Business Calendar Sheet

The Business Calendar sheet can display one or more business calendars used to generate the report results. This worksheet appears only if the Performance Calculation field rule includes Performance Analysis fields. The report can use the Eagle PACE Business Calendar (source 4) and/or entity level business calendars associated with portfolios and their benchmarks.

Parameters Sheet

The Parameters sheet for Performance Calculation reports describes relevant report profile level settings used to submit the report. It also displays fields used as the report's Commit Tolerance and Reference Fields, as well as any dates used in the Do Not Commit Returns On or Before and Do Not Commit Returns After fields. The Parameters sheet includes following sections:

• General Settings
• Commit Options
• Rules
• Tolerance Check Fields
• Relation Fields
• Errors

General Settings

The General Settings section of the Parameters sheet includes the following information:

• Relevant Performance Calculation report profile parameters. For more information about these settings, see Define the Performance Calculation Report Profile.
• Mode used to run the report, that is, Holdings and Cash mode or Performance Only mode. For information about using Performance Only mode in Monthly from Daily reports, see Calculate Monthly Returns from Daily Returns.
• Always use most recent data for all securities setting, and the Always use most recent data for all entities setting. For more information about these settings, see Define the Performance Calculation Report Rule.

See the following figure.

The Commit Options section of the Parameters sheet shows the report's commit settings. You can assign commit options in the report profile. See Define the Performance Calculation Report Profile. You can also set commit options manually when you view report results and click the Commit the Profile icon. For more information, see About the Client-Side Commit. See the following figure.

Rules

The Rules section of the Parameters sheet displays the rules used to run the report. This section includes one or more Report Rules, the Field Rule, and the Source Rule. For each Report Rule or Rules, Field Rule, and/or Source Rule defined in the report profile or applied as an override, this section indicates if that rule was not overridden or was applied using an override. See the following figure.

Tolerance Check Fields

The Tolerance Check section of the Parameters sheet displays the values that affect the tolerance checks applied when you ran the report. It includes the commit tolerance, the materiality check, and reference field names specified at the Field Rule or Report Rule level. For the Commit Tolerance Field, Materiality Check Field, and Numeric Reference Field, it also shows the corresponding database column name in the PERFORM database where this information resides. For more information about these fields, see Use Tolerance Checks and Reference Fields. See the following figure.

Relation Fields

The Relation Fields section of the Parameters sheet displays the primary field and secondary fields with a Type of PC (Positions to Cash) stored in the Relation Fields table used in the report. You use this data when you calculate returns when a portfolio holds a position both long and short at the same time, and these positions are stored as two separate positions in the HOLDING database. These fields tell the performance return calculator how to join up positions and cash activity where there are optional columns such as long/short indicator that make up a virtual key. For more information, see Work with Long/Short Positions. See the following figure.

Errors

The Errors section of the Parameters sheet displays errors or warning issued during processing of the Performance Calculation report or during the committing of the data. See the following figure.

Commit Sheet

The Commit worksheet for Performance Calculation reports provides information about how you set up the report to commit data to the PERFORM database. While the Commit Options section of the Parameters sheet shows the options you selected for committing data, the Commit sheet identifies the database columns where data was committed in the database when you ran the report. The worksheet provides this information only when you configure the report so that it commits data. The Commit sheet includes the following sections:

• Commit Source
• Commit Map Summary
• Dictionary Detail Summary

Commit Source

The Commit Source section of the Commit sheet identifies the performance source used as the commit source when you ran the report. This data source was used to commit the performance data to the PERFORM database.

Commit Map Summary

The Commit Map Summary section of the Commit sheet describes the commit mapping used by the report to store, or commit, calculated returns when you ran the report. For each field in the report with commit mapping data, it shows:

• Report Field. The field name used in the report's Field Rule that has commit mapping information.
• PERF_PUBLISH_FIELDS. The field description in the PERF_PUBLISH_FIELDS table associated with that report field.
• PERF_SEC_RETURNS Field. The column in the PERF_SEC_RETURNS table in the PERFORM database used to store calculated data for that report field, as specified in the PERF_PUBLISH_FIELDS table entry.

For more information, see Configure New Fields for Commit Mapping. See the following figure.

Dictionary Detail Summary

The Dictionary Detail section of the Commit sheet describes the nodes in the performance model created for the report, that is, the dictionary detail rows used for committing the data for the entity when you ran the report. This section appears only when you configure the report to commit data. The Dictionary Detail section is comprised of up to three sections with the following headings that differentiate data committed for the first time from data that was re-committed:

• Dictionary_Detail Summary (RE-Commit). Identifies dictionary detail rows associated with newly committed data when you re-commit performance data.
• Dictionary_Detail Summary (Overwritten). Identifies dictionary detail rows associated with previously committed data when you re-commit performance data. Eagle Performance overwrites this old data with the newly committed data.

This section includes the DICTIONARY_ID, DICTIONARY_ITEM_ID, DICTIONARY_DETAIL_ID, columns L1–L8 for each level of the performance model, all the PERF_SEC_RETURNS columns committed to and the values committed. Each level column, L1–L8, shows the level as well as the short and long description in parenthesis. This section does not describe security level data. For more information, see "Working with Dictionary Data." See the following figure.

Entity Sheet

The Entity sheet for Performance Calculation reports displays all of the Entity fields that the report retrieved for processing. See the following figure.

Security Sheet

The Security sheet for Performance Calculation reports displays all of the security fields that the report retrieved for processing. The rows in this section appear in order of Security Alias. The two Link columns in this section identify whether there is cash or whether there are positions for each security. Clicking a security's:

• Cash link takes you to that security in the Cash Activity worksheet.
• Position link takes you to that security in the Position worksheet.

If you ran the report for a composite, the Security sheet shows the securities associated with the composite's underlying entities. See the following figure.

Positions Sheet

The Positions worksheet for Performance Calculation reports displays all the position and position detail records used in the processing of the report. This worksheet appears if you run the report in Holdings and Cash mode, but does not appear if you run the report in Performance Only mode. For information about using Performance Only mode in Monthly from Daily reports, see Calculate Monthly Returns from Daily Returns.
The Positions sheet includes the following sections:

• Position Sources
• Positions Attributes

Position Sources

The Position Sources section of the Positions sheet shows the Begin Date position Source and source instance. See the following figure.

Positions Sheet Example - Position Sources Section

Positions

The Positions section of the Positions sheet displays the positions used in processing the report. Each row has a column for each performance model level and a column for every begin date holdings field using in the processing of the report. Those columns retrieved for both the end effective date and begin effective date have one column for each date, with the field name pre-pended by the word "begin" or "end."

The rows in this section appear in order of Security Alias, followed by the Relation field used, such as the Long Short Indicator. You can click the Security Alias for each row to view that security in the Securities worksheet. See the following figure.

Cash Activity Sheet

The Cash Activity worksheet for Performance Calculation reports displays all the cash activity records used in the processing of the report. This worksheet appears if you run the report in Holdings and Cash mode, but does not appear if you run the report in Performance Only mode. For information about using Performance Only mode in Monthly from Daily reports, see Calculate Monthly Returns from Daily Returns.
The Cash Activity sheet includes the following sections:

• Cash Activity Source
• All Cash Activity

Cash Activity Source

The Cash Activity Source section of the Cash Activity sheet shows the Cash Activity sources from the Source Rule used and the corresponding source instances. See the following figure.

All Cash Activity

The All Cash Activity section of the Cash Activity sheet displays all the cash activity records used in processing the report. Each row has a column for each field used in processing the report, including flows and fields such as ORIG_TRANS_NUMB and PERF_FLOW_DESCR.

The rows in this section appear in order of Security Alias, followed by Effective Date, and then by Perf Flow Descriptor. You can click the Security Alias for each row to view that security in the Securities worksheet, where you can click another link for the security to jump to the Positions worksheet. See the following figure.

SCF Sheet

The SCF sheet for Performance Calculation reports displays the Significant Cash Flow (SCF) data used by monthly frequency results. This sheet appears only if the Enable Significant Cash Flow Processing option shown in the General Settings section is set to Yes. This sheet includes the following sections:

• SCF
• Inputs

SCF

For more information about the options in the report profile's Significant Cash Flow Processing dialog box, see "Chapter 4: Processing Significant Cash Flows (SCF)."

SCF Section

The SCF section of the SCF sheet displays the SCF settings used if you enabled Significant Cash Flow (SCF) processing when you ran the report. For more information about the options in the report profile's Significant Cash Flow Processing dialog box, see Process Significant Cash Flows. See the following figure.

Inputs Section

The Inputs section of the SCF sheet displays any subperiod frequency performance data retrieved to complete the monthly frequency Performance Calculation report.

The Inputs section contains the columns: Group, Group Hierarchy, Rollup Returns ID, Security Alias, End Effective Date, Source, Frequency, Status (Preliminary or Final) and the input columns. Rolled up returns are first sorted by Rollup Returns ID, followed by Security level returns which are sorted by Security Alias.

See the following figure.

FX Rates Sheet

The FX Rates worksheet provides FX rate data and is available when you enable currency conversion for constituents and benchmarks associated with composites in the report. This worksheet shows FX rate data for currency conversion that occurs when you enable the "on the fly" currency conversion option in the report profile's Convert constituents and benchmark to composite currency check box.
The FX Rates field sheet includes the following sections:

• Currency Conversion Parameters
• Entity Base Currency
• Errors and Warnings
• Inputs
• FX Conversion Types

A breakdown of the worksheet by each of its sections follows.

Currency Conversion Parameters Section

The Currency Conversion Parameters section displays the parameters and sources related to currency conversion used when you ran the Performance Calculation report profile. See the following figure.

The following table describes each item in this section.

Entity Base Currency Section

The Entity Base Currency section lists the entity type and Entity ID (in parenthesis) of each entity used in the report. This includes the profile composite, along with constituents and benchmarks. For each entity it displays the entity's base currency and an effective date. If you enable Entity History for the report profile, it shows the date when the base currency became effective for the entity. Otherwise, if you do not enable Entity History for the report profile, it shows the report effective date. The three columns to the right identify the type of FX conversion performed for the entity. See the following figure.

Inputs Section

The Inputs section displays all FX Rate data values used in the generation of the report results. FX Rates appear in order of From Security, To Security, and then Effective Date. See the following figure.

Each line in this section provides information about an FX rate used in the report. The following table describes each column in this section.

Field Sheets

Three types of fields in your EagleEye Analysis for Performance Calculation reports have unique field sheets. EagleEye Analysis provides a separate field sheet for Performance Analysis fields, Performance Link Analysis fields, and Performance Risk Analysis fields used in the report. Each field sheet consists of five sections:

• Report Parameters
• Field Parameters
• Analysis Highlights
• Errors and Warnings
• Inputs

A breakdown of the field worksheet by each of its five sections follows.

Report Parameters Section

The Report Parameters section of the Field sheet displays the parameters of the Performance Calculation report profile run. See the following figure.

Field Parameters Section

The Field Parameters section of the Field sheet displays all the parameters for that field. See the following figure. These include the Begin Date and End Date of the data used, if the Use Business Calendar check is on, as well as the underlying performance fields and their database column name. The type of field you select and the options you select for that field determine the Field Parameters section's contents. For detailed information about setting up Performance Analysis, Performance Link Analysis, and Performance Risk Analysis fields, see Performance Analysis and Reporting. See the following figure.

Analysis Highlights Section

The Analysis Highlights section of the Field sheet displays the highest and lowest five values from all grouping levels, as well any null values for all the input fields. For the highest and lowest five values, the actual value displays while for the null values, the effective date displays. All the Highlights include links to the actual value within the Inputs section. See the following figure.

Errors and Warnings Section

The Errors and Warnings section of the Field sheet displays any errors produced during the generation of that field's results.

Inputs Section

The Inputs section of the Field sheet displays all data values used in the generation of the report results. See the following figure. The Inputs section contains the columns: Group, Rollup Returns ID, Security Alias, End Effective Date, Source, Frequency, Status (Preliminary or Final) and the input columns (specified in the Field Parameters section in Figure 163). Rolled up returns are first sorted by Rollup Returns ID, followed by Security level returns which are sorted by Security Alias.

See the following figure.

Purge EagleEye Files

Your EagleEye files are stored in the customer attachments table in the PACE_MASTER database. Using the Data Archive Policy, you can purge built up EagleEye files or move them to another table.