Top Alpha Creators Destroyers Report
The Top Alpha Creators Destroyers report highlights the top and bottom “N” securities with the most positive and negative Alpha (Contribution to Value Added) to the portfolio performance. The default is to display the top 5, but you can adjust a parameter to display more or less.
This report reads month to date Data Mart data that is calculated from daily frequency performance data and stored in the following Data Mart detail model.
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Advanced Report Profile
Advanced Report Profile | Data Mart Detail Model |
---|---|
Egl Prf Contribution Top Alpha CreatorsDestroyers | PERF_DETAILS_MTD_BF |
Options
Available options appear in the following table.
Option | Description |
---|---|
Eagle Top N | Controls the number of top/bottom securities selected |
Data Used by Report
The following table shows data used by the report.
Report Element | Data Mart Table | Data Mart Column | Underlying Field Attribute |
---|---|---|---|
Description | SECURITY_DETAILS | ISSUE_NAME | eglSec-IssueName |
Fund Contribution | PERF_DETAILS_MTD_BF | MTD_BF_SCNTR | eglGag-Mtd-Bf-BaseCondFnd |
Benchmark Contribution | PERF_DETAILS_MTD_BF | MTD_BF_BM1_SCNTR | eglGag-Mtd-Bf-BaseCondIdx |
Alpha | PERF_DETAILS_MTD_BF | MTD_BF_BM1_TOTAL | eglGag-Mtd-Bf-S-TotalAttrib |
Report DLL
The report DLL is named TopAlphaCreatorsDestroyers.dll.