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The Karnosky Singer Attribution – No Synthetic Hedging report highlights the month to date Karnosky-Singer style attribution between the account and benchmark in a scenario with no synthetic hedging applied to the account.

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 KS No Hedge 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_KS

MTD_KSN_WEIGHT

eglGag-Mtd-Ksn-BaseAvgWtFnd

Average Weight - Benchmark

PERF_CURRENCY_MTD_KS

MTD_BM1_KSN_WEIGHT

eglGag-Mtd-Ksn-BaseAvgWtIdx

Average Weight – Currency

For this scenario (no hedging) will be the same data as Average Weight Account

PERF_CURRENCY_MTD_KS

MTD_KSN_WEIGHT

eglGag-Mtd-Ksn-BaseAvgWtFnd

Month to Date Return % - Account

PERF_CURRENCY_MTD_KS

MTD_KSN_RETURN

eglGag-Mtd-Ksn-BaseRtnFnd

Month to Date Return % - Benchmark

PERF_CURRENCY_MTD_KS

MTD_BM1_KSN_RETURN

eglGag-Mtd-Ksn-BaseRtnIdx

Month to Date Return % - Difference

PERF_CURRENCY_MTD_KS

MTD_BM1_KSN_RDIFF

eglGag-Mtd-Ksn-BaseRtnDiff

Month to Date Attribution Effects % - Currency

PERF_CURRENCY_MTD_KS


MTD_BM1_KSN_CURRSEL


eglGag-Mtd-Ksn-S-CurrSelection

Month to Date Attribution Effects % - Allocation

PERF_CURRENCY_MTD_KS

MTD_BM1_KSN_MKTSEL

eglGag-Mtd-Ksn-S-MktSelection

Month to Date Attribution Effects % - Total

PERF_CURRENCY_MTD_KS

MTD_BM1_KSN_TOTAL

eglGag-Mtd-Ksn-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_KS

MTD_KSN_SCNTR

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

Month to Date Return % - Benchmark

PERF_CURRENCY_MTD_KS

MTD_BM1_KSN_SCNTR

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

Report DLL

The report DLL is named KSANoSyntheticHedge.dll.

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