Display Composite Level Attributes and Benchmark Data

When you set up a Performance Analysis report with an Entity Hierarchy field in the Grouping Rule to analyze composites of portfolios or composites of composites of portfolios, the report can read portfolio and benchmark Entity attributes at all levels, including above the portfolio. The report can also display benchmark calculations at all levels, including above the portfolio.

Defining Entity Attributes and Benchmark Data

When you are setting up Report Rules for the Performance Analysis report and use entity hierarchy fields in the grouping, you can use:

• Performance Analysis fields with the Index ID or Index Name Effect in the Field Rule to allow the report to read portfolio Entity attributes at all levels, including above the portfolio level.

If you enable entity history in the report profile, the report can read portfolio Entity attributes on a historic basis.

• Performance Analysis fields with the Index ID or Index Name Effect in the Field Rule to allow the report to read benchmark Entity attributes at all levels, including above the portfolio level.

If you enable entity history in the report profile, the report can read benchmark relationships and benchmark Entity attributes on a historic basis.

• Benchmark Relative Performance Analysis (PA), Performance Link Analysis (PLA), Performance Risk Analysis, and Performance IRR Analysis (IRR) fields to support benchmark calculations at all levels, including above the portfolio level.

If you enable entity history in the report profile, the report can read benchmark relationships on a historic basis.

Report Example

To illustrate this, assume you have a Plan composite comprised of Strategy A composite and Strategy B composite. Strategy A composite and Strategy B composite each contain multiple portfolios. You commit the Plan composite, the Strategy composites, and the portfolios all to the same total level only performance model.

You create a Performance Analysis report grouped by a Plan Entity Hierarchy field, a Strategy Entity Hierarchy field, Entity field, and total level model. You use the report to read the data and present names, inception dates, benchmark names, and various linked time period returns for the portfolio and benchmark. In the following sample report results, the shaded cells identify some entity attributes and benchmark calculations above portfolio level.