To build the report profile:
- From any Eagle window, click the Eagle Navigator button to access the Eagle Navigator.
- Enter Reporting in the Start Search text box and click the General Reporting (Performance Center) link.
You see the Performance Center with the General Reporting workspace. - From the General Reporting workspace, click the Reports tab.
You see the Reports Explorer. - Expand the Reports folder, select the Performance Analysis folder, and click Compose.
- Under Pick a type of Report, click Double click here to build your report.
You see the Creating a Performance Analysis Report - Step 1 of 3 dialog box. - Complete the fields for Step 1 of the report profile and click Next.
For more information, see Performance Analysis Report Step 1 Global Attribution Group Options.
The options for the report profile are similar to PACE reporting options. See the PACE Reporting Reference Guide for details. The following table describes options that are specific to performance attribution.
Option | Description |
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Which entities are you interested in? | Specifies the entities you want to include in the report. |
Specify the date period you want to run. | Specifies the date period to use for the report. Options include: - Current Date
- Current Date - recent for all entities
- Previous Date
- Previous Date - recent for all entities
- Current Month
- Today
- Yesterday
- Previous Month
- As of
- From the Date Rule
- Link Period Override. Allows you to perform Any Date to Any Date attribution for fixed date linking periods.
- Link Period Override (Date Rule). Allows you to override linking periods entered using a date rule.
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Specify the Report Rule and the related options you would like to use for your report. | Specifies the report rule to use for the report. See Performance Analysis and Reporting for details. |
Analysis option | Displays the following dialog box, which allows you to define a set of calculation and display level options and dynamic performance options.
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Options for Calculation & Display Level include: - Selected level to calculate attribution and display results down to. Specifies the lowest level of the performance model at which the report uses returns and weights to calculate risk, contribution, and attribution statistics. By default, the field displays a value of Total. You must select a level other than Total for a meaningful attribution analysis.
- Limit results to the level selected above. If you set the prior field to a performance model level other than Security Level, this option allows you to limit the results you retrieve and display. It determines whether the report displays all results or only displays results down to the level specified in the prior field. If displaying results down to a selected level, you can specify whether the report retrieves security level data for rollup purposes, and whether the report additionally displays security level data. See Performance Analysis and Reporting for details.
- Show attribution inputs below selected level. For attribution reports, you can select this check box to display the attribution input weights and returns below the level selected for the calculation of attribution statistics in the Selected level to calculate attribution and display results down to field. Otherwise, clear the check box to prevent display of the attribution inputs below the selected level.
- Suppress benchmark data not held by the profile portfolio. Select this check box to exclude benchmark data in the results for securities where the benchmark includes holdings that the related portfolio does not hold.
Options for Dynamic Performance include: - Portfolio Look Through. Allows you to assess your true exposure. Before performing the dynamic segment and total rollups from the security level, a look through is first performed on any securities held in the portfolios that are actually compound security entities. See Performance Analysis and Reporting for details.
- Apply Filter for Benchmark. If you set up a data filter for the portfolio when you defined the grouping rule, this option allows you to apply that filter to the benchmark.
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Specify additional options by clicking on the button below. | Defines the following types of information in the Advanced Options dialog box: - Data filter options in the Specify Filter tab
- Currency conversion options in the Select a Currency tab
See the PACE Reporting Reference Guide for details.
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For additional information about the Link Period Override options, see Performance Analysis and Reporting. For information on standard date rules in reports, see the PACE Reporting Reference Guide.
After clicking Next, you see the Creating a Performance Analysis Report - Step 2 of 3 dialog box.
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The following table describes each option.
Option | Description |
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Would you like to schedule this Report? | Determines whether to schedule the report. Options include: - Yes. Schedules the report daily, weekly, monthly, or by the specified minutes. You also have the option of using the business calendar with the source, scheduling the time, and indicating whether the schedule should depend on other events.
- No. Does not schedule the report.
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Specify your Report options by clicking on the button below. | Displays the Report Options dialog box, where you can identify the number of result levels, customize the report location on the server, place the report in a personal or public folder, publish the report for various groups and users, return or generate the result when submitted, send the result as an email or via Portal, and save the result as a file.
These standard reporting and distribution options are described in the PACE Reporting Reference Guide.
The following nonstandard options apply to Eagle Performance: - Do not return the Result when submitted. Determines whether to display the results when you submit the report. If you select this check box, results are not viewable in General Reporting, but Eagle Performance creates an XML file. If you clear the check box, results are viewable in General Reporting.
- Use this language for the Report. If you set up Eagle to support languages in addition to English, you can specify a different language to use for the report results. The default language is English.
- Include total row in results. Determines whether the report displays the Total row. By default, this check box is cleared, and the Total row does not appear.
- Set Report Thresholds. Controls the number of entities and time periods used when running the report.
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You see the Creating a Performance Analysis Report - Step 3 of 3 dialog box.
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The following table describes each option.
Option | Description |
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What name do you want for your report? | Specifies a name for the report. |
Type in any comments or remarks you wish. | Allows you to add comments. |
Would you like to create Advanced Report components with the current profile? | Determines whether to create an Advanced Report. |
Do you want to submit the Report now? | Determines whether to submit the report. |
You have created a report profile. To access the report, go to the Reports tab. Expand the Reports folder and select the report from the Performance Analysis folder.
The following figure shows an example of the Fixed Income Attribution Analysis Report for a single time period.
Fixed Income Attribution Analysis Report