The Global Fixed Income Attribution report highlights the month to date multiple currency fixed income style attribution between the account and benchmark.
These reports read month to date Data Mart data that is calculated from daily frequency performance data and stored in the following Data Mart group models.
Advanced Report Profile
Advanced Report Profile
Data Mart Detail Model
Egl Prf Contribution Relative By Region Country
PERF_CURRENCY_MTD_FI
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Options
The Global Fixed Income Attribution report highlights the month to date multiple currency fixed income style attribution between the account and benchmark.
These reports read month to date Data Mart data that is calculated from daily frequency performance data and stored in the following Data Mart group models.
Advanced Report Profile
Advanced Report Profile
Data Mart Detail Model
Egl Prf Contribution Relative By Region Country
PERF_CURRENCY_MTD_FI
Options
Available options appear in the following table.
Option
Description
Eagle Report Title
Controls the title of the report.
Eagle Table Name
Controls the name of Data Mart group model to query.
Eagle Number of Grouping Levels
Controls the number of levels to display.
Eagle Report Period Label
Controls the time period label.
Eagle Column Prefix
Controls the column prefix used for columns in the Data Mart. For example, “MTD” for MTD_XXXXX attribution columns.
Data Used by Report
The following table shows data used by the report.
Report Element
Data Mart Table
Data Mart Column
Underlying Field Attribute
Average Weight - Account
PERF_CURRENCY_MTD_FI
MTD_GFI_WEIGHT
eglGag-Mtd-Gfi-BaseAvgWtFnd
Average Weight - Benchmark
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_WEIGHT
eglGag-Mtd-Gfi-BaseAvgWtIdx
Month to Date Return % - Account
PERF_CURRENCY_MTD_FI
MTD_GFI_RETURN
eglGag-Mtd-Gfi-BaseRtnFnd
Month to Date Return % - Benchmark
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_RETURN
eglGag-Mtd-Gfi-BaseRtnIdx
Month to Date Return % - Difference
PERF_CURRENCY_MTD_FI
MTD_GFI_BM1_RDIFF
eglGag-Mtd-Gfi-BaseRtnDiff
Month to Date Attribution Effects % - Currency
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_CURR
eglRca-Mtd-Gfi-S-CurrencyCrossEff
Month to Date Attribution Effects % - Duration Matched Yield
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_DMYIELD
eglGag-Mtd-Gfi-S-DMYieldEff
Month to Date Attribution Effects % - Roll
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_ROLL
eglGag-Mtd-Gfi-S-RolldownEff
Month to Date Attribution Effects % - Parallel Shift
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_PARA
eglGag-Mtd-Gfi-S-ParaShiftEff
Month to Date Attribution Effects % - Reshape
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_SPREAD
eglRca-Mtd-Gfi-S-SpreadEff
Month to Date Attribution Effects % - Total
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_TOTAL
eglGag-Mtd-Gfi-S-TotalAttrib
The following table shows how totals of the report are determined.
Report Column Total
Data Mart Group Table (Used by Eagle Table Name)
Data Mart Column
Underlying Field Attribute
Totals for all Columns except Account and Benchmark Total Returns
None
None
Calculated as the sum of the model top level segments for each of the columns
Month to Date Return % - Account
PERF_CURRENCY_MTD_FI
MTD_GFI_SCNTR
Calculated as the sum of the model top level segment smoothed contributions
Month to Date Return % - Benchmark
PERF_CURRENCY_MTD_FI
MTD_BM1_GFI_SCNTR
Calculated as the sum of the model top level segment smoothed contributions
Report DLL
The report DLL is named GlobalFixedIncomeAttribution.dll.
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