The following example demonstrates how to provide custom distinct values that will display the only the month in columns that display DateTime values and that will filter according to a value range for a decimal column.

XAML
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<Grid xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid">
  <Grid.Resources>
     <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"
                                        Source="{Binding Source={x:Static Application.Current}, Path=Orders}"
                                        AutoFilterMode="And"
                                        DefaultCalculateDistinctValues="False">
        <xcdg:DataGridCollectionViewSource.ItemProperties>
          <xcdg:DataGridItemProperty Name="OrderDate"
                                     QueryDistinctValue="DataGridItemProperty_QueryDistinctValue_Date"
                                     CalculateDistinctValues="True"/>
          <xcdg:DataGridItemProperty Name="RequiredDate"
                                     QueryDistinctValue="DataGridItemProperty_QueryDistinctValue_Date"
                                     CalculateDistinctValues="True" />
          <xcdg:DataGridItemProperty Name="ShippedDate"
                                     QueryDistinctValue="DataGridItemProperty_QueryDistinctValue_Date"
                                     CalculateDistinctValues="True" />
          <xcdg:DataGridItemProperty Name="Freight"
                                     QueryDistinctValue="DataGridItemProperty_QueryDistinctValue_Range"
                                     CalculateDistinctValues="True" />
        </xcdg:DataGridCollectionViewSource.ItemProperties>
     </xcdg:DataGridCollectionViewSource>
   
  </Grid.Resources>
  <xcdg:DataGridControl x:Name="OrdersGrid"
                        ItemsSource="{Binding Source={StaticResource cvs_orders}}"/>
</Grid>
VB.NET
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Private Sub DataGridItemProperty_QueryDistinctValue_Date( ByVal sender As Object, ByVal e As QueryDistinctValueEventArgs )
  If TypeOf e.DataSourceValue Is DateTime Then
    e.DistinctValue = CDate( e.DataSourceValue ).ToString( "MMMM" )
  End If
End Sub
Private Sub DataGridItemProperty_QueryDistinctValue_Range( ByVal sender As Object, ByVal e As QueryDistinctValueEventArgs )
  If TypeOf e.DataSourceValue Is Decimal Then
    Dim value As Decimal = CDec( e.DataSourceValue )
    If value <= 100 Then
      e.DistinctValue = "0 - 100"
    ElseIf( value > 100 And value <= 500 ) Then
      e.DistinctValue = "101 - 500"
    Else
      e.DistinctValue = "500+"
    End If
  End If
End Sub
C#
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private void DataGridItemProperty_QueryDistinctValue_Date( object sender, QueryDistinctValueEventArgs e )
{
 if( e.DataSourceValue is DateTime )
 {
   e.DistinctValue = ( ( DateTime )e.DataSourceValue ).ToString( "MMMM" );
 }
}
private void DataGridItemProperty_QueryDistinctValue_Range( object sender, QueryDistinctValueEventArgs e )
{
 if( e.DataSourceValue is decimal )
 {
   decimal value = ( decimal )e.DataSourceValue;
   if( value <= 100 )
   {
     e.DistinctValue = "0 - 100";
   }
   else if( value > 100 && value <= 500 )
   {
     e.DistinctValue = "101 - 500";
   }
   else
   {
     e.DistinctValue = "500+";
   }
 }
}