Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

« Previous Version 3 Current »

For an account, the Rolling Three Year Ratio Analysis report highlights changes over a 12 month period to rolling three year risk ratios (Information, Sharpe, and Treynor Ratios). Both a tabular and line graph representation of the data is displayed.

Advanced Report Profile

Advanced Report ProfileData Mart Detail Model

Egl Prf Risk 3 Year Rolling Ratio

PERF_TOTAL_RISK

Options

Available options appear in the following table.

OptionDescription

Eagle Report Title

Controls the title of the report.

Eagle Table Name

Controls the name of Data Mart group model to query.

Eagle Columns

Identifies the Data Mart columns containing the risk statistics. Comma separated list.

Eagle Column Descriptions

Specifies the column descriptions displayed in the report. Comma separated list.

Data Used by Report

The following table shows data used by the report.

Report ElementData Mart TableData Mart ColumnUnderlying Field Attribute

Three Year Annualized Information Ratio

PERF_TOTAL_RISK

Y3A_INFO_RATIO_RETURN

eglPrk-M-Y03AnInfoRGrossR

Three Year Sharpe Ratio

PERF_TOTAL_RISK

Y3_SHARPE_RATIO_RETURN

eglPrk-M-Y03SharpeGrossRet

Three Year Treynor Ratio

PERF_TOTAL_RISK

Y3_TREYNOR_RATIO_RETURN

eglPrk-M-Y03TreynorGrossRet

The following table shows how totals of the report are determined.

Report DLL

The report DLL is named Rolling3YAnalysis.dll

  • No labels