The Composite Monitor helps you validate that your composites have the correct constituents defined for each period going back in time and allows you to produce standard auditor verification reports. You can perform validation activities before or after you calculate GIPS composite returns.
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Configure the Performance Calculation ReportThe Performance Calculation report you use to calculate and commit composite level single-period returns varies based on the methodology you use to weight composite funds by asset size. You can use the:
Composite Weighted Returns report profile to calculate asset-weighted returns for composites and related benchmarks.
Performance Returns report profile to calculate aggregate-method returns for composites and related benchmarks. This is the same report used to calculate single-period returns for portfolios.
Eagle's GIPS Composite Management component builds its analysis results from the single-period returns and index information you upload and/or calculate using the Performance Returns report profile, supplemented by detailed information about your portfolios and composites. Eagle uses single-period portfolio returns to build composite level returns. The Performance Returns report profile uses accounting and benchmark data stored in the data warehouse to calculate returns, and lets you commit the single-period composite level returns to the PERFORM database.
If you use Eagle's Retail Fund Performance component, you can create composites and calculate composite level returns based on retail fund data or on a combination of retail fund and institutional fund data.
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Configure the Performance Analysis and Composite Analysis ReportsJust as you can calculate multi-period returns and risk statistics for portfolios, you can calculate multi-period returns and risk statistics at the composite level. You can use the:
Performance Analysis report to calculate multi-period returns at the composite level. Eagle Performance uses the single-period composite level returns stored in the PERFORM database to calculate multi-period composite level returns.
Composite Analysis report to display multi-period composite returns, market values, and other composite data, and provide on-the-fly calculation of common composite dispersion statistics for specified time periods. This report calculates composite, constituent, and comparison benchmark rolling and fixed period returns, such as return for the last month, year-to-date, last year, 2-years ago, 3-years ago, and since-inception, and asset-and equal-weighted composite dispersion and membership statistics over these periods.
After you calculate multi-period returns, you can use the