Composite Analysis Date Rules
- Kavitha Thangaswamy (Unlicensed)
- Pamela Totas (Deactivated)
To define a composite analysis date rule, select the composite statistics time periods in the report profile. The PACE database install- or upgrade-scripts create date rules for commonly used periods. This section provides examples that show you how. Refer to the PACE Reporting Reference Guide for more on date rules.
When creating date rules for use with a Composite Analysis Report, the start date should be adjusted to a month start so that the start date is always the first day in the period you are configuring. If you use the month end as a start date, you may not get accurate results for the portfolios in the composite for the period.
For example, constituent Portfolio A enters the composite on 8/01/2018. If Composite Dispersion is run for the monthly period of August 2018, the start date of the date rule must be 8/01/2018, not 7/31/2018, to ensure that Portfolio A is included. With a start date of 7/31/2018, Portfolio A will not be included in the results because it did not belong to the composite on 7/31/2018.