I am trying to find the % of an individual in a grouping. For example:

the % market value of a given security in portfolio
the % market value of a given rating (AAA, BBB, etc.) in a portfolio
the % market value of a given industry in a portfolio

I have dimension tables for each rating, portfolio, industry, security,
and a fact table that stores the market value.

My question is do I calculate the % * MV of a given security in a
portfolio in the fact table, then aggregate based on the different
dimensions when pulling it out of the cube or should I create this as a
calculated field?

I come from an OLTP background in case this question seems somewhat
basic.