The Attribution Toolkit includes a range of presentation reports that read data stored in the Data Mart, can be branded with your company’s logo and color scheme, and can be combined together to create report packages.
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 following table summarizes the presentation reports included in the Attribution Toolkit.
Category | Sub Category | Name | Advanced Report Profile | Description |
|---|---|---|---|---|
Contribution | Contribution | Top/Bottom Contributors | EglPrfMp-Contribution Top Bottom Contributors | Top/Bottom Contributors at security level. Number of securities to show is configurable. |
Contribution | Contribution | Group Contribution | EglPrfMp-Contribution By | MTD group level smoothed contributions for the portfolio. Six models: Region Country, GICS, Aggregate Bond, Currency, Asset Class, Long Short. |
Contribution | Contribution to Value Added | Top Alpha Creators & Destroyers | EglPrfMp-Contribution Top Alpha CreatorsDestroyers | Top Alpha Creators and Destroyers at security level. Number of securities to show is configurable. |
Contribution | Relative Contribution | Group Relative Contribution | EglPrfMp-Contribution Relative By | MTD group level smoothed contributions for the portfolio and benchmark 1 as well as the contribution to value added. Five models: Region Country, GICS, Aggregate Bond, Currency, Asset Class. |
Attribution | Equity Attribution | Equity Attribution | EglPrfMp-Attribution Equity By | Three Models: Region Country, GICS, Asset Class. |
Attribution | Global Attribution | Global Equity Attribution | EglPrfMp-Attribution Global Equity By Currency | Global Brinson Fachler Equity Attribution. |
Attribution | Global Attribution | Karnosky Singer Attribution – No Synthetic Hedging | EglPrfMp-Attribution KS No Hedge By Currency | Karnosky Singer Attribution – No Synthetic Hedging. |
Attribution | Global Attribution | Karnosky Singer Attribution -Synthetic Hedging to Base | EglPrfMp-Attribution KS Hedge To Base By Currency | Karnosky Singer Attribution – Synthetic Hedging to Base Currency. |
Attribution | Global Attribution | Global Fixed Income Attribution | EglPrfMp-Attribution Global FI By Currency | Global Fixed Income Attribution. |
Attribution | Fixed Income Attribution | Fixed Income Attribution | EglPrfMp-Attribution FI By Aggregate Bond | Global Fixed Income Attribution – Constituent (security) level analytical inputs. |
Attribution | Fixed Income Attribution | Fixed Income Attribution - Sector | EglPrfMp-Attribution FI Sector By Aggregate Bond | Global Fixed Income Attribution – Sector (segment only) level analytical inputs. |
Attribution | Fixed Income Attribution | Fixed Income Attribution – Key Rate Duration | EglPrfMp-Attribution FI KRD By Aggregate Bond | Fixed Income Attribution using Key Rate Duration. |
Risk | Risk | Rolling Three Year Ratio Analysis | EglPrfMp-Risk 3 Year Rolling Ratio | Risk – Rolling Three Year Ratio Analysis. |
Risk | Risk | Rolling Three Year Annualized Tracking Error | EglPrfMp-Risk 3 Year Rolling Ann Tracking Error | Risk – Rolling Three Year Annualized Tracking Error. |
Risk | Risk | Rolling Three Year CAPM Analysis | EglPrfMp-Risk 3 Year Rolling CAPM | Risk – Rolling Three Year CAPM Analysis. |
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