Equity Attribution Report
- Pamela Totas (Deactivated)
The Equity Attribution report highlights the month to date single currency Brinson-Fachler style Equity Attribution between the account and benchmark.
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.
Advanced Report Profile
Advanced Report Profile | Data Mart Detail Model |
|---|---|
Egl Prf Attribution Equity By Region Country | PERF_REGION_MTD_BF |
Egl Prf Attribution Equity By GICS | PERF_GICS_MTD_BF |
Egl Prf Attribution Equity By Asset Class | PERF_ASSETCLASS_MTD_BF |
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 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 |
|---|---|---|---|
Average Weight - Account | See list of group tables below | MTD_BF_WEIGHT | eglGag-Mtd-Bf-BaseAvgWtFnd |
Average Weight - Benchmark | See list of group tables below | MTD_BM1_BF_WEIGHT | eglGag-Mtd-Bf-BaseAvgWtIdx |
Month to Date Return % - Account | See list of group tables below | MTD_BF_RETURN | eglGag-Mtd-Bf-BaseRtnFnd |
Month to Date Return % - Benchmark | See list of group tables below | MTD_BM1_BF_RETURN | eglGag-Mtd-Bf-BaseRtnIdx |
Month to Date Return % - Difference | See list of group tables below | MTD_BF_BM1_RDIFF | eglGag-Mtd-Bf-BaseRtnDiff |
A version of this report is configured for the following Data Mart group tables:
PERF_REGION_MTD_BF
PERF_GICS_MTD_BF
PERF_ASSETCLASS_MTD_BF
The following table shows how totals of the report are determined.
Report Column Total | Data Mart Group Table | 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 | See list of group tables above | MTD_BF_SCNTR | Calculated as the sum of the model top level segment smoothed contributions |
Month to Date Return % - Benchmark | See list of group tables above | MTD_BM1_GBF_SCNTR | Calculated as the sum of the model top level segment smoothed contributions |
Report DLL
The report DLL is named GroupEquity.dll.