Karnosky Singer Attribution – No Synthetic Hedge Report

The Karnosky Singer Attribution – No Synthetic Hedging report highlights the month to date Karnosky-Singer style attribution between the account and benchmark in a scenario with no synthetic hedging applied to the account.

These reports read month to date Data Mart data that is calculated from daily frequency performance data and stored in the following Data Mart group models.

On this page

1 Advanced Report Profile
2 Options
3 Data Used by Report
4 Report DLL

Advanced Report Profile

Advanced Report Profile	Data Mart Detail Model

Advanced Report Profile	Data Mart Detail Model
Egl Prf Attribution KS No Hedge By Currency	PERF_CURRENCY_MTD_BF

Options

Available options appear in the following table.

Option	Description

Option	Description
Eagle Report Title	Controls the title of the report.
Eagle Table Name	Controls the name of Data Mart group model to query.
Eagle Number of Grouping Levels	Controls the number of levels to display.
Eagle Report Period Label	Controls the time period label.
Eagle Column Prefix	Controls the column prefix used for columns in the Data Mart. For example, “MTD” for MTD_XXXXX attribution columns.

Data Used by Report

The following table shows data used by the report.

Report Element	Data Mart Table	Data Mart Column	Underlying Field Attribute

Report Element	Data Mart Table	Data Mart Column	Underlying Field Attribute
Average Weight - Account	PERF_CURRENCY_MTD_KS	MTD_KSN_WEIGHT	eglGag-Mtd-Ksn-BaseAvgWtFnd
Average Weight - Benchmark	PERF_CURRENCY_MTD_KS	MTD_BM1_KSN_WEIGHT	eglGag-Mtd-Ksn-BaseAvgWtIdx
Average Weight – Currency For this scenario (no hedging) will be the same data as Average Weight Account	PERF_CURRENCY_MTD_KS	MTD_KSN_WEIGHT	eglGag-Mtd-Ksn-BaseAvgWtFnd
Month to Date Return % - Account	PERF_CURRENCY_MTD_KS	MTD_KSN_RETURN	eglGag-Mtd-Ksn-BaseRtnFnd
Month to Date Return % - Benchmark	PERF_CURRENCY_MTD_KS	MTD_BM1_KSN_RETURN	eglGag-Mtd-Ksn-BaseRtnIdx
Month to Date Return % - Difference	PERF_CURRENCY_MTD_KS	MTD_BM1_KSN_RDIFF	eglGag-Mtd-Ksn-BaseRtnDiff
Month to Date Attribution Effects % - Currency	PERF_CURRENCY_MTD_KS	MTD_BM1_KSN_CURRSEL	eglGag-Mtd-Ksn-S-CurrSelection
Month to Date Attribution Effects % - Allocation	PERF_CURRENCY_MTD_KS	MTD_BM1_KSN_MKTSEL	eglGag-Mtd-Ksn-S-MktSelection
Month to Date Attribution Effects % - Total	PERF_CURRENCY_MTD_KS	MTD_BM1_KSN_TOTAL	eglGag-Mtd-Ksn-S-TotalAttrib

The following table shows how totals of the report are determined.

Report Column Total	Data Mart Group Table (Used by Eagle Table Name)	Data Mart Column	Underlying Field Attribute

Report Column Total	Data Mart Group Table (Used by Eagle Table Name)	Data Mart Column	Underlying Field Attribute
Totals for all Columns except Account and Benchmark Total Returns	None	None	Calculated as the sum of the model top level segments for each of the columns
Month to Date Return % - Account	PERF_CURRENCY_MTD_KS	MTD_KSN_SCNTR	Calculated as the sum of the model top level segment smoothed contributions
Month to Date Return % - Benchmark	PERF_CURRENCY_MTD_KS	MTD_BM1_KSN_SCNTR	Calculated as the sum of the model top level segment smoothed contributions

Report DLL

The report DLL is named KSANoSyntheticHedge.dll.