Versions Compared

Old Version 1

changes.mady.by.user Pamela Totas (Deactivated)

Saved on

compared with

New Version Current

changes.mady.by.user Pamela Totas (Deactivated)

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

The Equity Attribution report highlights the month to date single currency Brinson-Fachler style Equity Attribution between the account and benchmark.

These reports read month to date Data Mart data that is calculated from daily frequency performance data and stored in the following Data Mart group models.

On this page

Table of Contents


Advanced Report Profile

Advanced Report Profile

Data Mart Detail Model

Egl Prf Attribution Equity By Region Country

PERF_REGION_MTD_BF

Egl Prf Attribution Equity By GICS

PERF_GICS_MTD_BF

Egl Prf Attribution Equity By Asset Class

PERF_ASSETCLASS_MTD_BF

Options

Available options appear in the following table.

Option

Description

Eagle Report Title

Controls the title of the report.

Eagle Table Name

Controls the name of Data Mart group model to query.

Eagle Number of Grouping Levels

Controls the number of levels to display.

Eagle Report Period Label

Controls the time period label.

Eagle Column Prefix

Controls the column prefix used for columns in the Data Mart. For example, “MTD” for MTD_XXXXX attribution columns.

Data Used by Report

The following table shows data used by the report.

Report Element

Data Mart Table

Data Mart Column

Underlying Field Attribute

Average Weight - Account

See list of group tables below

MTD_BF_WEIGHT

eglGag-Mtd-Bf-BaseAvgWtFnd

Average Weight - Benchmark

See list of group tables below

MTD_BM1_BF_WEIGHT

eglGag-Mtd-Bf-BaseAvgWtIdx

Month to Date Return % - Account

See list of group tables below

MTD_BF_RETURN

eglGag-Mtd-Bf-BaseRtnFnd

Month to Date Return % - Benchmark

See list of group tables below

MTD_BM1_BF_RETURN

eglGag-Mtd-Bf-BaseRtnIdx

Month to Date Return % - Difference

See list of group tables below

MTD_BF_BM1_RDIFF

eglGag-Mtd-Bf-BaseRtnDiff

A version of this report is configured for the following Data Mart group tables:

  • PERF_REGION_MTD_BF

  • PERF_GICS_MTD_BF

  • PERF_ASSETCLASS_MTD_BF

The following table shows how totals of the report are determined.

Report Column Total

Data Mart Group Table
(Used by Eagle Table Name)

Data Mart Column

Underlying Field Attribute

Totals for all Columns except Account and Benchmark Total Returns

None

None

Calculated as the sum of the model top level segments for each of the columns

Month to Date Return % - Account

See list of group tables above

MTD_BF_SCNTR

Calculated as the sum of the model top level segment smoothed contributions

Month to Date Return % - Benchmark

See list of group tables above

MTD_BM1_GBF_SCNTR

Calculated as the sum of the model top level segment smoothed contributions

Report DLL

The report DLL is named GroupEquity.dll.