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.
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.
For Best and Worst Quartile/Decile/Percentile statistic calculations, set the Return field and the Percentile options as shown in the following figure.
The field type can be set to return the Best or Worst 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.
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.
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