Performance Analysis Report Step 1 Global Attribution Group Options

Displays the following dialog box, which allows you to define a set of calculation and display level options and dynamic performance options. The following figure shows the options selected for the sample Geometric Method report.

Options for Calculation & Display Level include:

• Selected level to calculate attribution and display results down to. Specifies the lowest level of the performance model at which the report uses returns and weights to calculate risk, contribution, and attribution statistics. By default, the field displays a value of Total. You must select a level other than Total for a meaningful attribution analysis.
• Limit results to the level selected above. If you set the prior field to a performance model level other than Security Level, this option allows you to limit the results you retrieve and display. It determines whether the report displays all results or only displays results down to the level specified in the prior field. If displaying results down to a selected level, you can specify whether the report retrieves security level data for rollup purposes, and whether the report additionally displays security level data. See Performance Analysis and Reporting for details.
• Show attribution inputs below selected level. For attribution reports, you can select this check box to display the attribution input weights and returns below the level selected for the calculation of attribution statistics in the Selected level to calculate attribution and display results down to field. Otherwise, clear the check box to prevent display of the attribution inputs below the selected level.

Suppress benchmark data not held by the profile portfolio. Select this check box to exclude benchmark data in the results for securities where the benchmark includes holdings that the related portfolio does not hold.

Options for Security Returns

• Select the type of Security Returns to Process. This enables the user to choose the security type to be processed. The options are Single Position (S), Positions by Strategy (SS), Positions by Strategy and Dictionary Classification (SP).
• The returns need to be committed independently for each security type through the Perf Calc report or uploaded into the performance tables. The legacy type (S) supports both stored model and dynamic grouping. SP supports grouping only based on stored model. SS potentially supports dynamic grouping.
• Show Partial Period Assignments option is available for S and SS. Enabling this option would show the security under multiple nodes if the security switches nodes during the reporting period. If SP is chosen in the above checkbox, this option is enabled and made inactive.