Use the Performance Toolkit 2.0
- Tom Fahey (Unlicensed)
- Kinga Huszno
- Pamela Totas (Deactivated)
The Performance Toolkit is a collection of prebuilt components and a documented workflow for use in new installations of Eagle Performance. It is available on your Eagle Applications Installation DVD on the navigation path for 2017 under the following directory:
MODULES\PACE\PERFORMANCE_TOOLKIT_2.0\
The Index Toolkit provides a collection of components and best practices to streamline the loading and maintenance of index data. A performance return interface that reflects best practices allows you to load index or portfolio returns down to the security level. The security master and position interfaces optimally load the index constituent's positions, rather than constituent returns, and allow you to manage the index as a portfolio for the purpose of performance returns calculations and entity builds for sub-portfolios and aggregates.
Additional code values and reporting fields support accessing data loaded by the performance interface, the positions interface (index data), and the SMF interface. Security master columns to support standard performance classification models are also included. Index performance models consist of Total level only, Currency, Asset Class, Region/Country, GICS, Aggregate Bond, and Security level. Identified columns for custom field attributes can store standard calculations during the entity builds for aggregates and custom benchmarks.
Performance Toolkit 2.0 includes performance calculations to create performance models for indexes. There are field level overrides to standard toolkit performance calculations for invested portfolios that you can use to calculate index performance based on constituent data in positions detail (weights and returns) and group into the same models used by the portfolios. Standard calculation reports are available to validate the accurate aggregation of index constituent positions. An entity description report discloses custom benchmark descriptions that are automatically generated based upon the benchmark definitions.
For more information, see the Performance Toolkit Implementation.