Composite Quartile Analysis
The Quartile Analysis block allows you to position a composite within its reference community and to analyse the distribution of its internal components according to their level of performance, volatility or weather rating. It provides a two-level view: the positioning of the composite's components relative to its peers, and the distribution of components within the composite itself.
This block includes three tables for analysing:
Performance
Volatility
Météo
Each table is available in two views: Based on the community and Based on the composite.
Table structure
Each table is organised into 6 zones, from best to worst:
Zone | Description |
|---|---|
Top Outlier | Elements significantly above the distribution |
Q1 | First quarter – top 25% |
Q2 | Second quarter – between 25% and 50% |
Q3 | Third quarter – between 50% and 75% |
Q4 | Fourth quarter – bottom 25% |
Bottom Outlier | Elements significantly below the distribution |
For each zone, the information displayed is:
The circle: representative value of the zone (e.g. performance in %)
NB%: share by number of components belonging to this zone
AUM: assets under management corresponding to this zone
View "Based on the community" (grey circles)
Positions the composite within its reference community. Each grey circle indicates the exact value of the separation point between two zones, as it appears on the community Boxplot. The value displayed in the circle thus corresponds directly to the boundary visible on the chart: for example, the upper whisker of the Boxplot sets the boundary between the Top Outlier and Q1, and its value is reported in the first circle.
This correspondence between the Boxplot and the circles allows you to read precisely where each threshold of the community distribution lies.
View "Based on the composite" (blue circles)
Analyses the distribution of the composite's internal components across the same zones. Each blue circle indicates the exact value of the separation point between two zones, as it appears on the Boxplot of the analysed composite. The value displayed in the circle corresponds directly to the boundary visible on the composite's own chart: for example, the upper whisker of the blue Boxplot sets the boundary between the Top Outlier and Q1, and its value is reported in the first circle.
This correspondence allows you to read precisely where the distribution thresholds lie within the analysed composite itself.