null or enter the numeric source instance for your chosen dictionary (for adjustments to MFP Conversion Baseline). Used in Retail Fund Performance for convertible returns processing. For more information, see the Retail Fund Performance User Guide.

16

MFP Gross Performance Accrual Methodology - Use M (for Monthly) or D (for Daily). Used in Retail Fund Performance for gross return processing. For more information, see the Retail Fund Performance User Guide.

17

MFP Gross Return Reinvestment - Use M (for Monthly). Used in Retail Fund Performance for gross return processing. For more information, see the Retail Fund Performance User Guide.

18

MFP Gross Up Before Other Distributions - Use Y (Reinvest expenses before other distributions) or N (Reinvest with other distributions). Used in Retail Fund Performance for gross return processing. For more information, see the Retail Fund Performance User Guide.

19

Performance Composite Inclusion/Exclusion logic - Monthly Mode (0 = Disabled, 1 = Enabled). In GIPS Composite Management, used for the Composite Approval module, which displays the results from executing the Performance Composite Builder. Allows you to customize the composite inclusion/exclusion date logic for Performance composites. Options include:

• 0 for Default Mode sets all constituent Start/Stop dates to the actual Effective Date that they are approved in ENTITY_RANGE_DETAILS for the composite.
• 1 for Monthly Mode sets all constituent Start/Stop Dates in ENTITY_RANGE_DETAILS to the first day of the month for the composite. In this mode, Approved changes during any day during the month are automatically pushed back to the first day of the current month. As a result, the Start Date and Stop Dates are always the first of the month for all membership changes. This ensures that constituents are entered and removed from a composite for the full month.
  For more information, see the GIPS Composite Management User GuideConfiguration.

20

MFP Tax Adjustments - Apply tax adjustments to adjustment shares (Y = Yes, N = No). Used in Retail Fund Performance for gross return processing. For more information, see the Retail Fund Performance User GuideGuide.

21

MFP Synthetic Accrual Methodology - Use M (for Monthly) or D (for Daily). Used in Retail Fund Performance for synthetic returns processing. For more information, see the Retail Fund Performance Configuration Guide.

22

MFP Synthetic Expense Adj Frequency - use M (for Monthly). Used in Retail Fund Performance for synthetic returns processing. For more information, see the Retail Fund Performance Configuration Guide.

23

MFP Synthetic Exp Adj Before Other Distributions - Use Y (for Adjust expenses before other distributions) or N (for Adjust with other distributions). Used in Retail Fund Performance for synthetic returns processing. For more information, see the Retail Fund Performance Configuration Guide.

24

MFP Synthetic Expense Adj Method - Use 0 (for Adjust shares). Used in Retail Fund Performance for synthetic returns processing. For more information, see the Retail Fund Performance Configuration Guide.

25

MFP Synthetic Adjust for 12B-1 - Use N (for N) or Y (for Yes). Used in Retail Fund Performance for synthetic returns processing. For more information, see the Retail Fund Performance Configuration Guide.

26

Benchmark Assignment Tab - Process Across Benchmark UI Default (U = Unchecked, C = Checked). Determines the default value that appears in the Process Across Changes check box in the entity Benchmark tab.

• U (Unchecked). The Process Across Change check box is cleared, displaying no check mark.
• C (Checked). The Process Across Change check box is selected, displaying a check mark.
  For more information, see the Benchmark Management User Guide.

27

Multicurrency Composite Build Processing (0 = Disabled, 1 = Enabled). Determines if the Performance Composite Builder initiates on-the-fly currency conversion. Applies only when the portfolio inclusion criteria use Performance or Holdings fields and the composite and constituent portfolios do not share a common base currency. If set to:

• 0 (Disabled) indicates that on-the-fly currency conversion does not occur under these conditions.
• 1 (Enabled) indicates that on-the-fly currency conversion does occur under these conditions.
  
  The default value is 0.
  For more information, see the GIPS Composite Management Configuration Guide.

28

Maximum number of entities in performance data fetch. Specifies the maximum number of entities to include in each query used in the report's performance data fetch, used in the:

• Performance Analysis report
• Performance Calculation report
• Composite Analysis report
• Composite Weighted Returns report
• Performance Composite Builder
  
  If the performance data fetch identifies more than N entities in a report query, it splits up the query into an additional set of queries for that report. If the report includes benchmark relative fields, this setting applies only to the number of portfolios — the query can include this number of portfolios plus any related benchmark entities.
  This parameter can prevent a complex report from using a single very large, and time consuming, query to generate results. The data fetch uses several smaller queries instead, resulting in faster overall reporting time. This option promotes more predictable query execution for large reports, such as those run as part of Data Mart builds or when you run the Performance Analysis report on an ad hoc basis.
  The default value is 100.
  For more information, see the Performance Analysis and Reporting User Guide.

29

Truncate Pivot Point Duration in Days to integer (0 = Do not truncate, 1 = truncate). In Global Attribution analysis, used to remove a rounding inaccuracy in calculating the Fixed Income Attribution Pivot Point's yield change. If set to:

• 0. (Default) Maintains the full float precision to remove an unnecessary source of reduced precision noise in the calculations of the yields used to calculate the yield change. Provides greater accuracy.
• 1. Truncates the duration input value used to look up the yield from the yield curve to a full day integer value. This option provides backwards compatibility.
  For more information, see the Attribution User Guide.

30

Use FIA Pre Version 11 Calculations (Y = Yes, N = No). In Global Attribution analysis, determines whether Fixed Income Attribution (FIA) analysis uses Begin of Period analytical values or End of Period analytical values. Options include:

• Y (Yes). Uses End of Period effective duration (standard or option adjusted) as part of FIA analysis formulas. Provides backwards compatibility with versions prior to V11.0.
• N (No). (Default) Uses Begin of Period effective duration (standard or option adjusted) as part of FIA analysis formulas. Provides more standard begin period analytics.
  For more information about how this setting affects specific formulas, see the Attribution User Guide.

31

Rescale ABAL and weights for blended and floating custom benchmarks (Y = Yes, N = No). For custom benchmarks, allows the use of Average Invested Balances (ABALs) that do not add up to 100%. Set to Y to allow the use of ABALs that do not add up to 100% for Blended benchmarks, Floating benchmarks, and Floating active weight benchmarks. Otherwise, set the option to No for backward compatibility. The default value is Y.
For more information, see the Benchmark Management User Guide.

32

Use the FX spot rate as of inception date for monthly frequency ITD currency conversions (Y = Yes, N = No). Determines how the system performs currency conversion for fields with inception to date (ITD) Date Rules for the fund's first month since inception, as follows:

• Y (Yes). (Default) Inception to date (ITD) Date Rule currency conversion uses the FX rate as of the entity's inception date. If the entity has an inception date that occurs mid month, allows you to capture the currency impact only for part of that month.
• N (No). Inception to date (ITD) Date Rule currency conversion uses the FX rate as of the month end before the entity's inception date. If the entity has an inception date that occurs mid month, allows you to capture the currency impact for the entire month.
  
  This option affects Performance Link Analysis (PLA) fields used in Performance Analysis reports, as well as Composite Performance Analysis (CPA) fields used in Composite Analysis reports. It does not affect calculations for Daily frequency. For more information, see the Performance Analysis and Reporting User Guide and the GIPS Composite Management User Guide.
  Note: For PLA fields, this option affects those fields where under Period Options, you select the I would like to link the returns using the Date Rule option, and then choose a Date Rule associated with the inception date. It does not affect those PLA fields where you select the I want to calculate option, and choose a corresponding inception date field to calculate To date returns.

33

MFP SRRI Weekly Crossover Condition Methodology. Use 0 (use fund as of BEGIN DATE) or 1 (use actual dates). Used in Retail Fund Performance if you calculate the fund's volatility based on weekly historical returns in order to determine the fund's synthetic risk reward indicator (SRRI). Determines how the system links data to backfill history of weekly returns, as follows:

• 0 (use fund as of BEGIN DATE). (Default) Uses a linking process to calculate a weekly return with a single representative fund for any given week.
• 1 (use actual dates). Uses a linking process to calculate a weekly return that can use more than one representative fund in a given week, and can calculate a weekly return using as combination of NAVs and returns.
  For more information, see the Retail Fund Performance User Guide.