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 Next »

The Global Equity Attribution report highlights the month to date multiple currency Brinson-Fachler style Equity Attribution between the account and benchmark.

These reports read month to date Data Mart data that is calculated from daily frequency performance data and stored in the following Data Mart group models.

On this page

Advanced Report Profile

Advanced Report ProfileData Mart Detail Model

Egl Prf Attribution Global Equity By Currency

PERF_CURRENCY_MTD_BF

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 Number of Grouping Levels

Controls the number of levels to display.

Eagle Report Period Label

Controls the time period label.

Eagle Column Prefix

Controls the column prefix used for columns in the Data Mart. For example, “MTD” for MTD_XXXXX attribution columns.

Data Used by Report

The following table shows data used by the report.

Report ElementData Mart TableData Mart ColumnUnderlying Field Attribute

Average Weight - Account

PERF_CURRENCY_MTD_BF

MTD_BF_WEIGHT

eglGag-Mtd-Bf-BaseAvgWtFnd

Average Weight - Benchmark

PERF_CURRENCY_MTD_BF

MTD_BM1_BF_WEIGHT

eglGag-Mtd-Bf-BaseAvgWtIdx

Month to Date Return % - Account

PERF_CURRENCY_MTD_BF

MTD_BF_RETURN

eglGag-Mtd-Bf-BaseRtnFnd

Month to Date Return % - Benchmark

PERF_CURRENCY_MTD_BF

MTD_BM1_BF_RETURN

eglGag-Mtd-Bf-BaseRtnIdx

Month to Date Return % - Difference

PERF_CURRENCY_MTD_BF

MTD_BF_BM1_RDIFF

eglGag-Mtd-Bf-BaseRtnDiff

Month to Date Attribution Effects % - Allocation

PERF_CURRENCY_MTD_BF

MTD_BM1_BF_ALLOC

eglGag-Mtd-Bf-S-Allocation

Month to Date Attribution Effects % - Selection

PERF_CURRENCY_MTD_BF

MTD_BM1_BF_SELECT

eglGag-Mtd-Bf-S-SelInteract

Month to Date Attribution Effects % - Total

PERF_CURRENCY_MTD_BF

MTD_BM1_BF_TOTAL

eglGag-Mtd-Bf-S-TotalAttrib

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

Report Column TotalData Mart Group Table
(Used by Eagle Table Name)
Data Mart ColumnUnderlying Field Attribute

Totals for all Columns except Account and Benchmark Total Returns

None

None

Calculated as the sum of the model top level segments for each of the columns

Month to Date Return % - Account

PERF_CURRENCY_MTD_BF

MTD_BF_SCNTR

Calculated as the sum of the model top level segment smoothed contributions

Month to Date Return % - Benchmark

PERF_CURRENCY_MTD_BF

MTD_BM1_GBF_SCNTR

Calculated as the sum of the model top level segment smoothed contributions

Report DLL

The report DLL is named GlobalEquityAttribution.dll.

  • No labels