Create Performance Models

In Data Mart workspace, you can create a Performance Group Model which can include all records from a performance analysis result. You can define group level data, such as group subtotals or group returns for reporting purposes also additionally you can include total level and for the security level; which is traditionally included in Fund Summary and Performance Details. This model supports only performance analysis. It allows you to configure and run a single analysis that populates all results in a single Data Mart model, which is particularly helpful for performance attribution analysis and look through configurations. For these types of analyses the total level results and security results can vary based on the grouping definition.

Each Performance Group Model identifies the following:

The table used to store the performance level data.
The groups configured for the Performance Group Model.
The fields defined for the Performance Group Model.
The fields which are populated when you submit the model on a scheduled basis.
The map table that links each group to the underlying detail data of the group's members.
Entities which are added to the model.
Users and business groups who can access the model.
Lists the base currencies for which model data is converted and stored for the model, if any.

On this page

1 Add a Performance Group Level Model
2 Configure Groups to the Model
3 Define Fields for the Model
4 Define Schedule Fields for the Model
5 Define Filter/Map Table for the Model
6 Define Funds (Entities) for the Model
7 Assign Access to the Model
8 Define Currency for the Model
9 Configure Uneven / Unbalanced Entity Hierarchies in the Performance Analysis Report
10 Grouping Parameter Options

Add a Performance Group Level Model

In the Adding Group Level Model window's Definition tab, you can define the table used to store the group level data in a Data Mart schema.

To define a Group Level model:

In Reporting Center, from the left navigation, select Reporting Tools > Datamart > Manage Marts > Data Mart.
You see the Data Mart workspace.
Click the Add Performance Group Level Model link.
You see the Adding Group Level Model window appear with the Definition tab enabled.
Complete the fields on the Definition tab.
Click Next to display the Grouping tab.

The following table describes each option on the Definition tab.

Option	Description

Option	Description
Name	Displays the name of the Group model. The system automatically creates a name for the model. Eagle recommends keeping this name.
Description	Provides a brief description of the Group model.
Table Name	Assigns a name to the database table that stores group level data. The system prevents you from entering invalid values. Valid table names: Use all capital letters Do not have embedded blanks Begin with a letter Do not use special characters Use a maximum of 23 characters
Validate	Ensures the table name is valid.
Archive Table Name	Displays the archive table name, which is based on the value you enter for Table Name. You can change the archive name.
Inception Date	Defaults to the current date. You can change this date to any value for your own tracking purposes.
Active	Indicates whether the table is considered active. This is informational only. Options include: Yes (default). The table is active. No. The table is inactive.
No. of Funds per Report	Allows you to configure the number of funds to run per report at the model level. The current default for this option is at the Data Mart Level If you set this at Model level, then it applies the same override for all its extensions. But you can override the value at the extension level.
Store Performance Details Data	Allows you to store the security level data in addition to the group level data in the same group model table.
Schedule to Run	Determines which schedules are run to populate the table's fields.
Comments	Provides descriptive model information.

Configure Groups to the Model

In the Adding Group Level Model window's Grouping tab, you can configure groups to the Model.

To configure a group to the model:

Complete each field on the Grouping tab.
Click Next to display the Fields tab.

The following table describes each option on the Grouping tab.

Option	Description

Option	Description
Add	Creates a group based on simple fields, range rules, or dictionaries. For details on adding a group, refer to Add Group to Group Models.
Remove	Removes a group.
Validate	Indicates whether the group is valid.
Levels	Displays the group by level.
Database Column Name	Displays the group's database column name.
Field Size Override	Controls the maximum column size of a text-type grouping field. Set the width to any value up to the maximum supported for the data type of the Mart table field you are working with. You can enter a value in this column for any text field that is at least as great as the default value, subject to table column sizes supported by your database. Note that once you have built data for the group-level model, you cannot change the field size settings.
Field Description Override	Controls the display of Grouping fields in View Mart Data and Portal. Enter a name unique to the model in this column. Once the model is built, the View Mart Data displays the groups with the override name you entered. You can change the override grouping description after the model is built. If you change the name, the new name appears the next time you view data from View Data Mart.

Define Fields for the Model

In the Adding Group Level Model window's Fields tab, you can define fields for the Model. The Fields tab allows you to add, remove, and modify fields in the Performance Group Model.

Only field types supported by the Performance Analysis Report are listed.

To define the fields for the model:

Complete each field on the Fields tab.
Click Next to display the Fields Schedule tab.

The following table describes each option on the Fields tab.

Option	Description

Option	Description
Map Performance Model	Maps a performance dictionary to the model to enable the model to contain performance fields. This option is only available if you did not select a performance dictionary when you defined your group levels on the Grouping tab. Only performance dictionaries with the same number of levels as the group model are available for selection. Note: If you are using dynamic performance, you do not need to select a performance dictionary and map performance fields in your model to that performance dictionary.
Clear	Removes a performance dictionary and uses dynamic performance to report returns and related performance information. Dynamic performance involves setting up special field attributes that allow pre-existing security level returns to be aggregated and linked on demand. Refer to the Eagle Performance Reporting User Guide for additional details.
Add	Adds fields to the Group model. For details, refer to Add Fields to Group Models.
Remove	Removes fields from the Group model.
Modify	Changes the field attribute linked to a field in the Group model. You cannot change the field's database name. You can only select from field attributes with the same data type.
Validate	Validates whether a field is valid. Data Mart displays a red X in the check box next to an invalid field.
Description	Displays the selected field attribute.
Database Column Name	Specifies the name of the database column you have assigned to the field.
Field Size Override	Controls the maximum column size of a text field. Set the width to any value up to the maximum supported by your database for the data type of the Mart table field.
Field Description Override	Specifies a user friendly name for the field attribute when viewing Mart content using View Mart Data. This field is optional. If you do not enter a value, Data Mart displays the field attribute name in View Mart Data.
ID	Displays a unique identifier of the Data Mart field. The system automatically assigns a value to this field based upon the field attribute ID of the underlying field attribute. However, it is a best practice to override this value with an ID that is unique and meaningful to you. The reason is that when you migrate the model from one environment to another, fields with the default ID value may conflict with others in the target environment.
Type	Displays the subject type of the field, such as performance.

Define Schedule Fields for the Model

In the Adding Group Level Model window's Field Schedules tab, you can specify which fields are populated when you submit the model on a scheduled basis. The fields are populated for all schedules that are assigned to that model. This functionality is optional. Note: The Data Mart Schedules dialog box also allows you to specify which fields are populated when you submit the model on a scheduled basis. However, the fields are only populated for one schedule, which you select.

Use the options on the Field Schedules tab to reduce run time. You can populate certain fields in the model on a daily basis and others on a monthly basis. By calculating the monthly values on a monthly schedule, and the daily values on a daily schedule, you can meet your reporting needs while economizing on run time.

This feature also ensures that Data Mart has no limitations when building cash or trade adjustment fields that span periods of multiple lengths, such as month-to-date or quarter-to-date periods. In any submission, either scheduled or ad hoc, only one date rule can define such a period. On the Field Schedules tab, you can build adjustment fields for as many date intervals as you need. For example, you can populate month-to-date fields using a Data Mart schedule with a month-to-date date rule for cash, and populate the quarter-to-date fields using a schedule with a quarter-to-date date rule for cash. Note that if you do this, you must include at least one position field in each schedule that you use to build a cash or trade adjustment field. This is a requirement of the OLAP process that builds adjustment fields.

To define schedule fields:

Complete each field on the Fields Schedule tab.
Use the options on the Field Schedules tab to reduce run time. You can populate certain fields in the model on a daily basis and others on a monthly basis. By calculating the monthly values on a monthly schedule, and the daily values on a daily schedule, you can meet your reporting needs while economizing on run time.
This feature also ensures that Data Mart has no limitations when building cash or trade adjustment fields that span periods of multiple lengths, such as month-to-date or quarter-to-date periods. In any submission, either scheduled or ad hoc, only one date rule can define such a period. On the Field Schedules tab, you can build adjustment fields for as many date intervals as you need. For example, you can populate month-to-date fields using a Data Mart schedule with a month-to-date date rule for cash, and populate the quarter-to-date fields using a schedule with a quarter-to-date date rule for cash. Note that if you do this, you must include at least one position field in each schedule that you use to build a cash or trade adjustment field. This is a requirement of the OLAP process that builds adjustment fields.
Click Next to display the Filters/Mappings tab.

The following table describes each option on the Field Schedules tab. Data only appears on this tab if you have assigned selective build schedules to this model.

Option	Description

Option	Description
Select All	Checks every box, assigning every field to every model. This is the result you get by ignoring the Field Schedules tab altogether.
Deselect All	Unchecks every box on the Field Schedules tab.
All	Selects the corresponding field for all schedules.
Field Name	Displays the name of the field.
Model	Displays the name of the models that populate this field, including the one you are defining.
Selective Build Schedule	Displays the Selective Build Schedules that you specified in the Schedule to Run field on the Definition tab. Selective Build Schedules allow you to specify which fields are populated when you submit the model. If you choose a Selective Build Schedule for a model, you must populate at least one model field for that schedule. If the Selective Build Schedule populates a particular field in one model, it must do so for every model where that field appears. The Model's column lets you know what other models populate the field you are assigning to a schedule.
Find	Locates a specific schedule. Right-click on the window and select Find from the pop-up menu. You see the Find dialog box. Select Find Criteria and click Find Next.
Filter	Allows you to filter schedules. Right-click on the window and select Filter from the pop-up menu. You see the Filter dialog box. Select filter criteria and click OK.

Define Filter/Map Table for the Model

In the Adding Group Level Model window's Filters/Mapping tab, you can create a map table that links each group to the underlying detail data of the group's members. Additionally, the tab allows you to restrict the data being populated to the Data Mart tables.

To define filter/map table for the model:

Complete the necessary fields in the Filters/Mappings tab.
Click Next to display the Funds (Entities) tab.

The following table describes each option on the Filters/Mappings tab.

Option	Description

Option	Description
Category	Displays the type of field in your model, such as performance, security detail, or position detail.
Filter	Displays the Add Filter link, which allows you to define a filter using the Define Filter dialog box.
Other	Displays the Performance Report Options link if you selected performance fields using the Fields tab. When you click this link, a pop-up window appears. This window allows you to define the level at which the underlying Performance Analysis OLAP report calculates performance and attribution data. For details, refer to Define Performance Report Options.
Map Table Name	Displays the map table name.
Map Archive Table Name	Displays the map archive table name.

Define Funds (Entities) for the Model

In the Adding Group Level Model window's Funds (Entities) tab, you can select entities for the model. If you populate the tables in your model using schedules, all entities are included. If you populate the tables in your model on an ad hoc basis, you can specify which entities are included using the Funds (Entities) tab. You can also use dynamic entity lists for this purpose.

To define funds (entities) for the model:

Complete each field on the Funds (Entities) tab.
Click Next to display the Access tab.

The following table describes each option on the Funds (Entities) tab.

Option	Description

Option	Description
Select	Displays the Entity Selector dialog box, which allows you to select funds. Click Load on the Entity Selector dialog box. A list of available entities based on the current filter settings appears in the top section of the dialog box. If there is no filter defined, all entities appear. Select one or more entities, and click Add. Or, double-click a fund to select it. The selected entities appear in the lower part of the dialog box.
Remove	Removes a selected fund from the Funds (Entities) tab.
Fund ID	Displays the fund or entity ID.
Fund Name	Displays the fund or entity name.
Fund Type	Displays the type of fund or entity.

Assign Access to the Model

In the Adding Group Level Model window's Access tab, you can define which users and business groups can view the model. Users and business groups with "Maintain" privilege have access to all Data Mart tables, even if the model is restricted.

Complete the required fields in the Access tab.
Click Next to display the Currencies tab.

The following table describes each option on the Access tab.

Option	Description

Option	Description
Give access to everyone	Allows all Data Mart users to view the model and its data.
Give access to specified Users and Business Groups	Allows specified Data Mart users to view the model and its data. Check the Show me only users in current group check box to view users in your current business group. Select the check box of each user, and click OK.
Selected Users	Adds and removes selected users.
Selected Business Groups	Adds and removes selected business groups.

If none of the fields in your model have underlying field attributes with a specified currency process, Next is inactive.

Define Currency for the Model

In the Adding Group Level Model window's Currencies tab, you can specify a list of alternative base currencies for which model data is converted and stored within Data Mart tables.

Conversion is performed only for field attributes with a defined currency process. You should only attach a currency process to warehouse table fields that are accounting amounts stated in the account's base (not local) currency. Ad hoc currency conversion requires that the appropriate exchange rates are stored in PACE database. If you choose to build data in your Mart table for alternate base currencies, a complete set of rows of data appear in your table. Rows built using the default option of the fund's base currency show the value BASE in the field dmart_currency. If you build data for an alternate base currency such as EUR, then dmart_currency will contain EUR for those rows.

To define currencies for the model:

Complete the required fields in the Currencies tab.
Click Finish.
The system verifies the performance model definition and saves your model to the Data Mart. If any part of your performance model definition is not valid, the system prompts you with a warning message that identifies the invalid part. Respond to the warning by making any required modifications to the model, and click Finish to save your model.

The following table describes each option on the Currencies tab.

Option	Description

Option

Description

Available Currencies

Allows you to select one or more currencies. Click the right arrow. The currency appears in the Selected Currencies section.

When you submit a model with one or more alternate base currencies, all data is populated with the same DMART_FUND_ID. There is a complete version of data for each currency that includes the DMART_CURRENCY field populated with the alternate currency's ID.

Selected Currencies

Displays the currently selected currencies. Select a currency and click the left arrow to remove the currency.

Configure Uneven / Unbalanced Entity Hierarchies in the Performance Analysis Report

You can use the Entity Hierarchy functionality in Performance Analysis reports to:

Drill down or look-through the top level composite to the position level performance of the portfolio constituents.
View a total level composite with all of the underlying data rolled up based on the Performance Model.
Read portfolio and benchmark entity attributes at all levels, including above the portfolio.

To use an entity hierarchy, you set up code values that reflect hierarchy levels, create Entity Hierarchy fields that reference the hierarchy levels, and use the Entity Hierarchy fields in the Grouping Rule of the Performance Analysis report. For complete information, see Performance Analysis and Reporting.

Grouping Parameter Options

In the report profile options, you use grouping parameters to process unbalanced hierarchies. There are three parameter options:

Bottom Up Balanced (Legacy and Default option)
Top Down Balanced
Top Down Unbalanced

These options return the same results when the requested profile portfolio is at the top of the hierarchy and the hierarchy itself is balanced. The Bottom Up Balanced option traverses the entity hierarchy tree including parent nodes, no matter where the profile entity appears in the tree. It then displays the Unbalanced/Uneven trees as a balanced tree by adding unknown nodes to the top.

The Top Down Balanced begins the hierarchy from the profile entity and does not look to the parent node in the hierarchy. It then displays the Unbalanced/Uneven tree as a balanced tree by copying the lowest node of shorter branches to extend them until they are as long as the longest branch. These replicated nodes are used during calculations and they remain in the displayed analysis results.

The Top Down Unbalanced is the same as the Top Down Balanced with the exception that the replicated leaves are removed so that the final displayed results are the original unbalanced tree. The hierarchy begins from the profile entity and does not look to the parent node in the hierarchy. It temporarily constructs the Unbalanced/Uneven tree as a balanced tree by copying the lowest node of shorter branches to extend them until they are as long as the longest branch. These replicated nodes are used during calculations but they are removed prior to displaying analysis results.