Roll Up Performance Data in Reporting Tools
- Kavitha Thangaswamy (Unlicensed)
- Pamela Totas (Deactivated)
You can populate Performance data at the fund, group, and detail levels. Most third party reporting tools provide the ability to roll up the data from the detail level to the group and fund levels.
Refer to the following guidelines related to Performance fields, as the roll-up of some Performance fields may be invalid:
Linked performance returns should be reported directly from the fund or group level, as they cannot be summed to the group or fund levels in another reporting tool.
For arithmetic, single-period performance attribution, contribution, and effects can be summed.
For arithmetic, multi-period performance attribution, contribution cannot be summed, but effects can be summed.
For geometric, single-period performance attribution, contribution, and effects are the product when the return is expressed as a wealth ratio.
For geometric, multi-period performance attribution, contribution is not the product, but effects are the product when the return is expressed as a wealth ratio.