Configuration for Dynamic Return Fields

All field based performance processing in the Performance Analysis report points to Performance database fields. This includes Performance Analysis, Performance Link Analysis, Performance Risk Analysis, Performance IRR Analysis, Performance Attribution, and Fixed Income Attribution fields.

To eliminate the need to have one set of fields for a performance model based performance and a different set of fields for dynamic performance, there is a setting in the Performance database field for return fields in dynamic performance. Performance database fields that do not hold return values will not require any changes. This means the same fields you use on performance model based reports can be used on dynamic performance reports.

Specifically, performance database fields have a number of options related to performance processing. The Dynamic Weight option is visible for any field that has a Field Value Type of Return Value. The available selections for this option are other Performance database Field Attributes. For the Dynamic Weight setting, select the Performance database field that you want to use as the weight (investment base) in the contribution method calculation described above.

Open

This approach allows flexibility for different types of returns, such as base or local, and minimizes the amount of setup required to support both performance model-based reports and dynamic reports.