Inputs/Outputs | Effect Name | Comments |
---|---|---|
Inputs | ||
Fund Returns | ||
Base Return Fund | See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data. | |
Local Return Fund | ||
Index Returns | ||
Base Return Index | See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data. | |
Local Return Index | ||
Weights | ||
Base Weight Fund | ||
Base Weight Index | ||
Outputs | ||
Fund Returns | ||
Base Return Fund | See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data. | |
Cross Product Return Fund | Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Return Fund effect. | |
Currency Return Fund | ||
Fund Contributions | ||
Base Contribution Fund | ||
Cross Product Contribution Fund | Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Contribution Fund effect. | |
Currency Contribution Fund | Geometric Attribution Method analysis does not support the Currency Contribution Fund effect. | |
Local Contribution Fund | ||
Index Returns | ||
Base Return Index | See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data. | |
Cross Product Return Index | Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Return Index effect. | |
Currency Return Index | ||
Index Contributions | ||
Base Contribution Index | ||
Cross Product Contribution Index | Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Contribution Index effect. | |
Currency Contribution Index | Geometric Attribution Method analysis does not support the Currency Contribution Index effect. | |
Local Contribution Index | ||
Relative Returns | ||
Base Return Difference | ||
Base Return Fund In-Out Difference | See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund In-Out Difference and Base Return Index In-Out Difference to identify inconsistencies in performance data. | |
Base Return Index In-Out Difference | See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund In-Out Difference and Base Return Index In-Out Difference to identify inconsistencies in performance data. | |
Cross Product Return Difference | Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Return Difference effect. | |
Currency Return Difference | ||
Local Return Difference | ||
Attribution Effects | These options display the effects before the smoothing algorithm, if used, is applied. Geometric Attribution Method analysis does not use smoothing. | |
Allocation | ||
Allocation Interaction | Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates an Allocation Interaction effect that has the same value as the Allocation effect. | |
Cross Product Effect | Geometric Attribution Method analysis does not support cross product effects such as the Cross Product effect. | |
Currency Effect | For Geometric Attribution Method analysis, the Currency effect is available only at the Total level when multicurrency analysis is in effect. The analysis becomes multicurrency based on the return inputs defined for the field group (rather than by inspecting the actual return values in the performance data). The system calculates the Currency effect if either:
| |
Interaction | Geometric Attribution Method analysis does not support the Interaction effect. | |
Local Total Attributed | You can use the Local Total Attributed effect for Geometric Attribution Method analysis only. This effect does not apply to Carino or Menchero analyses. | |
Selection | ||
Selection Interaction | Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates a Selection Interaction effect that has the same value as the Selection effect. | |
Total Attributed | For Geometric Attribution Method analysis, the Total Attributed effect is available only at the Total level when multicurrency analysis is in effect. It has the same value as the Smoothed Total Attributed effect. If your Local Return and Base Return inputs:
| |
Smoothed Attribution Effects | For the Geometric Attribution Method, these options do not apply a smoothing algorithm — they provide results identical to those of the corresponding non smoothed effects. | |
Smoothed Allocation | ||
Smoothed Allocation Interaction | Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates a Smoothed Allocation Interaction effect that has the same value as the Smoothed Allocation effect. | |
Smoothed Cross Product Effect | Geometric Attribution Method analysis does not support cross product effects such as the Smoothed Cross Product effect. | |
Smoothed Currency Effect | For Geometric Attribution Method analysis, the Smoothed Currency effect is available only at the Total level when multicurrency analysis is in effect. | |
Smoothed Fund Base Contribution | ||
Smoothed Index Base Contribution | ||
Smoothed Interaction | Geometric Attribution Method analysis does not support interaction effects such as the Smoothed Interaction effect. | |
Smoothed Local Total Attributed | You can use the Smoothed Local Total Attributed effect for Geometric Attribution Method analysis only. This effect does not apply to Carino or Menchero analyses. | |
Smoothed Selection | ||
Smoothed Selection Interaction | Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates a Smoothed Selection Interaction effect that has the same value as the Smoothed Selection effect. | |
Smoothed Total Attributed | For Geometric Attribution Method analysis, the Smoothed Total Attributed effect matches the Total Attributed effect. | |
Weights | ||
Average Base Weight Difference | ||
Average Base Weight Fund | ||
Average Base Weight Index | ||
Base Weight Difference |
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