While attempting to create a filter in PerformancePoint Dashboard Designer, you may get the following error:
No filter data retrieved
The error may happen when you have the Per-user Identity setting enabled in the data connection settings:
When using Per-user Identity, Kerberos authentication is used to connect to the data source. There is a Kerberos hotfix that resolves this error:
https://support.microsoft.com/en-us/kb/969083
The hotfix needs to be applied to the SharePoint server running PerformancePoint Services and on the SQL Server database server that hosts the data source.