About Benchmark Management

The benchmark management process in Eagle Performance allows you to load, manage, and customize index data for use in performance reporting and analysis. With Eagle's benchmark management tools you can:

Load returns and other index values for virtually any index at any level, ranging from security to total level.
Calculate performance data for indexes that is unavailable from external sources, such as higher level weights and returns.
Assign an unlimited number of benchmarks to the funds and composites used for performance analyses, and link benchmark data to reflect benchmark assignments that change over time.
Define custom benchmarks in a variety of styles, including:

In this section

Blended, to calculate an index based on a weighted combination of underlying segments or sectors.
Floating, to calculate a blended index based on adjusting the underlying blended weights to reflect index performance. Calculates an index based on a weighted combination of underlying segments or sectors defined based on predefined or active weights of an account or composite.
Linked, to link the history of multiple indexes under a single index.
Exclusion, to exclude segments or constituents from a vendor supplied index.
Constrained, to recalculate index returns based on constrained weights on an index segment or constituent node.
Currency Conversion, to convert vendor supplied index returns from the base currency used to calculate the index returns to another base currency.
Hedged, to hedge an index level or percentage return into another currency. You calculate the return of the hedged index by removing, from the performance, the effect of exchange rate movement between the currency of the underlying index and the hedge currency.
Use custom benchmarks to carve out segments from accounts, allowing use of a cash allocation and return assumption to create a new account.
Automatically build a description of a custom benchmark based on its definition at a point in time to show the composition of indices within the custom benchmark. You can reference this description in reports to disclose the construction of the benchmark.
Supply benchmark data used for calculation, analysis, and reporting throughout all components of Eagle's Performance Measurement solution. Eagle Performance uses benchmark data in portfolio and retail fund performance, in GIPS composite performance, in risk analysis, and in equity and fixed income attribution analyses and reports.