This section lists the Eagle Data Mart tables used with the Performance Toolkit.
The following list describes each Data Mart table, the performance model associated with that table, the build frequency used for that table, and the account types associated with that table.
| DM Table | Performance Model | Build Frequency | Account Types | Table Description |
|---|---|---|---|---|
FUND_SUMMARY | eglPrfPc-Total Level Model | Daily | All | Entity ID, Entity Name, Inception Date, Bmrk1 ID, Bmrk1 Name |
PERF_TOTAL_SUMMARY | eglPrfPc-Total Level Model | Daily | All | 1D, MTD (mixed), QTD (mixed), YTD (mixed), Gross, Net, Port and Bmrk1 |
PERF_TOTAL_EXTENDED | eglPrfPc-Total Level Model | Monthly Recommended, Daily Optional | All | 1Y (mixed), 3Y (mixed), 5Y (mixed), 10Y (mixed), SI (mixed), Cum and Ann, Gross and Net, Port and Bmrk1 |
PERF_TOTAL_RISK | eglPrfPc-Total Level Model | Monthly Only | All | 3Y (M) Rolling Risk Statistics: Ratios, Tracking Error, CAPM |
PERF_GIPS_SUMMARY | eglPrfPc-Total Level Model | Monthly Only | GIPS Composites | GIPS: 1M, QTD (M), YTD (M), AW Std Dev, AUM, % Assets, Ports End, Ports In |
PERF_GIPS_DISCLOSURES | eglPrfPc-Total Level Model | Monthly Only | GIPS Composites | GIPS: Disclosures |
PERF_CURRENCY_MTD | eglPrfPc-Currency Model | Daily | All | 1D, MTD, Weight, Return, Diff, Port and Bmrk1 |
PERF_CURRENCY_MTD_BF | eglPrfPc-Currency Model | Monthly Recommended, Daily Optional | All | MTD BF Global Contribution and Attribution |
PERF_CURRENCY_MTD_KS | eglPrfPc-Currency Model | Monthly Recommended, Daily Optional | Equity Accounts | MTD KS Global Contribution and Attribution |
PERF_CURRENCY_MTD_FI | eglPrfPc-Currency Model | Monthly Recommended, Daily Optional | Fixed Income Accounts | MTD FI Global Contribution and Attribution |
PERF_ASSETCLASS_MTD | eglPrfPc-Asset Class Model | Daily | All | 1D, MTD, Weight, Return, Diff, Port and Bmrk1 |
PERF_ASSETCLASS_MTD_BF | eglPrfPc-Asset Class Model | Monthly Recommended, Daily Optional | All | MTD BF Contribution and Attribution |
PERF_REGION_MTD | eglPrfPc-Region Country Model | Daily | All | 1D, MTD, Weight, Return, Diff, Port and Bmrk1 |
PERF_REGION_MTD_BF | eglPrfPc-Region Country Model | Monthly Recommended, Daily Optional | All | MTD BF Contribution and Attribution |
PERF_GICS_MTD | eglPrfPc-GICS Model | Daily | Equity Accounts | 1D, MTD, Weight, Return, Diff, Port and Bmrk1 |
PERF_GICS_MTD_BF | eglPrfPc-GICS Model | Monthly Recommended, Daily Optional | Equity Accounts | MTD BF Contribution and Attribution |
PERF_AGGBOND_MTD | eglPrfPc-Aggregate Bond Model | Daily | Fixed Income Accounts | 1D, MTD, Weight, Return, Diff, Port and Bmrk1 |
PERF_AGGBOND_MTD_FI | eglPrfPc-Aggregate Bond Model | Monthly Recommended, Daily Optional | Fixed Income Accounts | MTD FI Contribution and Attribution |
PERF_AGGBOND_MTD_FISECT | eglPrfPc-Aggregate Bond Model | Monthly Recommended, Daily Optional | Fixed Income Accounts | MTD FI Benchmark Sector Inputs Contribution and Attribution |
PERF_AGGBOND_MTD_KRD | eglPrfPc-Aggregate Bond Model | Monthly Recommended, Daily Optional | Fixed Income Accounts | MTD FI KRD Contribution and Attribution |
PERF_LONGSHORT_MTD | eglPrfPc-Long Short Model | Daily | All | 1D, MTD, Weight, Return, Diff, Port and Bmrk1, MTD BF Contribution and Attribution |
FUND_HIERARCHY | n/a | Monthly Recommended, Daily Optional | Composites of Composites | Entity Hierarchy: eglEhi-PlanEntityID, eglEhi-CompositeEntityID, eglEnt-EntityID |
PERFORMANCE_DETAILS | eglPrfPc-Total Level Model | Daily | All | 1D Return and Weight, Weight Diff |
PERF_DETAILS_MTD_BF | eglPrfPc-Total Level Model | Monthly Recommended, Daily Optional | All | MTD BF Contribution and Attribution |
SECURITY_DETAILS | n/a | Daily | N/A | Currency Code, Asset Class, Region Country, GICS Levels, AggBond Levels |
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