Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

« Previous Version 4 Next »

The Group Relative Performance report highlights the month to date return difference between the account and benchmark. Both a tabular and bar chart representation of the data is displayed. The bar chart only charts the top level of the model.

This report can be run on any business day or month end.

On this page


Advanced Report Profiles

Advanced Report Profiles include:

  • Egl Prf Performance Relative By Currency
  • Egl Prf Performance Relative By Asset Class
  • Egl Prf Performance Relative By Region Country
  • Egl Prf Performance Relative By GICS
  • Egl Prf Performance Relative By Aggregate Bond

Options

OptionDescription

Eagle Report Title

Controls the title of the report

Eagle Table Name

Controls the name of Data Mart group table to query

Eagle Number of Grouping Levels

Controls the number of levels to display

Eagle Column Prefix

Controls the prefix of each database column

Eagle Report Period Label

Control the period label displayed on the report

Data Used by Report

Many of the same reports are available with different groupings and are referred to by a common name, but each has a different Advanced Report profile. The total level performance returns are always retrieved from the PERF_TOTAL_SUMMARY table, so the standard time periods this report supports are those stored in that table which are MTD, QTD, YTD. This is one of two group performance reports with this limitation, as the other reports derive the total by summing up the level below total.


The following table shows data used by the report.

Report ElementData Mart TableData Mart ColumnUnderlying Field Attribute

Fund Name

FUND_SUMMARY

ENTITY_NAME

eglEnt-Entityname

Fund Base Currency

FUND_SUMMARY

BASE_CURRENCY

eglEnt-EntityBaseCurrency

Benchmark

FUND_SUMMARY

BM1_NAME

eglPan-Bm1Name

Inception Date

FUND_SUMMARY

INCEPTION_DATE

eglEnt-InceptionDate

Month to Date Return % - Account

PERF_CURRENCY_MTD or

PERF_ASSETCLASS_MTD or

PERF_REGION_MTD or

PERF_GICS_MTD or

PERF_AGGBOND_MTD

MTD_RETURN

eglPlk-D-MtdGrossReturn

Month to Date Return % - Benchmark

Same as above

MTD_BM1_RETURN

eglPlk-D-Bm1MtdGrossReturn

Month to Date Return % - Difference

Same as above

MTD_RETURN_VS_BM1

eglRca-D-MtdGrossReturnVsBm1

Total – Account

PERF_TOTAL_SUMMARY

MTD_RETURN

eglPlk-D-MtdGrossReturn

Total – Benchmark

PERF_TOTAL_SUMMARY

MTD_BM1_RETURN

eglPlk-D-Bm1MtdGrossReturn

Total – Difference

PERF_TOTAL_SUMMARY

MTD_RETURN_VS_BM1

eglRca-D-MtdGrossReturnVsBm1

Benchmark Returns - Quarter to Date

PERF_TOTAL_SUMMARY

QTD_BM1_RETURN

eglPlk-D- Bm1QtdGrossReturn

Benchmark Returns - Year to Date

PERF_TOTAL_SUMMARY

YTD_BM1_RETURN

eglPlk-D- Bm1YtdGrossReturn

Value Added - Daily

PERF_TOTAL_SUMMARY

D1_RETURN_VS_BM1

eglRca-D-GrossReturnVsBm1

Value Added - Month to Date

PERF_TOTAL_SUMMARY

MTD_RETURN_VS_BM1

eglRca -D-MtdGrossReturn VsBm1

Report DLL

The report DLL is named GroupRelativePerformance.dll.



  • No labels