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Inputs/Outputs |
Effect Name |
Inputs |
|
Fund Returns |
Local Fund Return |
Index Returns |
Local Index Returns |
Weights |
Base Weight Fund
Base Weight Index |
Cash Index Returns |
Exchange Rate Return
Local Cash Return |
Outputs |
|
Fund Returns |
Base Return Fund
Cash Base Currency Return Fund
Local Market Return Fund
Synthetic Hedged Return Fund |
Index Returns |
Base Return Index
Cash Base Currency Return Index
Local Market Return Index
Synthetic Hedged Return Index |
Weights |
Base Average Weight Difference
Base Average Weight Fund
Base Average Weight Index
Base Weight Difference
Currency Weight
Currency Weight Index
Hedge Weight
Hedge Weight Index |
Fund Contributions |
Base Contribution Fund
Exchange Rate Contribution Fund
Local Cash Contribution Fund
Local Contribution Fund |
Index Contributions |
Base Contribution Index
Exchange Rate Contribution Index
Local Cash Contribution Index
Local Contribution Index |
Relative Returns |
Base Return Difference
Cash Base Currency Return Difference
Hedged Return Difference
Local Market Return Difference
Local Return Difference |
Attribution Effects |
Currency Selection
Market Selection
Security Selection
Total Attributed
Note: These options display the effects before the multiple-period smoothing algorithm is applied. |
Smoothed Attribution Effects |
Smoothed Currency Selection
Smoothed Market Selection
Smoothed Security Selection
Smoothed Total Attributed
Note: These options display the effects after the smoothing algorithm is applied.
Eagle recommends choosing smoothed attribution effects regardless of the number of time periods. In the case of a single time period, no smoothing is applied. The effects are only smoothed for multiple time periods. This allows you to use the smoothed effects in all cases. |
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