Classifications, Filters, and Range Rules

Classification Rules (Regular Dictionaries), Classification Fields, Filters, and Range Rules are all supported as groupings in dynamic mode as well. This allows you to leverage the customization of classifications as well as the ability to use filters to easily "carve out" a portion of a portfolio or do additional what-if analysis.

There are two types of filters available: profile filters and grouping rule filters. Dynamic performance only supports profile filters. Profile filters can be applied to any security-level database type field. This is because the profile filter is applied to the query for the underlying performance data, limiting the records that are returned from the data fetch before there is any additional computation that Inference fields require.

For example, you could filter on the Investment Type field if it was stored in the security master, but you could not filter on an Inference field that uses security master fields. See the following two figures.

By default, Filters are applied to the portfolio only. However, the Apply Filter for Benchmarks option allows you to apply the same filter to the benchmark. The following figure shows this option.