Composite Analysis Report Fields

The following table lists the Dispersion Calculation fields that are currently available in the Composite Analysis report.

Equal Weighted Composite Return (Mean Return)

Asset Weighted Composite Return

Equal Weighted Standard Deviation

Asset Weighted Standard Deviation

High, Low and Medium Return

High, Low, Mean and Medium Value (as of period end)

High, Low, Mean and Medium Value (as of period begin)



Best Quartile/Decile/Percentile

Worst Quartile/Decile/Percentile

Quartile Dollar Dispersion

  1. Of Portfolios Added

  1. Of Portfolios at End of Period

  1. Of Portfolios in Whole Period

  1. Of Portfolios Removed

  1. Of Portfolios at Begin of Period

These fields will, on the fly, identify the Composite's constituents for each time period selected in the report, fetch the applicable Performance data inputs of the constituents' and calculate the result. With the enumerate composites option, the Composite's constituents used in the calculation will be the final constituent entity list that is derived by drilling through to the lowest level of the composite entity structure as illustrated earlier. If the enumerate composites option is not selected, then Composite's direct constituents at the top-level are used.

In accordance with GIPS, the evaluation of the Composite's constituent list is done on each time period individually, with the rule being to only include those constituents that were in the Composite for the entire time period. This is the main reason these calculations are done on the fly and the stored Composite sub-period data is not simply chain-linked and used.