Reporting Toolkit: Preconfigured Components

Field Attributes

Single Period Weights and Returns for Portfolio and Benchmarks

The Reporting Toolkit includes single period weights and gross and net returns for both daily and monthly frequency data.

There are weight and gross return fields set up for benchmarks 1, 2, and 3. Benchmark assignments are:

Benchmark 1 is the benchmark that the portfolio tracks
Benchmark 2 is the market benchmark used for risk
Benchmark 3 is the risk free benchmark used for risk

Geometrically Linked Returns for Portfolio and Benchmarks

The Reporting Toolkit includes geometrically linked returns for many time periods. All the fields are configured for daily performance clients that are moving to Eagle from a legacy monthly or daily system. As with single period returns, there are both gross and net portfolio returns as well as gross benchmark returns available.

Month to Date

Month to Date (MTD) fields are configured to display data for the inception and termination month.

There is one set of MTD fields that have Mixed Frequency on, Business Calendar check off, and Inception Date check off. If run on the calendar month end, the data is retrieved from the monthly record on that date. If run for a day that is not the calendar month end, the daily returns are retrieved and linked.

On this page:

Quarter to Date and Year to Date

Quarter to Date (QTD) and Year to Date (YTD) fields are configured to display data for the inception and termination quarter or year.

There is one set of QTD and YTD fields that have Mixed Frequency on, Business Calendar check off, and Inception Date check off. If run on the calendar month end, the data is retrieved from the monthly record on that date. If run for a day that is not the calendar month end, the daily returns since the prior calendar month end are retrieved and linked.

There is a second set of QTD and YTD fields that are Monthly frequency, have Mixed Frequency off, Business Calendar check off, and Inception Date check off. This field always retrieves data from monthly records regardless of the day it is run for.

Inception to Date

Inception to Date (ITD) fields are configured to display data since inception and displays a null linked return if a required business day or month since inception is missing a committed return.

There is one set of ITD cumulative and annualized fields that have Mixed Frequency on, Business Calendar check on, and Inception Date check off. If run on the calendar month end, the data is retrieved from the monthly record on that date. If run for a day that is not the calendar month end, the daily returns since the prior calendar month end are retrieved and linked.

There is a second set of ITD cumulative and annualized fields that are Monthly frequency, have Mixed Frequency off, Business Calendar check on, and Inception Date check off. This field always retrieves data from monthly records regardless of the day it is run for.

Rolling Periods

3 Month, 6 Month, 1 Year, 3 Year, 5 Year, 10 Year, and 15 Year fields are configured to display data for the specified time and display a null linked return if the inception date falls within the period or a required business day or month in the specified period is missing a committed return.

There is one set of fields for 3 Month, 6 Month, 1 Year, 3 Year, 5 Year, 10 Year, and 15 Year cumulative annualized fields. The fields have Mixed Frequency on, Business Calendar check on, and Inception Date check on. If run on the calendar month end, the data is retrieved from the monthly record on that date. If run for a day that is not the calendar month end, the daily returns since the prior calendar month end are retrieved and linked.

Relative Weights

Benchmark relative weight fields are configured using Rollup Calculation fields for the daily single period weights set up. There is one set of these fields pointing to benchmark 1.

Relative Returns

Benchmark relative return fields are configured using Rollup Calculation fields for all of the single period and linked time periods set up. There are three sets of these fields, each pointing to benchmark 1, benchmark 2, and benchmark 3.

Internal Rate of Return (IRR)

The Reporting Toolkit includes Internal Rates of Return (IRRs) for many time periods: 1 Year, 3 Year, 5 Year, 10 Year, 15 Year, and ITD both cumulative and annualized. All the fields are configured to use monthly inputs and produce results through the most recent month end.

Entity Hierarchy

The Reporting Toolkit includes two Entity Hierarchy fields that represent a Plan level composite of composites and a Composite level composite of portfolios.

OLAP Reports

Performance Analysis Reports

The Reporting Toolkit includes many Performance Analysis reports, described in the following table.

Profile Name	Description
eglPrfMp-Relative Performance Summary	Portfolio and benchmark 1 gross returns for various to date periods.
eglPrfMp-Plan Performance Summary	Portfolio and benchmark 1 gross returns for various to date periods using Entity Hierarchy fields to report on a full Plan (composite of composites of portfolios).
eglPrfMp-Allocation Relative By X	Daily weights for the portfolio and benchmark 1. There are five versions of this report against 5 performance models.
eglPrfMp-Performance By X	MTD returns for the portfolio. There are five versions of this report against 5 performance models.
eglPrfMp-Performance Relative By X	MTD returns for the portfolio and benchmark 1. There are five versions of this report against 5 performance models.
eglPrfMp-Daily Asset Class Benchmark Analysis	Daily asset class weights and returns for the portfolio, benchmark 1, benchmark 2, and benchmark 3.
eglPrfMp-Daily Total To Date Gross v Net Analysis	Daily gross and net returns for various to date periods.
eglPrfMp-Daily Total To Date Benchmark Analysis	Daily gross returns for various to date periods for the portfolio, benchmark 1, benchmark 2, and benchmark 3.
eglPrfMp-Monthly Asset Class Benchmark Analysis	Monthly asset class weights and returns for the portfolio, benchmark 1, benchmark 2, and benchmark 3.
eglPrfMp-Monthly Total To Date Primary Benchmark Analysis	Monthly gross returns for various to date and rolling periods for the portfolio and benchmark 1.
eglPrfMp-Monthly Total To Date Secondary Benchmark Analysis	Monthly gross returns for various to date and rolling periods for the portfolio and benchmark 2.
eglPrfMp-Monthly Total To Date Tertiary Benchmark Analysis	Monthly gross returns for various to date and rolling periods for the portfolio and benchmark 3.
eglPrfMp-Monthly Total To Date Gross v Net Analysis	Monthly gross and net returns for various to date and rolling periods.