The following table shows the combinations of categories and effects available in Retail Fund Performance. By default, new fields display a Category of Performance and an effect of Total Return.
Category |
Effect |
Detail |
Other |
---|---|---|---|
Performance |
Total Return |
Standard dynamic (SEC) calculation |
All new fields default to this category and effect. |
Performance |
Benchmark ID |
Displays the ID number of the benchmark related to the fund |
For more information, see Generate Returns for a Fund's Benchmark. |
Performance |
Benchmark Name |
Displays the name of the benchmark related to the fund |
For more information, see Generate Returns for a Fund's Benchmark. |
Performance |
Convertible Return |
Convertible return calculation |
Show a standard return for non convertible funds. For more information, see Convertible Class Mutual Funds. |
Performance |
Day Count |
Displays the day count for any performance period |
End date - start date. |
Performance |
Start Date |
Displays the start date for any performance period |
|
Performance |
End Date |
Displays the end date for any performance period |
|
Performance |
Synthetic (Adjust to Child) |
Synthetic return calculation that adjusts parent fund regardless of whether child fund expenses are higher or lower than parent fund |
For more information, see Work with Synthetic Returns. |
Performance |
Synthetic (Adjust to Highest) |
Synthetic return calculation that adjusts parent fund if child fund expense ratio is higher than parent fund |
For more information, see Work with Synthetic Returns. |
Performance |
Synthetic (Basic) |
Synthetic return calculation that back fills synthetic period with parent fund NAV and distributions; no adjustments made to parent fund data |
For more information, see Work with Synthetic Returns. |
Audit Daily |
Total Return |
Dynamic calculation with audit logging to detail level |
Std return displayed. Daily details logged to Db. For more information, see Audit Log. |
Audit Summary |
Total Return |
Dynamic calculation with summary audit logging |
Std return displayed. Summary info logged to Db. For more information, see Audit Log. |
Functions |
Average |
Average value of NAV table field over performance period |
Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data. |
Functions |
Fetch Begin |
Raw NAV table data at start of performance period |
Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data |
Functions |
Fetch End |
Raw NAV table data at end of performance period |
Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data |
Functions |
Sum |
Sum of NAV table field over performance period |
Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data |
Price |
Begin Price |
Buy price at start of period |
Buy price adjusted for any split ratios. |
Price |
Begin Offer Price |
Offer price at start of period |
Calculated OFFER PRICE (adjusted for split ratios). |
Price |
Current Price |
Sell price at end of period (or Current Price) |
Adjusted for split ratio. |
Price |
High Price |
Maximum price during performance period |
Adjusted for split ratio. |
Price |
High Price Date |
Observation date for high price |
If multiple show EARLIEST. |
Price |
Low Price |
Minimum price during performance period |
Adjusted for split ratio. |
Price |
Low Price Date |
Date associated with low price |
If multiple show EARLIEST. |
Share Balance |
End Shares |
Share balance at end of period |
Adjusted for chosen options. |
Share Balance |
Start Shares |
Share balance at start of period |
Starting share balance. For more information, see Using Summing Effects.. |
Share Balance |
Sum (Per Share) |
Sum the per share data for the period |
Works with include/exclude options on Advanced tab. For more information, see Using Summing Effects. |
Share Balance |
Sum (Reinvest Shr) |
Sum the derived reinvest shares for the period |
Works with include/exclude options on Advanced tab). |
SRRI |
Volatility |
Calculates volatility of fund based on historical weekly returns. |
Works with SRRI options on Advanced tab. For more information, see Calculate the Volatility for Synthetic Risk Reward Indicator (SRRI). |
SRRI |
Var Volatility |
Calculates volatility using the reverse engineered volatility value from a supplied VaR, number of daily periods, and the mean risk free rate. |
Works with SRRI options on Advanced tab. For more information, see Define a Dynamic Mutual Fund Returns Field to Calculate Value at Risk (VaR) Based Volatility and Calculate Reverse Engineered Volatility. |
Values |
CDSC Dollars |
Show the calculated CDSC fee |
Use with load option. |
Values |
End Value |
Show the ending market value |
|
Values |
Initial Investment |
Show the initial investment |
|
Values |
Initial Inv (adj) |
Initial Investment adjusted for front end loads |
Use with load option. |
Values |
Long Term G/L |
Calculated LT G/L for a post-liquidation return |
Use with post-liquidation fields. |
Values |
Long Term Tax |
Calculated LT tax for a post-liquidation return |
Use with post-liquidation fields. |
Values |
Redemption Fee |
Calculated redemption fee |
Use with redemption fee option. |
Values |
Short Term G/L |
Calculated ST G/L for a post-liquidation return |
Use with post-liquidation fields. |
Values |
Short Term Tax |
Calculated ST tax for a post-liquidation return |
Use with post-liquidation fields. |
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