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Only the return field needs to be set for High Return, Low Return, Median Return, Equal Weighted Return or Equal Weighted Standard Deviation fields. See the following figure.

Return Maximum Return within CompositeImage Modified
AnchorRTF360035003900300032003a00RTF360035003900300032003a00 Anchor_Toc349124161_Toc349124161 Anchor_Toc349992543_Toc349992543Return Maximum Return within Composite
High, Low, Mean, and Median Value fields can also be created to calculate, for example, the average portfolio Market Value or ABAL within a composite for the period. These fields can be used for non-return data that would be as-of a point in time and not require geometric linking. See the following figure. Image Removed
AnchorRTF350033003400340031003a00RTF350033003400340031003a00 Anchor_Toc349124162_Toc349124162 Anchor_Toc349992544_Toc349992544Return Average Portfolio Balance BOP or EOP

...

For Best and Worst Quartile/Decile/Percentile statistic calculations, set the Return field and the Percentile options as shown in the following figure.

Return Quartile Return for CompositeImage Modified
AnchorRTF350039003700300039003a00RTF350039003700300039003a00 Anchor_Toc349124163_Toc349124163 Anchor_Toc349992545_Toc349992545Return Quartile Return for Composite

The field type can be set to return the Best or Worst AnchorRTF7100750069006e0074006900RTF7100750069006e0074006900 quintile returns using the Preset options listed in the following table.

Option

Equates to

Result Best

Result Worst

1st Decile Return

10%

Top 10%

Bottom 10%

1st Quartile Return

25%

Top 25%

Bottom 25%

3rd Quartile Return

75%

Top 75%

Bottom 75%

9th Decile Return

90%

Top 90%

Bottom 90%

Median Return

Middle Return (50%)

 

 



You can also create custom Quartile, Decile, and Percentile fields where you set the percentile values.

To do this, set the type to Custom and specify the percentile value.

Map a return field and a Weight field to calculate the Best and Worst Quartile Dollar Dispersion. An example is shown in the following figure. Image Removed
AnchorRTF360031003500380036003a00RTF360031003500380036003a00 Anchor_Toc349124164_Toc349124164 Anchor_Toc349992546_Toc349992546Return Worst Quartile Dollar Dispersion for Composite
Composite

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Composite membership fields like the number of funds added or removed over the period can be added to the report. An example is shown in the following figure.
Image Removed
AnchorRTF380030003700350034003a00RTF380030003700350034003a00 Anchor_Toc349124165_Toc349124165 Anchor_Toc349992547_Toc349992547Return Number of Portfolios Added to Composite Over the Period.

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