Perform Performance Queries

This section describes how to use the Performance Query Tool to query Eagle Performance data. Additionally, it describes how to create a new query report profile, grant users and business groups access to a query report profile, and grant users access to view and edit report parameters.

Requirements for Creating Query Report Profiles

Before you log into the Query Tool, you should have the following in place:

Store data in the PERFORM database.
Business Calendars. Populate the Eagle PACE source business calendar for the days, months, quarters or years that correspond to the data stored in the PERFORM If you use entity level business calendars for entities and benchmarks, also populate those calendars.
Performance Analysis Fields. Set up fields with the Return or Index Name Effect for the data that you choose to retrieve. The Query Tool supports percentage returns or unit values. Set the Performance Analysis field to Return Effect in both cases. Also, map fields to Performance-type fields to appear in the QT field selector.
Source Rule. Set up the rule with a Performance source that corresponds to the data desired.
Field Attribute. Point attribute to the performance end date column on the PERF_SUMMARY table in the PERFORM This field appears in the Performance category in the field selector.

You also need to know the source of the data you want on the report, the date range of the data you want to display, and the name of the performance model with which the data is stored.

On this page

1 Requirements for Creating Query Report Profiles
2 Navigate to the Performance Query Tool
3 About the Query Tool Wizard
- 3.1 Select a Query Report
- 3.2 Extract Performance Data
- 3.3 Roll Statistical Operations
- 3.4 Derive Time Series Data

Navigate to the Performance Query Tool

This section provides an overview of how to perform a performance query, use the Query Tool wizard to create a new query report profile, and work with query results.

To navigate to the Performance Query Tool:

From the Performance Center window, click Performance Desk.
In the left navigation pane, click Query Tool.
You see the Performance Query Tool workspace.
Profile details, report parameters, and operations that are defined appear when a specific query is highlighted. Only the report parameters that you have access to are shown.

About the Query Tool Wizard

The Query Tool wizard is used only by the administrator to create a new query report profile and edit report parameters. Users of the query report profile do not have access without appropriate privileges. For detailed instructions on using the Query Tool Wizard, see Create a New Query Report Profile.

Once you access the Query Tool wizard, you select the query report view for the query result set and define report parameters such as fields, source rule, frequency, and performance model for the data to be retrieved by the query.

Next, you grant specific users and business groups access to the query report profile. The Query Tool wizard allows you to further define who, among specific users or groups with access to the query report profile, has permission to view and edit particular report parameters (for example, fields, source rule, and performance model). These changes do not affect everyone with access to the query report profile.

Finally, you define the statistical operations each user can execute with the data once it is returned.

Creating the query report profile is a one-time action. The administrator can edit the report parameters after the query report profile is created, but changes made by an individual user only affect that user’s query and results.

Select a Query Report

Once the queries are created, you select one from the list of available queries in the workspace and submit it to the PACE Server.

Extract Performance Data

One or more time series of returns, market values, and other statistics can be extracted from the Performance database and displayed. If fund and benchmark returns are stored in different models, the default dictionary functionality can retrieve the benchmark returns from a different model. Various options, such as export to Excel, are available using a right‑click to display the shortcut menu from the results window. An example of Single-Period Fund and Benchmark Returns Over Time results is shown in the following figure.

Query Tool engine message notifies you if a failed query is due to expected files missing from the system. This message appears at the lowest logging level.

Roll Statistical Operations

You can perform operations on the time series data to determine the geometric or arithmetic average, standard deviation, and other statistics about the series at intervals throughout time. The operations can be defined when the query is first set up or added later if you have sufficient privileges.

Derive Time Series Data

With the Query Tool, you can derive a time series of data. For example, you can derive the series of differences (excess returns) between the quarterly fund and benchmark returns.