Page Comparison

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. Performs Any Date to Any Date attribution for fixed date linking periods.

• Link Period Override (Date Rule). Overrides linking periods entered using a date rule.

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. The following figure shows the options selected for the sample Geometric Method report.

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 dynamic segment and total rollups from the security level, a

• ―look through‖ is performed on any securities held in the portfolios that are actually compound security entities. See the Performance Analysis and Reporting User Guide 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.

• Many to One Code Value Aggregation – Allows you to aggregate multiple code value short descriptions to a single long description in dynamic performance analysis. This is useful if two or more short descriptions in the code_values table must be bucketed together under a single node in the tree.

Options for Security Returns

• Select the type of Security Returns to Process. This enables the user to choose the security type to be processed. The options are Single Position (S), Positions by Strategy (SS), Positions by Strategy and Dictionary Classification (SP).

• The returns need to be committed independently for each security type through the Perf Calc report or uploaded into the performance tables. The legacy type (S) supports both stored model and dynamic grouping. SP supports grouping only based on stored model. SS potentially supports dynamic grouping.

• Show Partial Period Assignments option is available for S and SS. Enabling this option would show the security under multiple nodes if the security switches nodes during the reporting period. If SP is chosen in the above checkbox, this option is enabled and made inactive.

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.