Build the Report Profile for Multicurrency Analysis

This procedure shows you how to set up a report profile for Brinson-Fachler style multicurrency analysis when you specify the Geometric Attribution Method.

For general information about setting up multicurrency Performance Analysis reports, see Performance Analysis and Reporting.

To build the report profile for Multicurrency Analysis:

1. From any Eagle window, click the Eagle Navigator button.

2. Enter Reporting in the Start Search text box and click the General Reporting (Performance Center) link.
   You see the Performance Center with the General Reporting workspace.

3. From the General Reporting workspace, click the Reports tab.
   You see the Reports Explorer.

4. Expand the Reports folder, select the Performance Analysis folder, and click Compose.

5. Under Pick a type of Report, click Double click here to build your report.
   You see the Creating a Performance Analysis Report - Step 1 of 3 dialog box.

   Open

   

6. Complete the fields for Step 1 of the report profile and click Next.
   In this example, you select an as of date rule, choose the Report Rule created in the previous section, and set the Analysis Options to calculate attribution down to the Country of Exposure level. See Performance Analysis Report Step 1 Global Attribution Group Options

7. Click Next, you see the Creating a Performance Analysis Report - Step 2 of 3 dialog box.

8. Complete the fields for Step 2 of the report profile.
   For more information, see Performance Analysis Report Step 2 Options.

9. Click Next.
   You see the Creating a Performance Analysis Report - Step 3 of 3 dialog box.

10. Complete the fields for Step 3 of the report profile.
    The options are:
    What name do you want for your report? Specifies a name for the report.
    Type in any comments or remarks you wish. Allows you to add comments.
    Would you like to create Advanced Report components with the current profile? Determines whether to create an Advanced Report.
    Do you want to submit the Report now? Determines whether to submit the report.

11. Click Finish.
    You have created a report profile. To access the report, go to the Reports tab. Expand the Reports folder and select the report from the Performance Analysis folder.
    The following sample report uses the Geometric Method to calculate the Currency effect along with the Allocation and Selection effects. The fund, based in the U.K., has a base currency of GBP. It contains investments with local currencies of USD, GBP, and JPY.

    Open

    

    
    In the report sample, notice that while the Currency effect is available only at the Total level of the report, the Total Local Attributed effect is available at lower levels.