Access MPC Fields
The MPC fields are accessible only from the MPC Field dialog box, and they determine which columns in PERF_SEC_RETURNS must be queried and updated during the calculation process. The following figure shows the Multiperiod Performance Calculator Field Dialog Box.
The parameters for each field are listed in the following table.
Parameter | Description |
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Operation Type | Determines the operation to perform and then store in the Result field. Examples are a geometric linked return or sum. Options include:
|
Percent Return | Geometrically links single-period returns to form a cumulative or annualized to-date return. This field links the starting period frequency returns for the specified period option. The return at the beginning of the operation period equals the current day's return. For example, a month-to-date operation on the first day of the month the value equals the first day return value. |
Unit Value Calculation | Geometrically links single-period returns to form a cumulative or annualized unit value return. This field links the starting period frequency returns for the specified period option and then multiplies it by the base value. The unit value at the beginning of the operation period equals the current day's return times the base value. For example, a month-to-date operation on the first day of the month the value equals the first day return value times the base value. |
Sum | Sums the values in the column over the period. This field sums the starting day's value for the specified period option. The sum at the beginning of the operation period equals the current day's value. For example, a month-to-date operation on the first day of the month the value equals the first day's value. |
Average | Averages the values in the column over the period. This field sums the starting day's values and divide by the number of data points accumulated. The average at the beginning of the operation period equals the current day's value. For example, a month-to-date operation on the first day of the month the value equals the first day's value. |
Base Field | The performance field attribute pointing to a column in PERF_SEC_RETURNS used as the source of the returns or values used as an input when computing the derived operations. |
Result Field | The performance field attribute pointing to a column in PERF_SEC_RETURNS to store the calculated value. |
Base Value | Enabled only for the Unit Value operation, this value identifies the starting unit value, for example 100 or 1000. |
Use Business Calendar | Determines whether the calculator checks the business calendar prior to updating a record. For example, if a "D" frequency record is being processed and the day is not in the business calendar, it is bypassed and not updated. Options include:
|
I want to calculate (Operation Period) | The period, which the operation represents. This includes weektodate (WTD), month-to-date (MTD), quarter-to-date (QTD), year-to-date (YTD), fiscal-year-to-date (FYTD), or inception-to-date (ITD). When using fiscal-year-to-date or inception-to-date, the date field attribute is selectable. |
Annualize | Determines if the operation should annualize the results. |