The inputs to the single-period composite return are:
- Entity data for composite. Composite name, composite inception date, base currency and strategy, and so on.
- Similar entity data for the constituent portfolios. If you are going to use the automated composite builder, then the data used by the program (for example strategy indicator) should match similar data stored for the composite.
- Relationship between composite and its constituent entities. What portfolios make up what composites for which period of time. This data is primarily stored in the RULES database on the ENTITY and ENTITY_RANGE_DETAILS tables.
- Returns and market values for the constituent portfolios. This data is primarily stored in the PERFORM database in the PERF_SUMMARY and PERF_SEC_RETURNS tables. The constituent portfolio returns and market values can either be calculated by the Performance Calculation report or loaded via a returns uploader. Because you need to load the history of this data, the uploader is required even if you are using the performance calculation and entity windows going forward.
If you use GIPS Composite Management with Eagle's Retail Fund Performance component, you can create composites that include both retail fund and non-retail fund returns. For more information about calculating retail fund returns for use in GIPS composites, see the Retail Fund Performance User Guide.
- FX spot rate data if you are required to support multi-currency composites. A multi-currency composite is one that contains at least one constituent portfolio whose base currency is different from that of the composite. The FX Rate data must be stored in the SECURITY database, FX_RATES table and can be maintained via an uploader.
The following sections provide notes about tables and columns that are especially important to the composite software.
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