List of Categories and Effects
- Kavitha Thangaswamy (Unlicensed)
- Pamela Totas (Deactivated)
The following table shows the combinations of categories and effects available in Retail Fund Performance. By default, new fields display a Category of Performance and an effect of Total Return.
Category | Effect | Detail | Other |
|---|---|---|---|
Performance | Total Return | Standard dynamic (SEC) calculation | All new fields default to this category and effect. |
Performance | Benchmark ID | Displays the ID number of the benchmark related to the fund | For more information, see Generate Returns for a Fund's Benchmark. |
Performance | Benchmark Name | Displays the name of the benchmark related to the fund | For more information, see Generate Returns for a Fund's Benchmark. |
Performance | Convertible Return | Convertible return calculation | Show a standard return for non convertible funds. For more information, see Convertible Class Mutual Funds. |
Performance | Day Count | Displays the day count for any performance period | End date - start date. |
Performance | Start Date | Displays the start date for any performance period | |
Performance | End Date | Displays the end date for any performance period | |
Performance | Synthetic (Adjust to Child) | Synthetic return calculation that adjusts parent fund regardless of whether child fund expenses are higher or lower than parent fund | For more information, see Work with Synthetic Returns. |
Performance | Synthetic (Adjust to Highest) | Synthetic return calculation that adjusts parent fund if child fund expense ratio is higher than parent fund | For more information, see Work with Synthetic Returns. |
Performance | Synthetic (Basic) | Synthetic return calculation that back fills synthetic period with parent fund NAV and distributions; no adjustments made to parent fund data | For more information, see Work with Synthetic Returns. |
Audit Daily | Total Return | Dynamic calculation with audit logging to detail level | Std return displayed. Daily details logged to Db. For more information, see Audit Log. |
Audit Summary | Total Return | Dynamic calculation with summary audit logging | Std return displayed. Summary info logged to Db. For more information, see Audit Log. |
Functions | Average | Average value of NAV table field over performance period | Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data. |
Functions | Fetch Begin | Raw NAV table data at start of performance period | Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data |
Functions | Fetch End | Raw NAV table data at end of performance period | Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data |
Functions | Sum | Sum of NAV table field over performance period | Not adjusted for splits or reverse splits. For more information, see Using Function Specific Effects to Analyze Raw Data |
Price | Begin Price | Buy price at start of period | Buy price adjusted for any split ratios. |
Price | Begin Offer Price | Offer price at start of period | Calculated OFFER PRICE (adjusted for split ratios). |
Price | Current Price | Sell price at end of period (or Current Price) | Adjusted for split ratio. |
Price | High Price | Maximum price during performance period | Adjusted for split ratio. |
Price | High Price Date | Observation date for high price | If multiple show EARLIEST. |
Price | Low Price | Minimum price during performance period | Adjusted for split ratio. |
Price | Low Price Date | Date associated with low price | If multiple show EARLIEST. |
Share Balance | End Shares | Share balance at end of period | Adjusted for chosen options. |
Share Balance | Start Shares | Share balance at start of period | Starting share balance. For more information, see Using Summing Effects. |
Share Balance | Sum (Per Share) | Sum the per share data for the period | Works with include/exclude options on Advanced tab. For more information, see Using Summing Effects. |
Share Balance | Sum (Reinvest Shr) | Sum the derived reinvest shares for the period | Works with include/exclude options on Advanced tab). |
SRRI | Volatility | Calculates volatility of fund based on historical weekly returns. | Works with SRRI options on Advanced tab. For more information, see Calculate the Volatility for Synthetic Risk Reward Indicator (SRRI). |
SRRI | Var Volatility | Calculates volatility using the reverse engineered volatility value from a supplied VaR, number of daily periods, and the mean risk free rate. | Works with SRRI options on Advanced tab. For more information, see Define a Dynamic Mutual Fund Returns Field to Calculate Value at Risk (VaR) Based Volatility and Calculate Reverse Engineered Volatility. |
Values | CDSC Dollars | Show the calculated CDSC fee | Use with load option. |
Values | End Value | Show the ending market value | |
Values | Initial Investment | Show the initial investment | |
Values | Initial Inv (adj) | Initial Investment adjusted for front end loads | Use with load option. |
Values | Long Term G/L | Calculated LT G/L for a post-liquidation return | Use with post-liquidation fields. |
Values | Long Term Tax | Calculated LT tax for a post-liquidation return | Use with post-liquidation fields. |
Values | Redemption Fee | Calculated redemption fee | Use with redemption fee option. |
Values | Short Term G/L | Calculated ST G/L for a post-liquidation return | Use with post-liquidation fields. |
Values | Short Term Tax | Calculated ST tax for a post-liquidation return | Use with post-liquidation fields. |