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Inputs/Outputs | Effect Name |
---|
Inputs |
|
Fund Returns | Local Fund Return |
Index Returns | Local Index Returns |
Weights | Base Weight Fund Base Weight Index |
Cash Index Returns | Exchange Rate Return Local Cash Return |
Outputs |
|
Fund Returns | Base Return Fund Cash Base Currency Return Fund Local Market Return Fund Synthetic Hedged Return Fund |
Index Returns | Base Return Index Cash Base Currency Return Index Local Market Return Index Synthetic Hedged Return Index |
Weights | Base Average Weight Difference Base Average Weight Fund Base Average Weight Index Base Weight Difference Currency Weight Currency Weight Index Hedge Weight Hedge Weight Index |
Fund Contributions | Base Contribution Fund Exchange Rate Contribution Fund Local Cash Contribution Fund Local Contribution Fund |
Index Contributions | Base Contribution Index Exchange Rate Contribution Index Local Cash Contribution Index Local Contribution Index |
Relative Returns | Base Return Difference Cash Base Currency Return Difference Hedged Return Difference Local Market Return Difference Local Return Difference |
Attribution Effects | Currency Selection Market Selection Security Selection Total Attributed Note: These options display the effects before the multiple-period smoothing algorithm is applied. |
Smoothed Attribution Effects | Smoothed Currency Selection Smoothed Market Selection Smoothed Security Selection Smoothed Total Attributed Note: These options display the effects after the smoothing algorithm is applied. Eagle recommends choosing smoothed attribution effects regardless of the number of time periods. In the case of a single time period, no smoothing is applied. The effects are only smoothed for multiple time periods. This allows you to use the smoothed effects in all cases. |
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