Risk – Rolling 3 Year Ratio Analysis Report
- Pamela Totas (Deactivated)
For an account, the Rolling Three Year Ratio Analysis report highlights changes over a 12 month period to rolling three year risk ratios (Information, Sharpe, and Treynor Ratios). Both a tabular and line graph representation of the data is displayed.
Advanced Report Profile
Advanced Report Profile | Data Mart Detail Model |
|---|---|
Egl Prf Risk 3 Year Rolling Ratio | PERF_TOTAL_RISK |
Options
Available options appear in the following table.
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 Columns | Identifies the Data Mart columns containing the risk statistics. Comma separated list. |
Eagle Column Descriptions | Specifies the column descriptions displayed in the report. Comma separated list. |
Data Used by Report
The following table shows data used by the report.
Report Element | Data Mart Table | Data Mart Column | Underlying Field Attribute |
|---|---|---|---|
Three Year Annualized Information Ratio | PERF_TOTAL_RISK | Y3A_INFO_RATIO_RETURN | eglPrk-M-Y03AnInfoRGrossR |
Three Year Sharpe Ratio | PERF_TOTAL_RISK | Y3_SHARPE_RATIO_RETURN | eglPrk-M-Y03SharpeGrossRet |
Three Year Treynor Ratio | PERF_TOTAL_RISK | Y3_TREYNOR_RATIO_RETURN | eglPrk-M-Y03TreynorGrossRet |
The following table shows how totals of the report are determined.
Report DLL
The report DLL is named Rolling3YAnalysis.dll