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The Attribution Toolkit includes a range of presentation reports that read data stored in the Data Mart, can be branded with your company’s logo and color scheme, and can be combined together to create report packages.

Many of the same reports are available with different groupings and are referred to by a common name, but each has a different Advanced Report profile.

The following table summarizes the presentation reports included in the Attribution Toolkit.

Category

Sub Category

Name

Advanced Report Profile

Description

Contribution

Contribution

Top/Bottom Contributors

EglPrfMp-Contribution Top Bottom Contributors

Top/Bottom Contributors at security level. Number of securities to show is configurable.

Contribution

Contribution

Group Contribution

EglPrfMp-Contribution By

MTD group level smoothed contributions for the portfolio.

Six models: Region Country, GICS, Aggregate Bond, Currency, Asset Class, Long Short.

Contribution

Contribution to Value Added

Top Alpha Creators & Destroyers

EglPrfMp-Contribution Top Alpha CreatorsDestroyers

Top Alpha Creators and Destroyers at security level. Number of securities to show is configurable.

Contribution

Relative Contribution

Group Relative Contribution

EglPrfMp-Contribution Relative By

MTD group level smoothed contributions for the portfolio and benchmark 1 as well as the contribution to value added.

Five models: Region Country, GICS, Aggregate Bond, Currency, Asset Class.

Attribution

Equity Attribution

Equity Attribution

EglPrfMp-Attribution Equity By

Three Models: Region Country, GICS, Asset Class.

Attribution

Global Attribution

Global Equity Attribution

EglPrfMp-Attribution Global Equity By Currency

Global Brinson Fachler Equity Attribution.

Attribution

Global Attribution

Karnosky Singer Attribution – No Synthetic Hedging

EglPrfMp-Attribution KS No Hedge By Currency

Karnosky Singer Attribution – No Synthetic Hedging.

Attribution

Global Attribution

Karnosky Singer Attribution -Synthetic Hedging to Base

EglPrfMp-Attribution KS Hedge To Base By Currency

Karnosky Singer Attribution – Synthetic Hedging to Base Currency.

Attribution

Global Attribution

Global Fixed Income Attribution

EglPrfMp-Attribution Global FI By Currency

Global Fixed Income Attribution.

Attribution

Fixed Income Attribution

Fixed Income Attribution

EglPrfMp-Attribution FI By Aggregate Bond

Global Fixed Income Attribution – Constituent (security) level analytical inputs.

Attribution

Fixed Income Attribution

Fixed Income Attribution - Sector

EglPrfMp-Attribution FI Sector By Aggregate Bond

Global Fixed Income Attribution – Sector (segment only) level analytical inputs.

Attribution

Fixed Income Attribution

Fixed Income Attribution – Key Rate Duration

EglPrfMp-Attribution FI KRD By Aggregate Bond

Fixed Income Attribution using Key Rate Duration.

Risk

Risk

Rolling Three Year Ratio Analysis

EglPrfMp-Risk 3 Year Rolling Ratio

Risk – Rolling Three Year Ratio Analysis.

Risk

Risk

Rolling Three Year Annualized Tracking Error

EglPrfMp-Risk 3 Year Rolling Ann Tracking Error

Risk – Rolling Three Year Annualized Tracking Error.

Risk

Risk

Rolling Three Year CAPM Analysis

EglPrfMp-Risk 3 Year Rolling CAPM

Risk – Rolling Three Year CAPM Analysis.


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