Define the Performance Calculation Report Profile
You can use the Performance Calculation report to calculate single-period returns for portfolios, GIPS composites, benchmarks, and retail funds. This procedure provides step-by-step instructions for calculating single-period returns for portfolios using the Performance Returns report profile.
To define the Performance Calculation report profile:
From any Eagle window, click the Eagle Navigator button to access the Eagle Navigator.
Enter Reporting in the Start Search text box and click the General Reporting (Performance Center) link.
You see the Performance Center with the General Reporting workspace.Click the Reports tab.
The Reports Explorer appears.In the report categories area, expand the Performance Calculations folder, select the Performance Returns folder, and click Compose.
Under Pick a type of Report, select the Double click here to build your report link.
You see the Creating a Performance Calculation Report - Step 1 of 4 dialog box. See the following figure.Complete the options for Step 1 and click Next.
Refer to Step 1 Options for more information.
After clicking Next, you see the Step 2 of 4 dialog box. See the following figure.Complete the options for Step 2 and click Next.
Refer to Step 2 Options for more information.
After clicking Next, the Step 3 of 4 dialog box appears. See the following figure.Complete the options for Step 3 and click Next.
Refer to Step 3 Options for more information.
After clicking Next, the Step 4 of 4 dialog box appears. See the following figure.Complete the options in Step 4 and click Finish.
Refer to Step 4 Options for more information.
Step 1 Options
The following table describes each option for Step 1.
Selections | Description |
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1. What is the period you want to run the Performance Calculations for? | Defines the periodicity of the calculation period. The selection controls the dates that are available in the date ranges. For example, if monthly returns are calculated, the holdings data is retrieved for calendar month- end dates. Options include:
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2. Which entities are you interested in? | Specifies the entities on which the calculation is performed. |
3. Specify the date period you want to run the Calculations for. | Defines the holding's begin and end date for the single-period calculation. For portfolios and composites, Eagle Performance retrieves the cash flows for dates greater than the begin date and less than or equal to the end date. If the date range includes multiple periods, Eagle Performance calculates single-period returns for each period. Options include:
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Use Business Calendar | Specifies whether to use the business calendar to select the begin and end dates of the report for each calculation in the date range. Options include:
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4. Specify the rules you would like to use for your calculations. | Allows you to select one or more report rules, and optionally override the field rule and/or source rule associated with those report rules. You can select more than one rule to calculate returns for the same portfolio more than one way, for example, by country and by sector. |
5. Specify additional options if you wish. | Lets you specify additional options. Options include:
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6. What data would you like to use for your calculations? | Lot level holdings are not currently supported. |
7. Would you like to rollup securities at the last level? | Determines whether to rollup securities at the last level. Options include:
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8. Enable significant cash flow processing? | Determines whether to enable significant cash flow processing. This option is available only if you select a period of Monthly. |
9. Convert constituents and benchmark to composite currency | Allows you to perform on the fly currency conversion for multicurrency composites. Options include:
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10. Disable DQM processing | Stops the Performance Calculation from running any Data Quality Rules that would normally be processed. This can reduce processing time re-running Performance Calculations when the Data Quality Rules are not required. |
Step 2 Options
The following table describes each option for Step 2.
Selection | Description |
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1. Do you want to commit returns on the server side? | Determines whether to commit the returns. Options include:
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2. Returns will be committed with the entities you chose in the screen. | Calculates returns for one entity, but stores the returns to a different entity. |
3. Would you like to calculate to-date returns? | Determines whether to calculate to-date returns. |
4. What calculated end date returns do you want to commit? | Specifies the end-date returns you want to commit. |
5. Specify additional options if you wish. | Allows you to set several additional options.
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6. Select Commit Source | Specifies the source that the report uses to commit performance results to the PERFORM database. The default source, Eagle PACE (source instance 4), appears, but you can select a different performance source. A performance source is a source that has a feedback type of Performance. |
Step 3 Options
The following table describes each option for Step 3.
Selection | Description |
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1. Would you like to schedule this report? | Determines whether to schedule the report. Options include:
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2. Specify your report options by clicking on the button below. | Displays the Report Options dialog box, which allows you to identify the number of result levels, customize the report location on the server, place the report in a personal or public folder, publish the report to various groups and users, return or generate the result when submitted, send the result as an email or via Portal, and save the result as a file. |
Eagle Performance displays the Report Options dialog box when you click the Options button. See the following figure.
Two of these options determine whether you can review report results and audit returns after creating the Performance Calculation report. You can review results within the report itself, or can use the Commit Journal to audit returns prior to commitment and track the status of report
The following table describes each option.
Selection | Description |
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Do not return the Result when submitted. | Determines whether to display the results when you submit the report. Options include:
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Do not generate the result when submitted. | Note this option is only available when the first option is enabled.
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Step 4 Options
The following table describes each option for Step 4.
Selection | Description |
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1. What name do you want for your report? | Specifies a name for the report. |
2. Type in any comments or remarks you wish. | Allows you to add comments. |
3. Would you like to create Advanced Report components with the current profile. | Determines whether to create an Advanced Report. |
4. Do you want to submit the report now? | Determines whether to submit the report. |