Set Up the Composite Analysis Report

You can use the Composite Analysis report to analyze composite performance and dispersion. This report calculates composite, constituent, and comparison benchmark:

• Rolling and fixed period returns, such as return for the last month, year-to-date, last year, 2-years ago, 3-years ago, and since-inception.

• Asset- and Equal-weighted composite dispersion and membership statistics over these periods.

The report shown in the following figure is the primary report used to report the performance of a GIPS composite over time. It can also be used to calculate relative ranking of a portfolio within a performance universe.

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In this section

The report does the following for the time periods selected:

• Identifies the proper composite constituents for the period and then extracts returns and market values (used to weight the returns) from the PERFORM database.

• Uses Composite Analysis fields to calculate composite multiperiod return and dispersion statistics.

The Composite Analysis report is configurable with regard to:

• The statistics displayed on the report, which are accessed via the report rule.

• The time periods presented on the report, which are set up and made available to the profile via date rules.

You can also distribute Composite Analysis report results such as composite returns and composite dispersion statistics to Data Mart for further analysis.