Composite Performance Analysis Fields

Name

Name you see when you run the report.

Frequency

The periodicity of the returns that are retrieved for the composite and underlying portfolios, typically monthly but the report also supports daily frequency.

Preliminary or Final Returns

Selecting Final returns only provides a result if all of the returns for the composite and portfolios are finalized for all of the single periods covered by the statistic.

Annualize

Select the Annualize checkbox to calculate the statistic based on Annualized returns. Leave the checkbox cleared if you want the statistic to be calculated based on Cumulative returns.

Calculation Type/Options

In this section, you map the input values for the calculation that is extracted from the database.

For Asset Weighted statistic fields, select the performance field to be used for the weight. The field must be stored on the performance database. Typically, this field would be set to either Beginning Market Value or Average Invested Balance.

The options for each of the statistics you can put on the report are described in the next section. For a complete list of the Calculation Types you can select, see GIPS Composite Management.

Date Range Used

Determines whether reports that include this field use the report profile or this field for date range information. Select one of the following options:

• Use Profile Date Range(s). Uses the date range rule(s) specified in the Composite Analysis report profile for calculating this field. For more information, see Composite Analysis Date Rules.
• Use Field Date Range. Uses the date range rule specified for this field to calculate this statistic. After you select this option, you can click a corresponding link to select a date rule.
  
  You must select this option if you plan to use this field in a Composite Analysis report where you deliver report results to Data Mart. For more information, see GIPS Composite Management.
  
  You can select this option if you do not plan to use this field in a report where you deliver report results to Data Mart. However, be aware that Eagle recommends that Composite Analysis reports include a field rule where either all CPA fields use the profile date range or all CPA fields use the field date range. Otherwise, if your field rule includes CPA fields with a combination of profile range ranges and field date ranges, the report can include null values under certain conditions. The field level date range CPA fields can display null values for date ranges selected in the report profile that do not correspond to the field's date range. Fields with a profile level date range can have values only for the date ranges selected in the report profile.